ECBOT 10 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 18-Jun-2020

Day Change Summary
	Previous	Current
	17-Jun-2020	18-Jun-2020	Change	Change %	Previous Week
Open	138-140	138-160	0-020	0.0%	137-035
High	138-215	138-280	0-065	0.1%	139-030
Low	138-115	138-160	0-045	0.1%	136-300
Close	138-190	138-265	0-075	0.2%	138-235
Range	0-100	0-120	0-020	20.0%	2-050
ATR	0-180	0-176	-0-004	-2.4%	0-000
Volume	974,149	866,605	-107,544	-11.0%	6,184,144

Daily Pivots for day following 18-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	139-275	139-230	139-011
R3	139-155	139-110	138-298
R2	139-035	139-035	138-287
R1	138-310	138-310	138-276	139-012
PP	138-235	138-235	138-235	138-246
S1	138-190	138-190	138-254	138-212
S2	138-115	138-115	138-243
S3	137-315	138-070	138-232
S4	137-195	137-270	138-199

Weekly Pivots for week ending 12-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	144-232	143-283	139-294
R3	142-182	141-233	139-105
R2	140-132	140-132	139-042
R1	139-183	139-183	138-298	139-318
PP	138-082	138-082	138-082	138-149
S1	137-133	137-133	138-172	137-268
S2	136-032	136-032	138-108
S3	133-302	135-083	138-045
S4	131-252	133-033	137-176

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139-030	138-070	0-280	0.6%	0-136	0.3%	70%	False	False	1,112,389
10	139-030	136-220	2-130	1.7%	0-192	0.4%	89%	False	False	1,284,730
20	139-075	136-220	2-175	1.8%	0-170	0.4%	84%	False	False	1,329,217
40	139-135	136-220	2-235	2.0%	0-161	0.4%	78%	False	False	682,489

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-032
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	140-150
2.618	139-274
1.618	139-154
1.000	139-080
0.618	139-034
HIGH	138-280
0.618	138-234
0.500	138-220
0.382	138-206
LOW	138-160
0.618	138-086
1.000	138-040
1.618	137-286
2.618	137-166
4.250	136-290

Fisher Pivots for day following 18-Jun-2020
Pivot	1 day	3 day
R1	138-250	138-235
PP	138-235	138-205
S1	138-220	138-175

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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