ECBOT 10 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 19-Jun-2020

Day Change Summary
	Previous	Current
	18-Jun-2020	19-Jun-2020	Change	Change %	Previous Week
Open	138-160	138-215	0-055	0.1%	138-265
High	138-280	138-280	0-000	0.0%	139-030
Low	138-160	138-135	-0-025	-0.1%	138-070
Close	138-265	138-250	-0-015	0.0%	138-250
Range	0-120	0-145	0-025	20.8%	0-280
ATR	0-176	0-173	-0-002	-1.2%	0-000
Volume	866,605	862,061	-4,544	-0.5%	5,313,632

Daily Pivots for day following 19-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-017	139-278	139-010
R3	139-192	139-133	138-290
R2	139-047	139-047	138-277
R1	138-308	138-308	138-263	139-018
PP	138-222	138-222	138-222	138-236
S1	138-163	138-163	138-237	138-192
S2	138-077	138-077	138-223
S3	137-252	138-018	138-210
S4	137-107	137-193	138-170

Weekly Pivots for week ending 19-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	141-103	140-297	139-084
R3	140-143	140-017	139-007
R2	139-183	139-183	138-301
R1	139-057	139-057	138-276	138-300
PP	138-223	138-223	138-223	138-185
S1	138-097	138-097	138-224	138-020
S2	137-263	137-263	138-199
S3	136-303	137-137	138-173
S4	136-023	136-177	138-096

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%	0-139	0.3%	64%	False	False	1,062,726
10	139-030	136-300	2-050	1.6%	0-166	0.4%	86%	False	False	1,149,777
20	139-075	136-220	2-175	1.8%	0-173	0.4%	82%	False	False	1,346,859
40	139-135	136-220	2-235	2.0%	0-163	0.4%	77%	False	False	703,990

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 3 trading days

Fibonacci Retracements and Extensions
4.250	140-256
2.618	140-020
1.618	139-195
1.000	139-105
0.618	139-050
HIGH	138-280
0.618	138-225
0.500	138-208
0.382	138-190
LOW	138-135
0.618	138-045
1.000	137-310
1.618	137-220
2.618	137-075
4.250	136-159

Fisher Pivots for day following 19-Jun-2020
Pivot	1 day	3 day
R1	138-236	138-232
PP	138-222	138-215
S1	138-208	138-198

Download as Excel Spreadsheet

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

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