ECBOT 10 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 22-Jun-2020

Day Change Summary
	Previous	Current
	19-Jun-2020	22-Jun-2020	Change	Change %	Previous Week
Open	138-215	138-295	0-080	0.2%	138-265
High	138-280	138-305	0-025	0.1%	139-030
Low	138-135	138-205	0-070	0.2%	138-070
Close	138-250	138-225	-0-025	-0.1%	138-250
Range	0-145	0-100	-0-045	-31.0%	0-280
ATR	0-173	0-168	-0-005	-3.0%	0-000
Volume	862,061	733,415	-128,646	-14.9%	5,313,632

Daily Pivots for day following 22-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	139-225	139-165	138-280
R3	139-125	139-065	138-252
R2	139-025	139-025	138-243
R1	138-285	138-285	138-234	138-265
PP	138-245	138-245	138-245	138-235
S1	138-185	138-185	138-216	138-165
S2	138-145	138-145	138-207
S3	138-045	138-085	138-198
S4	137-265	137-305	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	138-305	138-070	0-235	0.5%	0-123	0.3%	66%	True	False	998,009
10	139-030	137-105	1-245	1.3%	0-158	0.4%	78%	False	False	1,128,100
20	139-075	136-220	2-175	1.8%	0-172	0.4%	79%	False	False	1,347,021
40	139-135	136-220	2-235	2.0%	0-163	0.4%	74%	False	False	722,274

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	True
Stretch	0-028
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	140-090
2.618	139-247
1.618	139-147
1.000	139-085
0.618	139-047
HIGH	138-305
0.618	138-267
0.500	138-255
0.382	138-243
LOW	138-205
0.618	138-143
1.000	138-105
1.618	138-043
2.618	137-263
4.250	137-100

Fisher Pivots for day following 22-Jun-2020
Pivot	1 day	3 day
R1	138-255	138-223
PP	138-245	138-222
S1	138-235	138-220

Download as Excel Spreadsheet

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

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