ECBOT 10 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 23-Jun-2020

Day Change Summary
	Previous	Current
	22-Jun-2020	23-Jun-2020	Change	Change %	Previous Week
Open	138-295	138-205	-0-090	-0.2%	138-265
High	138-305	138-290	-0-015	0.0%	139-030
Low	138-205	138-165	-0-040	-0.1%	138-070
Close	138-225	138-240	0-015	0.0%	138-250
Range	0-100	0-125	0-025	25.0%	0-280
ATR	0-168	0-165	-0-003	-1.8%	0-000
Volume	733,415	957,624	224,209	30.6%	5,313,632

Daily Pivots for day following 23-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	139-287	139-228	138-309
R3	139-162	139-103	138-274
R2	139-037	139-037	138-263
R1	138-298	138-298	138-251	139-008
PP	138-232	138-232	138-232	138-246
S1	138-173	138-173	138-229	138-202
S2	138-107	138-107	138-217
S3	137-302	138-048	138-206
S4	137-177	137-243	138-171

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	138-115	0-190	0.4%	0-118	0.3%	66%	False	False	878,770
10	139-030	137-220	1-130	1.0%	0-152	0.3%	76%	False	False	1,098,163
20	139-075	136-220	2-175	1.8%	0-171	0.4%	81%	False	False	1,255,203
40	139-135	136-220	2-235	2.0%	0-162	0.4%	75%	False	False	746,158

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	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-032
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	140-181
2.618	139-297
1.618	139-172
1.000	139-095
0.618	139-047
HIGH	138-290
0.618	138-242
0.500	138-228
0.382	138-213
LOW	138-165
0.618	138-088
1.000	138-040
1.618	137-283
2.618	137-158
4.250	136-274

Fisher Pivots for day following 23-Jun-2020
Pivot	1 day	3 day
R1	138-236	138-233
PP	138-232	138-227
S1	138-228	138-220

Download as Excel Spreadsheet

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

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