ECBOT 10 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 25-Jun-2020

Day Change Summary
	Previous	Current
	24-Jun-2020	25-Jun-2020	Change	Change %	Previous Week
Open	138-215	138-280	0-065	0.1%	138-265
High	138-290	139-020	0-050	0.1%	139-030
Low	138-170	138-255	0-085	0.2%	138-070
Close	138-280	138-290	0-010	0.0%	138-250
Range	0-120	0-085	-0-035	-29.2%	0-280
ATR	0-162	0-156	-0-005	-3.4%	0-000
Volume	1,001,745	1,104,239	102,494	10.2%	5,313,632

Daily Pivots for day following 25-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	139-230	139-185	139-017
R3	139-145	139-100	138-313
R2	139-060	139-060	138-306
R1	139-015	139-015	138-298	139-038
PP	138-295	138-295	138-295	138-306
S1	138-250	138-250	138-282	138-272
S2	138-210	138-210	138-274
S3	138-125	138-165	138-267
S4	138-040	138-080	138-243

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	139-020	138-135	0-205	0.5%	0-115	0.3%	76%	True	False	931,816
10	139-030	138-070	0-280	0.6%	0-126	0.3%	79%	False	False	1,022,103
20	139-075	136-220	2-175	1.8%	0-166	0.4%	87%	False	False	1,197,488
40	139-135	136-220	2-235	2.0%	0-159	0.4%	81%	False	False	798,625

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0-036
Narrowest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	140-061
2.618	139-243
1.618	139-158
1.000	139-105
0.618	139-073
HIGH	139-020
0.618	138-308
0.500	138-298
0.382	138-287
LOW	138-255
0.618	138-202
1.000	138-170
1.618	138-117
2.618	138-032
4.250	137-214

Fisher Pivots for day following 25-Jun-2020
Pivot	1 day	3 day
R1	138-298	138-278
PP	138-295	138-265
S1	138-292	138-252

Download as Excel Spreadsheet

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

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