ECBOT 10 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 26-Jun-2020

Day Change Summary
	Previous	Current
	25-Jun-2020	26-Jun-2020	Change	Change %	Previous Week
Open	138-280	138-270	-0-010	0.0%	138-295
High	139-020	139-085	0-065	0.1%	139-085
Low	138-255	138-265	0-010	0.0%	138-165
Close	138-290	139-070	0-100	0.2%	139-070
Range	0-085	0-140	0-055	64.7%	0-240
ATR	0-156	0-155	-0-001	-0.7%	0-000
Volume	1,104,239	924,291	-179,948	-16.3%	4,721,314

Daily Pivots for day following 26-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-133	140-082	139-147
R3	139-313	139-262	139-108
R2	139-173	139-173	139-096
R1	139-122	139-122	139-083	139-148
PP	139-033	139-033	139-033	139-046
S1	138-302	138-302	139-057	139-008
S2	138-213	138-213	139-044
S3	138-073	138-162	139-032
S4	137-253	138-022	138-313

Weekly Pivots for week ending 26-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	141-080	140-315	139-202
R3	140-160	140-075	139-136
R2	139-240	139-240	139-114
R1	139-155	139-155	139-092	139-198
PP	139-000	139-000	139-000	139-021
S1	138-235	138-235	139-048	138-278
S2	138-080	138-080	139-026
S3	137-160	137-315	139-004
S4	136-240	137-075	138-258

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139-085	138-165	0-240	0.5%	0-114	0.3%	94%	True	False	944,262
10	139-085	138-070	1-015	0.8%	0-126	0.3%	96%	True	False	1,003,494
20	139-085	136-220	2-185	1.9%	0-167	0.4%	98%	True	False	1,165,674
40	139-135	136-220	2-235	2.0%	0-158	0.4%	93%	False	False	821,516

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	141-040
2.618	140-132
1.618	139-312
1.000	139-225
0.618	139-172
HIGH	139-085
0.618	139-032
0.500	139-015
0.382	138-318
LOW	138-265
0.618	138-178
1.000	138-125
1.618	138-038
2.618	137-218
4.250	136-310

Fisher Pivots for day following 26-Jun-2020
Pivot	1 day	3 day
R1	139-052	139-036
PP	139-033	139-002
S1	139-015	138-288

Download as Excel Spreadsheet

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

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