ECBOT 10 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 29-Jun-2020

Day Change Summary
	Previous	Current
	26-Jun-2020	29-Jun-2020	Change	Change %	Previous Week
Open	138-270	139-075	0-125	0.3%	138-295
High	139-085	139-135	0-050	0.1%	139-085
Low	138-265	139-025	0-080	0.2%	138-165
Close	139-070	139-105	0-035	0.1%	139-070
Range	0-140	0-110	-0-030	-21.4%	0-240
ATR	0-155	0-152	-0-003	-2.1%	0-000
Volume	924,291	876,658	-47,633	-5.2%	4,721,314

Daily Pivots for day following 29-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-098	140-052	139-166
R3	139-308	139-262	139-135
R2	139-198	139-198	139-125
R1	139-152	139-152	139-115	139-175
PP	139-088	139-088	139-088	139-100
S1	139-042	139-042	139-095	139-065
S2	138-298	138-298	139-085
S3	138-188	138-252	139-075
S4	138-078	138-142	139-044

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	139-135	138-165	0-290	0.7%	0-116	0.3%	90%	True	False	972,911
10	139-135	138-070	1-065	0.9%	0-120	0.3%	92%	True	False	985,460
20	139-135	136-220	2-235	2.0%	0-166	0.4%	97%	True	False	1,164,037
40	139-135	136-220	2-235	2.0%	0-158	0.4%	97%	True	False	843,237

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	140-282
2.618	140-103
1.618	139-313
1.000	139-245
0.618	139-203
HIGH	139-135
0.618	139-093
0.500	139-080
0.382	139-067
LOW	139-025
0.618	138-277
1.000	138-235
1.618	138-167
2.618	138-057
4.250	137-198

Fisher Pivots for day following 29-Jun-2020
Pivot	1 day	3 day
R1	139-097	139-082
PP	139-088	139-058
S1	139-080	139-035

Download as Excel Spreadsheet

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

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