ECBOT 10 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 14-Jul-2020
Day Change Summary
Previous Current
13-Jul-2020 14-Jul-2020 Change Change % Previous Week
Open 139-050 139-110 0-060 0.1% 139-050
High 139-120 139-165 0-045 0.1% 139-225
Low 139-005 139-075 0-070 0.2% 138-245
Close 139-070 139-135 0-065 0.1% 139-070
Range 0-115 0-090 -0-025 -21.7% 0-300
ATR 0-143 0-140 -0-003 -2.4% 0-000
Volume 774,599 902,282 127,683 16.5% 4,579,297
Daily Pivots for day following 14-Jul-2020
Classic Woodie Camarilla DeMark
R4 140-075 140-035 139-184
R3 139-305 139-265 139-160
R2 139-215 139-215 139-152
R1 139-175 139-175 139-143 139-195
PP 139-125 139-125 139-125 139-135
S1 139-085 139-085 139-127 139-105
S2 139-035 139-035 139-118
S3 138-265 138-315 139-110
S4 138-175 138-225 139-086
Weekly Pivots for week ending 10-Jul-2020
Classic Woodie Camarilla DeMark
R4 142-013 141-182 139-235
R3 141-033 140-202 139-152
R2 140-053 140-053 139-125
R1 139-222 139-222 139-098 139-298
PP 139-073 139-073 139-073 139-111
S1 138-242 138-242 139-042 138-318
S2 138-093 138-093 139-015
S3 137-113 137-262 138-308
S4 136-133 136-282 138-225
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-225 139-005 0-220 0.5% 0-126 0.3% 59% False False 925,737
10 139-225 138-235 0-310 0.7% 0-128 0.3% 71% False False 955,065
20 139-225 138-070 1-155 1.1% 0-124 0.3% 81% False False 970,262
40 139-225 136-220 3-005 2.2% 0-151 0.3% 91% False False 1,076,203
60 139-225 136-220 3-005 2.2% 0-151 0.3% 91% False False 722,084
Crabel Price Patterns
NR True
NR4 True
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 0-032
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 140-228
2.618 140-081
1.618 139-311
1.000 139-255
0.618 139-221
HIGH 139-165
0.618 139-131
0.500 139-120
0.382 139-109
LOW 139-075
0.618 139-019
1.000 138-305
1.618 138-249
2.618 138-159
4.250 138-012
Fisher Pivots for day following 14-Jul-2020
Pivot 1 day 3 day
R1 139-130 139-128
PP 139-125 139-122
S1 139-120 139-115

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

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