ECBOT 10 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 06-May-2020
Day Change Summary
Previous Current
05-May-2020 06-May-2020 Change Change % Previous Week
Open 138-210 138-180 -0-030 -0.1% 138-270
High 138-235 138-180 -0-055 -0.1% 139-045
Low 138-125 137-305 -0-140 -0.3% 138-105
Close 138-200 138-095 -0-105 -0.2% 138-205
Range 0-110 0-195 0-085 77.3% 0-260
ATR 0-171 0-174 0-003 1.8% 0-000
Volume 15,405 12,422 -2,983 -19.4% 26,050
Daily Pivots for day following 06-May-2020
Classic Woodie Camarilla DeMark
R4 140-032 139-258 138-202
R3 139-157 139-063 138-149
R2 138-282 138-282 138-131
R1 138-188 138-188 138-113 138-138
PP 138-087 138-087 138-087 138-061
S1 137-313 137-313 138-077 137-262
S2 137-212 137-212 138-059
S3 137-017 137-118 138-041
S4 136-142 136-243 137-308
Weekly Pivots for week ending 01-May-2020
Classic Woodie Camarilla DeMark
R4 141-045 140-225 139-028
R3 140-105 139-285 138-276
R2 139-165 139-165 138-253
R1 139-025 139-025 138-229 138-285
PP 138-225 138-225 138-225 138-195
S1 138-085 138-085 138-181 138-025
S2 137-285 137-285 138-157
S3 137-025 137-145 138-134
S4 136-085 136-205 138-062
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-045 137-305 1-060 0.9% 0-151 0.3% 29% False True 11,045
10 139-045 137-305 1-060 0.9% 0-142 0.3% 29% False True 6,888
20 139-160 137-180 1-300 1.4% 0-153 0.3% 38% False False 6,677
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-036
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 141-049
2.618 140-051
1.618 139-176
1.000 139-055
0.618 138-301
HIGH 138-180
0.618 138-106
0.500 138-082
0.382 138-059
LOW 137-305
0.618 137-184
1.000 137-110
1.618 136-309
2.618 136-114
4.250 135-116
Fisher Pivots for day following 06-May-2020
Pivot 1 day 3 day
R1 138-091 138-152
PP 138-087 138-133
S1 138-082 138-114

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

View Archives - Comment on this page... - Back to Index of Symbols