ECBOT 10 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 24-Jun-2020
Day Change Summary
Previous Current
23-Jun-2020 24-Jun-2020 Change Change % Previous Week
Open 138-205 138-215 0-010 0.0% 138-265
High 138-290 138-290 0-000 0.0% 139-030
Low 138-165 138-170 0-005 0.0% 138-070
Close 138-240 138-280 0-040 0.1% 138-250
Range 0-125 0-120 -0-005 -4.0% 0-280
ATR 0-165 0-162 -0-003 -2.0% 0-000
Volume 957,624 1,001,745 44,121 4.6% 5,313,632
Daily Pivots for day following 24-Jun-2020
Classic Woodie Camarilla DeMark
R4 139-287 139-243 139-026
R3 139-167 139-123 138-313
R2 139-047 139-047 138-302
R1 139-003 139-003 138-291 139-025
PP 138-247 138-247 138-247 138-258
S1 138-203 138-203 138-269 138-225
S2 138-127 138-127 138-258
S3 138-007 138-083 138-247
S4 137-207 137-283 138-214
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
5 138-305 138-135 0-170 0.4% 0-122 0.3% 85% False False 884,290
10 139-030 138-070 0-280 0.6% 0-132 0.3% 75% False False 1,058,342
20 139-075 136-220 2-175 1.8% 0-168 0.4% 86% False False 1,206,130
40 139-135 136-220 2-235 2.0% 0-161 0.4% 80% False False 771,100
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 140-160
2.618 139-284
1.618 139-164
1.000 139-090
0.618 139-044
HIGH 138-290
0.618 138-244
0.500 138-230
0.382 138-216
LOW 138-170
0.618 138-096
1.000 138-050
1.618 137-296
2.618 137-176
4.250 136-300
Fisher Pivots for day following 24-Jun-2020
Pivot 1 day 3 day
R1 138-263 138-265
PP 138-247 138-250
S1 138-230 138-235

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

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