ECBOT 10 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 01-Jul-2020

Day Change Summary
	Previous	Current
	30-Jun-2020	01-Jul-2020	Change	Change %	Previous Week
Open	139-120	139-050	-0-070	-0.2%	138-295
High	139-140	139-055	-0-085	-0.2%	139-085
Low	139-030	138-255	-0-095	-0.2%	138-165
Close	139-055	138-305	-0-070	-0.2%	139-070
Range	0-110	0-120	0-010	9.1%	0-240
ATR	0-149	0-147	-0-002	-1.4%	0-000
Volume	1,240,939	1,163,129	-77,810	-6.3%	4,721,314

Daily Pivots for day following 01-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-032	139-288	139-051
R3	139-232	139-168	139-018
R2	139-112	139-112	139-007
R1	139-048	139-048	138-316	139-020
PP	138-312	138-312	138-312	138-298
S1	138-248	138-248	138-294	138-220
S2	138-192	138-192	138-283
S3	138-072	138-128	138-272
S4	137-272	138-008	138-239

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	139-140	138-255	0-205	0.5%	0-113	0.3%	24%	False	True	1,061,851
10	139-140	138-135	1-005	0.7%	0-118	0.3%	52%	False	False	973,070
20	139-140	136-220	2-240	2.0%	0-160	0.4%	82%	False	False	1,170,553
40	139-140	136-220	2-240	2.0%	0-157	0.4%	82%	False	False	902,680
60	139-160	136-220	2-260	2.0%	0-157	0.4%	81%	False	False	603,806

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-026
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	140-245
2.618	140-049
1.618	139-249
1.000	139-175
0.618	139-129
HIGH	139-055
0.618	139-009
0.500	138-315
0.382	138-301
LOW	138-255
0.618	138-181
1.000	138-135
1.618	138-061
2.618	137-261
4.250	137-065

Fisher Pivots for day following 01-Jul-2020
Pivot	1 day	3 day
R1	138-315	139-038
PP	138-312	139-020
S1	138-308	139-002

Download as Excel Spreadsheet

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

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