ECBOT 10 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 10-Jul-2020
Day Change Summary
Previous Current
09-Jul-2020 10-Jul-2020 Change Change % Previous Week
Open 139-025 139-120 0-095 0.2% 139-050
High 139-170 139-225 0-055 0.1% 139-225
Low 139-020 139-035 0-015 0.0% 138-245
Close 139-160 139-070 -0-090 -0.2% 139-070
Range 0-150 0-190 0-040 26.7% 0-300
ATR 0-142 0-145 0-003 2.4% 0-000
Volume 993,559 1,029,496 35,937 3.6% 4,579,297
Daily Pivots for day following 10-Jul-2020
Classic Woodie Camarilla DeMark
R4 141-040 140-245 139-174
R3 140-170 140-055 139-122
R2 139-300 139-300 139-105
R1 139-185 139-185 139-087 139-148
PP 139-110 139-110 139-110 139-091
S1 138-315 138-315 139-053 138-278
S2 138-240 138-240 139-035
S3 138-050 138-125 139-018
S4 137-180 137-255 138-286
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
5 139-225 138-245 0-300 0.7% 0-140 0.3% 48% True False 915,859
10 139-225 138-235 0-310 0.7% 0-132 0.3% 50% True False 967,471
20 139-225 138-070 1-155 1.1% 0-129 0.3% 67% True False 994,787
40 139-225 136-220 3-005 2.2% 0-152 0.3% 84% True False 1,036,145
60 139-225 136-220 3-005 2.2% 0-155 0.3% 84% True False 694,361
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 0-030
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 142-072
2.618 141-082
1.618 140-212
1.000 140-095
0.618 140-022
HIGH 139-225
0.618 139-152
0.500 139-130
0.382 139-108
LOW 139-035
0.618 138-238
1.000 138-165
1.618 138-048
2.618 137-178
4.250 136-188
Fisher Pivots for day following 10-Jul-2020
Pivot 1 day 3 day
R1 139-130 139-115
PP 139-110 139-100
S1 139-090 139-085

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

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