ECBOT 10 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 16-Jul-2020
Day Change Summary
Previous Current
15-Jul-2020 16-Jul-2020 Change Change % Previous Week
Open 139-065 139-100 0-035 0.1% 139-050
High 139-140 139-180 0-040 0.1% 139-225
Low 139-035 139-085 0-050 0.1% 138-245
Close 139-110 139-155 0-045 0.1% 139-070
Range 0-105 0-095 -0-010 -9.5% 0-300
ATR 0-137 0-134 -0-003 -2.2% 0-000
Volume 789,589 629,126 -160,463 -20.3% 4,579,297
Daily Pivots for day following 16-Jul-2020
Classic Woodie Camarilla DeMark
R4 140-105 140-065 139-207
R3 140-010 139-290 139-181
R2 139-235 139-235 139-172
R1 139-195 139-195 139-164 139-215
PP 139-140 139-140 139-140 139-150
S1 139-100 139-100 139-146 139-120
S2 139-045 139-045 139-138
S3 138-270 139-005 139-129
S4 138-175 138-230 139-103
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% 0-119 0.3% 68% False False 825,018
10 139-225 138-235 0-310 0.7% 0-125 0.3% 77% False False 856,529
20 139-225 138-135 1-090 0.9% 0-121 0.3% 83% False False 914,800
40 139-225 136-220 3-005 2.2% 0-145 0.3% 93% False False 1,105,932
60 139-225 136-220 3-005 2.2% 0-150 0.3% 93% False False 745,597
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 140-264
2.618 140-109
1.618 140-014
1.000 139-275
0.618 139-239
HIGH 139-180
0.618 139-144
0.500 139-132
0.382 139-121
LOW 139-085
0.618 139-026
1.000 138-310
1.618 138-251
2.618 138-156
4.250 138-001
Fisher Pivots for day following 16-Jul-2020
Pivot 1 day 3 day
R1 139-148 139-139
PP 139-140 139-123
S1 139-132 139-108

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

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