ECBOT 10 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 17-Jul-2020
Day Change Summary
Previous Current
16-Jul-2020 17-Jul-2020 Change Change % Previous Week
Open 139-100 139-140 0-040 0.1% 139-050
High 139-180 139-180 0-000 0.0% 139-180
Low 139-085 139-100 0-015 0.0% 139-005
Close 139-155 139-115 -0-040 -0.1% 139-115
Range 0-095 0-080 -0-015 -15.8% 0-175
ATR 0-134 0-130 -0-004 -2.9% 0-000
Volume 629,126 566,674 -62,452 -9.9% 3,662,270
Daily Pivots for day following 17-Jul-2020
Classic Woodie Camarilla DeMark
R4 140-052 140-003 139-159
R3 139-292 139-243 139-137
R2 139-212 139-212 139-130
R1 139-163 139-163 139-122 139-148
PP 139-132 139-132 139-132 139-124
S1 139-083 139-083 139-108 139-068
S2 139-052 139-052 139-100
S3 138-292 139-003 139-093
S4 138-212 138-243 139-071
Weekly Pivots for week ending 17-Jul-2020
Classic Woodie Camarilla DeMark
R4 140-305 140-225 139-211
R3 140-130 140-050 139-163
R2 139-275 139-275 139-147
R1 139-195 139-195 139-131 139-235
PP 139-100 139-100 139-100 139-120
S1 139-020 139-020 139-099 139-060
S2 138-245 138-245 139-083
S3 138-070 138-165 139-067
S4 137-215 137-310 139-019
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-180 139-005 0-175 0.4% 0-097 0.2% 63% True False 732,454
10 139-225 138-245 0-300 0.7% 0-118 0.3% 63% False False 824,156
20 139-225 138-135 1-090 0.9% 0-119 0.3% 73% False False 899,803
40 139-225 136-220 3-005 2.2% 0-144 0.3% 89% False False 1,114,510
60 139-225 136-220 3-005 2.2% 0-147 0.3% 89% False False 754,927
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-032
Narrowest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 140-200
2.618 140-069
1.618 139-309
1.000 139-260
0.618 139-229
HIGH 139-180
0.618 139-149
0.500 139-140
0.382 139-131
LOW 139-100
0.618 139-051
1.000 139-020
1.618 138-291
2.618 138-211
4.250 138-080
Fisher Pivots for day following 17-Jul-2020
Pivot 1 day 3 day
R1 139-140 139-112
PP 139-132 139-110
S1 139-123 139-108

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

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