ECBOT 10 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 20-Jul-2020
Day Change Summary
Previous Current
17-Jul-2020 20-Jul-2020 Change Change % Previous Week
Open 139-140 139-115 -0-025 -0.1% 139-050
High 139-180 139-180 0-000 0.0% 139-180
Low 139-100 139-105 0-005 0.0% 139-005
Close 139-115 139-125 0-010 0.0% 139-115
Range 0-080 0-075 -0-005 -6.3% 0-175
ATR 0-130 0-126 -0-004 -3.0% 0-000
Volume 566,674 531,156 -35,518 -6.3% 3,662,270
Daily Pivots for day following 20-Jul-2020
Classic Woodie Camarilla DeMark
R4 140-042 139-318 139-166
R3 139-287 139-243 139-146
R2 139-212 139-212 139-139
R1 139-168 139-168 139-132 139-190
PP 139-137 139-137 139-137 139-148
S1 139-093 139-093 139-118 139-115
S2 139-062 139-062 139-111
S3 138-307 139-018 139-104
S4 138-232 138-263 139-084
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
5 139-180 139-035 0-145 0.3% 0-089 0.2% 62% True False 683,765
10 139-225 138-300 0-245 0.5% 0-111 0.2% 59% False False 794,051
20 139-225 138-165 1-060 0.9% 0-116 0.3% 74% False False 883,258
40 139-225 136-220 3-005 2.2% 0-144 0.3% 90% False False 1,115,059
60 139-225 136-220 3-005 2.2% 0-147 0.3% 90% False False 763,746
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 True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-030
Narrowest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 140-179
2.618 140-056
1.618 139-301
1.000 139-255
0.618 139-226
HIGH 139-180
0.618 139-151
0.500 139-142
0.382 139-134
LOW 139-105
0.618 139-059
1.000 139-030
1.618 138-304
2.618 138-229
4.250 138-106
Fisher Pivots for day following 20-Jul-2020
Pivot 1 day 3 day
R1 139-142 139-132
PP 139-137 139-130
S1 139-131 139-128

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

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