ECBOT 10 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 21-Jul-2020
Day Change Summary
Previous Current
20-Jul-2020 21-Jul-2020 Change Change % Previous Week
Open 139-115 139-150 0-035 0.1% 139-050
High 139-180 139-190 0-010 0.0% 139-180
Low 139-105 139-105 0-000 0.0% 139-005
Close 139-125 139-165 0-040 0.1% 139-115
Range 0-075 0-085 0-010 13.3% 0-175
ATR 0-126 0-123 -0-003 -2.3% 0-000
Volume 531,156 614,084 82,928 15.6% 3,662,270
Daily Pivots for day following 21-Jul-2020
Classic Woodie Camarilla DeMark
R4 140-088 140-052 139-212
R3 140-003 139-287 139-188
R2 139-238 139-238 139-181
R1 139-202 139-202 139-173 139-220
PP 139-153 139-153 139-153 139-162
S1 139-117 139-117 139-157 139-135
S2 139-068 139-068 139-149
S3 138-303 139-032 139-142
S4 138-218 138-267 139-118
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
5 139-190 139-035 0-155 0.3% 0-088 0.2% 84% True False 626,125
10 139-225 139-005 0-220 0.5% 0-107 0.2% 73% False False 775,931
20 139-225 138-165 1-060 0.9% 0-115 0.3% 84% False False 877,291
40 139-225 136-220 3-005 2.2% 0-144 0.3% 94% False False 1,112,156
60 139-225 136-220 3-005 2.2% 0-147 0.3% 94% False False 773,947
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 True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-032
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 140-231
2.618 140-093
1.618 140-008
1.000 139-275
0.618 139-243
HIGH 139-190
0.618 139-158
0.500 139-148
0.382 139-137
LOW 139-105
0.618 139-052
1.000 139-020
1.618 138-287
2.618 138-202
4.250 138-064
Fisher Pivots for day following 21-Jul-2020
Pivot 1 day 3 day
R1 139-159 139-158
PP 139-153 139-152
S1 139-148 139-145

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

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