ECBOT 10 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 30-Jul-2020
Day Change Summary
Previous Current
29-Jul-2020 30-Jul-2020 Change Change % Previous Week
Open 139-225 139-250 0-025 0.1% 139-115
High 139-280 140-020 0-060 0.1% 139-250
Low 139-185 139-240 0-055 0.1% 139-105
Close 139-240 140-005 0-085 0.2% 139-185
Range 0-095 0-100 0-005 5.3% 0-145
ATR 0-114 0-113 -0-001 -0.9% 0-000
Volume 785,966 717,957 -68,009 -8.7% 3,159,009
Daily Pivots for day following 30-Jul-2020
Classic Woodie Camarilla DeMark
R4 140-282 140-243 140-060
R3 140-182 140-143 140-032
R2 140-082 140-082 140-023
R1 140-043 140-043 140-014 140-062
PP 139-302 139-302 139-302 139-311
S1 139-263 139-263 139-316 139-282
S2 139-202 139-202 139-307
S3 139-102 139-163 139-298
S4 139-002 139-063 139-270
Weekly Pivots for week ending 24-Jul-2020
Classic Woodie Camarilla DeMark
R4 140-295 140-225 139-265
R3 140-150 140-080 139-225
R2 140-005 140-005 139-212
R1 139-255 139-255 139-198 139-290
PP 139-180 139-180 139-180 139-198
S1 139-110 139-110 139-172 139-145
S2 139-035 139-035 139-158
S3 138-210 138-285 139-145
S4 138-065 138-140 139-105
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140-020 139-080 0-260 0.6% 0-108 0.2% 94% True False 762,431
10 140-020 139-080 0-260 0.6% 0-090 0.2% 94% True False 683,322
20 140-020 138-235 1-105 0.9% 0-108 0.2% 96% True False 769,925
40 140-020 136-220 3-120 2.4% 0-134 0.3% 99% True False 970,239
60 140-020 136-220 3-120 2.4% 0-141 0.3% 99% True False 858,429
80 140-020 136-220 3-120 2.4% 0-145 0.3% 99% True False 645,336
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141-125
2.618 140-282
1.618 140-182
1.000 140-120
0.618 140-082
HIGH 140-020
0.618 139-302
0.500 139-290
0.382 139-278
LOW 139-240
0.618 139-178
1.000 139-140
1.618 139-078
2.618 138-298
4.250 138-135
Fisher Pivots for day following 30-Jul-2020
Pivot 1 day 3 day
R1 139-313 139-287
PP 139-302 139-248
S1 139-290 139-210

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

View Archives - Comment on this page... - Back to Index of Symbols