ECBOT 10 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 31-Jul-2020
Day Change Summary
Previous Current
30-Jul-2020 31-Jul-2020 Change Change % Previous Week
Open 139-250 139-310 0-060 0.1% 139-180
High 140-020 140-060 0-040 0.1% 140-060
Low 139-240 139-280 0-040 0.1% 139-080
Close 140-005 140-025 0-020 0.0% 140-025
Range 0-100 0-100 0-000 0.0% 0-300
ATR 0-113 0-112 -0-001 -0.8% 0-000
Volume 717,957 1,257,506 539,549 75.2% 4,365,044
Daily Pivots for day following 31-Jul-2020
Classic Woodie Camarilla DeMark
R4 140-315 140-270 140-080
R3 140-215 140-170 140-052
R2 140-115 140-115 140-043
R1 140-070 140-070 140-034 140-092
PP 140-015 140-015 140-015 140-026
S1 139-290 139-290 140-016 139-312
S2 139-235 139-235 140-007
S3 139-135 139-190 139-318
S4 139-035 139-090 139-290
Weekly Pivots for week ending 31-Jul-2020
Classic Woodie Camarilla DeMark
R4 142-208 142-097 140-190
R3 141-228 141-117 140-108
R2 140-248 140-248 140-080
R1 140-137 140-137 140-052 140-192
PP 139-268 139-268 139-268 139-296
S1 139-157 139-157 139-318 139-212
S2 138-288 138-288 139-290
S3 137-308 138-177 139-262
S4 137-008 137-197 139-180
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140-060 139-080 0-300 0.7% 0-112 0.2% 88% True False 873,008
10 140-060 139-080 0-300 0.7% 0-092 0.2% 88% True False 752,405
20 140-060 138-245 1-135 1.0% 0-105 0.2% 92% True False 788,281
40 140-060 136-220 3-160 2.5% 0-130 0.3% 97% True False 959,185
60 140-060 136-220 3-160 2.5% 0-139 0.3% 97% True False 879,180
80 140-060 136-220 3-160 2.5% 0-143 0.3% 97% True False 661,054
Crabel Price Patterns
NR False
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 0-029
Fibonacci Retracements and Extensions
4.250 141-165
2.618 141-002
1.618 140-222
1.000 140-160
0.618 140-122
HIGH 140-060
0.618 140-022
0.500 140-010
0.382 139-318
LOW 139-280
0.618 139-218
1.000 139-180
1.618 139-118
2.618 139-018
4.250 138-175
Fisher Pivots for day following 31-Jul-2020
Pivot 1 day 3 day
R1 140-020 140-004
PP 140-015 139-303
S1 140-010 139-282

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

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