ECBOT 10 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 05-Aug-2020
Day Change Summary
Previous Current
04-Aug-2020 05-Aug-2020 Change Change % Previous Week
Open 140-010 140-125 0-115 0.3% 139-180
High 140-130 140-130 0-000 0.0% 140-060
Low 139-300 140-000 0-020 0.0% 139-080
Close 140-105 140-025 -0-080 -0.2% 140-025
Range 0-150 0-130 -0-020 -13.3% 0-300
ATR 0-113 0-114 0-001 1.1% 0-000
Volume 773,099 1,020,589 247,490 32.0% 4,365,044
Daily Pivots for day following 05-Aug-2020
Classic Woodie Camarilla DeMark
R4 141-122 141-043 140-096
R3 140-312 140-233 140-061
R2 140-182 140-182 140-049
R1 140-103 140-103 140-037 140-078
PP 140-052 140-052 140-052 140-039
S1 139-293 139-293 140-013 139-268
S2 139-242 139-242 140-001
S3 139-112 139-163 139-309
S4 138-302 139-033 139-274
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
5 140-130 139-240 0-210 0.5% 0-114 0.3% 50% True False 922,625
10 140-130 139-080 1-050 0.8% 0-107 0.2% 72% True False 836,858
20 140-130 139-005 1-125 1.0% 0-106 0.2% 76% True False 792,352
40 140-130 137-220 2-230 1.9% 0-121 0.3% 88% True False 914,658
60 140-130 136-220 3-230 2.7% 0-135 0.3% 91% True False 922,070
80 140-130 136-220 3-230 2.7% 0-142 0.3% 91% True False 694,025
Crabel Price Patterns
NR True
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 0-026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 142-042
2.618 141-150
1.618 141-020
1.000 140-260
0.618 140-210
HIGH 140-130
0.618 140-080
0.500 140-065
0.382 140-050
LOW 140-000
0.618 139-240
1.000 139-190
1.618 139-110
2.618 138-300
4.250 138-088
Fisher Pivots for day following 05-Aug-2020
Pivot 1 day 3 day
R1 140-065 140-045
PP 140-052 140-038
S1 140-038 140-032

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

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