ECBOT 10 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 06-Aug-2020
Day Change Summary
Previous Current
05-Aug-2020 06-Aug-2020 Change Change % Previous Week
Open 140-125 140-010 -0-115 -0.3% 139-180
High 140-130 140-130 0-000 0.0% 140-060
Low 140-000 140-000 0-000 0.0% 139-080
Close 140-025 140-050 0-025 0.1% 140-025
Range 0-130 0-130 0-000 0.0% 0-300
ATR 0-114 0-115 0-001 1.0% 0-000
Volume 1,020,589 883,198 -137,391 -13.5% 4,365,044
Daily Pivots for day following 06-Aug-2020
Classic Woodie Camarilla DeMark
R4 141-130 141-060 140-122
R3 141-000 140-250 140-086
R2 140-190 140-190 140-074
R1 140-120 140-120 140-062 140-155
PP 140-060 140-060 140-060 140-078
S1 139-310 139-310 140-038 140-025
S2 139-250 139-250 140-026
S3 139-120 139-180 140-014
S4 138-310 139-050 139-298
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
5 140-130 139-280 0-170 0.4% 0-120 0.3% 53% True False 955,673
10 140-130 139-080 1-050 0.8% 0-114 0.3% 78% True False 859,052
20 140-130 139-005 1-125 1.0% 0-105 0.2% 82% True False 786,834
40 140-130 138-070 2-060 1.6% 0-116 0.3% 89% True False 901,739
60 140-130 136-220 3-230 2.7% 0-134 0.3% 93% True False 936,291
80 140-130 136-220 3-230 2.7% 0-142 0.3% 93% True False 704,823
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 0-026
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 06-Aug-2020
Pivot 1 day 3 day
R1 140-065 140-055
PP 140-060 140-053
S1 140-055 140-052

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

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