ECBOT 10 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 14-Aug-2020
Day Change Summary
Previous Current
13-Aug-2020 14-Aug-2020 Change Change % Previous Week
Open 139-040 138-290 -0-070 -0.2% 139-300
High 139-140 139-070 -0-070 -0.2% 140-045
Low 138-285 138-290 0-005 0.0% 138-285
Close 138-310 139-040 0-050 0.1% 139-040
Range 0-175 0-100 -0-075 -42.9% 1-080
ATR 0-129 0-127 -0-002 -1.6% 0-000
Volume 1,322,300 1,105,774 -216,526 -16.4% 6,130,527
Daily Pivots for day following 14-Aug-2020
Classic Woodie Camarilla DeMark
R4 140-007 139-283 139-095
R3 139-227 139-183 139-068
R2 139-127 139-127 139-058
R1 139-083 139-083 139-049 139-105
PP 139-027 139-027 139-027 139-038
S1 138-303 138-303 139-031 139-005
S2 138-247 138-247 139-022
S3 138-147 138-203 139-012
S4 138-047 138-103 138-305
Weekly Pivots for week ending 14-Aug-2020
Classic Woodie Camarilla DeMark
R4 143-043 142-122 139-260
R3 141-283 141-042 139-150
R2 140-203 140-203 139-113
R1 139-282 139-282 139-077 139-202
PP 139-123 139-123 139-123 139-084
S1 138-202 138-202 139-003 138-122
S2 138-043 138-043 138-287
S3 136-283 137-122 138-250
S4 135-203 136-042 138-140
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140-045 138-285 1-080 0.9% 0-153 0.3% 19% False False 1,226,105
10 140-130 138-285 1-165 1.1% 0-138 0.3% 15% False False 1,054,109
20 140-130 138-285 1-165 1.1% 0-115 0.3% 15% False False 903,257
40 140-130 138-135 1-315 1.4% 0-117 0.3% 35% False False 901,530
60 140-130 136-220 3-230 2.7% 0-135 0.3% 66% False False 1,044,092
80 140-130 136-220 3-230 2.7% 0-139 0.3% 66% False False 792,010
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 140-175
2.618 140-012
1.618 139-232
1.000 139-170
0.618 139-132
HIGH 139-070
0.618 139-032
0.500 139-020
0.382 139-008
LOW 138-290
0.618 138-228
1.000 138-190
1.618 138-128
2.618 138-028
4.250 137-185
Fisher Pivots for day following 14-Aug-2020
Pivot 1 day 3 day
R1 139-033 139-062
PP 139-027 139-055
S1 139-020 139-048

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

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