ECBOT 10 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 18-Aug-2020
Day Change Summary
Previous Current
17-Aug-2020 18-Aug-2020 Change Change % Previous Week
Open 139-050 139-095 0-045 0.1% 139-300
High 139-150 139-160 0-010 0.0% 140-045
Low 139-035 139-080 0-045 0.1% 138-285
Close 139-105 139-125 0-020 0.0% 139-040
Range 0-115 0-080 -0-035 -30.4% 1-080
ATR 0-126 0-123 -0-003 -2.6% 0-000
Volume 1,000,368 850,229 -150,139 -15.0% 6,130,527
Daily Pivots for day following 18-Aug-2020
Classic Woodie Camarilla DeMark
R4 140-042 140-003 139-169
R3 139-282 139-243 139-147
R2 139-202 139-202 139-140
R1 139-163 139-163 139-132 139-182
PP 139-122 139-122 139-122 139-131
S1 139-083 139-083 139-118 139-102
S2 139-042 139-042 139-110
S3 138-282 139-003 139-103
S4 138-202 138-243 139-081
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
5 139-160 138-285 0-195 0.4% 0-126 0.3% 82% True False 1,154,651
10 140-130 138-285 1-165 1.1% 0-134 0.3% 33% False False 1,077,461
20 140-130 138-285 1-165 1.1% 0-117 0.3% 33% False False 938,525
40 140-130 138-165 1-285 1.4% 0-116 0.3% 46% False False 907,908
60 140-130 136-220 3-230 2.7% 0-135 0.3% 73% False False 1,054,279
80 140-130 136-220 3-230 2.7% 0-140 0.3% 73% False False 815,091
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 17 trading days
Fibonacci Retracements and Extensions
4.250 140-180
2.618 140-049
1.618 139-289
1.000 139-240
0.618 139-209
HIGH 139-160
0.618 139-129
0.500 139-120
0.382 139-111
LOW 139-080
0.618 139-031
1.000 139-000
1.618 138-271
2.618 138-191
4.250 138-060
Fisher Pivots for day following 18-Aug-2020
Pivot 1 day 3 day
R1 139-123 139-105
PP 139-122 139-085
S1 139-120 139-065

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

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