ECBOT 10 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 01-Sep-2020
Day Change Summary
Previous Current
31-Aug-2020 01-Sep-2020 Change Change % Previous Week
Open 139-095 139-110 0-015 0.0% 139-195
High 139-145 139-190 0-045 0.1% 139-230
Low 139-030 139-065 0-035 0.1% 138-230
Close 139-130 139-185 0-055 0.1% 139-080
Range 0-115 0-125 0-010 8.7% 1-000
ATR 0-131 0-131 0-000 -0.3% 0-000
Volume 87,139 66,545 -20,594 -23.6% 10,778,103
Daily Pivots for day following 01-Sep-2020
Classic Woodie Camarilla DeMark
R4 140-202 140-158 139-254
R3 140-077 140-033 139-219
R2 139-272 139-272 139-208
R1 139-228 139-228 139-196 139-250
PP 139-147 139-147 139-147 139-158
S1 139-103 139-103 139-174 139-125
S2 139-022 139-022 139-162
S3 138-217 138-298 139-151
S4 138-092 138-173 139-116
Weekly Pivots for week ending 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 142-073 141-237 139-256
R3 141-073 140-237 139-168
R2 140-073 140-073 139-139
R1 139-237 139-237 139-109 139-155
PP 139-073 139-073 139-073 139-032
S1 138-237 138-237 139-051 138-155
S2 138-073 138-073 139-021
S3 137-073 137-237 138-312
S4 136-073 136-237 138-224
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-200 138-230 0-290 0.6% 0-157 0.4% 95% False False 1,280,496
10 139-235 138-230 1-005 0.7% 0-133 0.3% 85% False False 1,393,935
20 140-130 138-230 1-220 1.2% 0-134 0.3% 51% False False 1,235,698
40 140-130 138-230 1-220 1.2% 0-118 0.3% 51% False False 1,011,729
60 140-130 137-105 3-025 2.2% 0-126 0.3% 73% False False 1,025,611
80 140-130 136-220 3-230 2.7% 0-135 0.3% 78% False False 988,110
100 140-130 136-220 3-230 2.7% 0-140 0.3% 78% False False 792,154
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-038
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141-081
2.618 140-197
1.618 140-072
1.000 139-315
0.618 139-267
HIGH 139-190
0.618 139-142
0.500 139-128
0.382 139-113
LOW 139-065
0.618 138-308
1.000 138-260
1.618 138-183
2.618 138-058
4.250 137-174
Fisher Pivots for day following 01-Sep-2020
Pivot 1 day 3 day
R1 139-166 139-140
PP 139-147 139-095
S1 139-128 139-050

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

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