ECBOT 10 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 14-Sep-2020
Day Change Summary
Previous Current
11-Sep-2020 14-Sep-2020 Change Change % Previous Week
Open 139-195 139-245 0-050 0.1% 139-090
High 139-250 139-275 0-025 0.1% 139-250
Low 139-165 139-215 0-050 0.1% 139-070
Close 139-245 139-235 -0-010 0.0% 139-245
Range 0-085 0-060 -0-025 -29.4% 0-180
ATR 0-129 0-124 -0-005 -3.8% 0-000
Volume 2,037 5,413 3,376 165.7% 15,454
Daily Pivots for day following 14-Sep-2020
Classic Woodie Camarilla DeMark
R4 140-102 140-068 139-268
R3 140-042 140-008 139-252
R2 139-302 139-302 139-246
R1 139-268 139-268 139-240 139-255
PP 139-242 139-242 139-242 139-235
S1 139-208 139-208 139-230 139-195
S2 139-182 139-182 139-224
S3 139-122 139-148 139-218
S4 139-062 139-088 139-202
Weekly Pivots for week ending 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 141-088 141-027 140-024
R3 140-228 140-167 139-294
R2 140-048 140-048 139-278
R1 139-307 139-307 139-262 140-018
PP 139-188 139-188 139-188 139-204
S1 139-127 139-127 139-228 139-158
S2 139-008 139-008 139-212
S3 138-148 138-267 139-196
S4 137-288 138-087 139-146
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-275 139-070 0-205 0.5% 0-097 0.2% 80% True False 4,173
10 140-010 139-030 0-300 0.7% 0-118 0.3% 68% False False 24,303
20 140-010 138-230 1-100 0.9% 0-124 0.3% 77% False False 793,965
40 140-130 138-230 1-220 1.2% 0-119 0.3% 60% False False 848,611
60 140-130 138-135 1-315 1.4% 0-119 0.3% 66% False False 865,675
80 140-130 136-220 3-230 2.7% 0-132 0.3% 82% False False 981,560
100 140-130 136-220 3-230 2.7% 0-136 0.3% 82% False False 792,401
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 0-032
Narrowest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 140-210
2.618 140-112
1.618 140-052
1.000 140-015
0.618 139-312
HIGH 139-275
0.618 139-252
0.500 139-245
0.382 139-238
LOW 139-215
0.618 139-178
1.000 139-155
1.618 139-118
2.618 139-058
4.250 138-280
Fisher Pivots for day following 14-Sep-2020
Pivot 1 day 3 day
R1 139-245 139-221
PP 139-242 139-207
S1 139-238 139-192

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

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