ECBOT 10 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 15-Sep-2020
Day Change Summary
Previous Current
14-Sep-2020 15-Sep-2020 Change Change % Previous Week
Open 139-245 139-235 -0-010 0.0% 139-090
High 139-275 139-240 -0-035 -0.1% 139-250
Low 139-215 139-200 -0-015 0.0% 139-070
Close 139-235 139-215 -0-020 0.0% 139-245
Range 0-060 0-040 -0-020 -33.3% 0-180
ATR 0-124 0-118 -0-006 -4.8% 0-000
Volume 5,413 3,630 -1,783 -32.9% 15,454
Daily Pivots for day following 15-Sep-2020
Classic Woodie Camarilla DeMark
R4 140-018 139-317 139-237
R3 139-298 139-277 139-226
R2 139-258 139-258 139-222
R1 139-237 139-237 139-219 139-228
PP 139-218 139-218 139-218 139-214
S1 139-197 139-197 139-211 139-188
S2 139-178 139-178 139-208
S3 139-138 139-157 139-204
S4 139-098 139-117 139-193
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
5 139-275 139-110 0-165 0.4% 0-077 0.2% 64% False False 3,417
10 140-010 139-060 0-270 0.6% 0-111 0.2% 57% False False 15,952
20 140-010 138-230 1-100 0.9% 0-120 0.3% 73% False False 744,128
40 140-130 138-230 1-220 1.2% 0-118 0.3% 56% False False 835,423
60 140-130 138-165 1-285 1.4% 0-118 0.3% 61% False False 851,368
80 140-130 136-220 3-230 2.7% 0-132 0.3% 80% False False 975,241
100 140-130 136-220 3-230 2.7% 0-136 0.3% 80% False False 792,417
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Narrowest range in 113 trading days
Fibonacci Retracements and Extensions
4.250 140-090
2.618 140-025
1.618 139-305
1.000 139-280
0.618 139-265
HIGH 139-240
0.618 139-225
0.500 139-220
0.382 139-215
LOW 139-200
0.618 139-175
1.000 139-160
1.618 139-135
2.618 139-095
4.250 139-030
Fisher Pivots for day following 15-Sep-2020
Pivot 1 day 3 day
R1 139-220 139-220
PP 139-218 139-218
S1 139-217 139-217

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

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