ECBOT 10 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 16-Sep-2020
Day Change Summary
Previous Current
15-Sep-2020 16-Sep-2020 Change Change % Previous Week
Open 139-235 139-235 0-000 0.0% 139-090
High 139-240 139-305 0-065 0.1% 139-250
Low 139-200 139-170 -0-030 -0.1% 139-070
Close 139-215 139-205 -0-010 0.0% 139-245
Range 0-040 0-135 0-095 237.5% 0-180
ATR 0-118 0-119 0-001 1.0% 0-000
Volume 3,630 4,957 1,327 36.6% 15,454
Daily Pivots for day following 16-Sep-2020
Classic Woodie Camarilla DeMark
R4 140-312 140-233 139-279
R3 140-177 140-098 139-242
R2 140-042 140-042 139-230
R1 139-283 139-283 139-217 139-255
PP 139-227 139-227 139-227 139-212
S1 139-148 139-148 139-193 139-120
S2 139-092 139-092 139-180
S3 138-277 139-013 139-168
S4 138-142 138-198 139-131
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
5 139-305 139-110 0-195 0.4% 0-083 0.2% 49% True False 3,683
10 140-010 139-060 0-270 0.6% 0-112 0.3% 54% False False 9,794
20 140-010 138-230 1-100 0.9% 0-122 0.3% 70% False False 701,864
40 140-130 138-230 1-220 1.2% 0-120 0.3% 55% False False 820,194
60 140-130 138-165 1-285 1.4% 0-118 0.3% 60% False False 839,227
80 140-130 136-220 3-230 2.7% 0-132 0.3% 79% False False 966,175
100 140-130 136-220 3-230 2.7% 0-136 0.3% 79% False False 792,446
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 141-239
2.618 141-018
1.618 140-203
1.000 140-120
0.618 140-068
HIGH 139-305
0.618 139-253
0.500 139-238
0.382 139-222
LOW 139-170
0.618 139-087
1.000 139-035
1.618 138-272
2.618 138-137
4.250 137-236
Fisher Pivots for day following 16-Sep-2020
Pivot 1 day 3 day
R1 139-238 139-238
PP 139-227 139-227
S1 139-216 139-216

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

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