ECBOT 10 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 03-Jun-2020
Day Change Summary
Previous Current
02-Jun-2020 03-Jun-2020 Change Change % Previous Week
Open 139-000 138-270 -0-050 -0.1% 138-300
High 139-035 138-280 -0-075 -0.2% 139-035
Low 138-250 138-035 -0-215 -0.5% 138-135
Close 138-275 138-060 -0-215 -0.5% 139-020
Range 0-105 0-245 0-140 133.3% 0-220
ATR 0-152 0-158 0-007 4.4% 0-000
Volume 832,718 1,441,032 608,314 73.1% 7,614,845
Daily Pivots for day following 03-Jun-2020
Classic Woodie Camarilla DeMark
R4 140-220 140-065 138-195
R3 139-295 139-140 138-127
R2 139-050 139-050 138-105
R1 138-215 138-215 138-082 138-170
PP 138-125 138-125 138-125 138-102
S1 137-290 137-290 138-038 137-245
S2 137-200 137-200 138-015
S3 136-275 137-045 137-313
S4 136-030 136-120 137-245
Weekly Pivots for week ending 29-May-2020
Classic Woodie Camarilla DeMark
R4 140-297 140-218 139-141
R3 140-077 139-318 139-080
R2 139-177 139-177 139-060
R1 139-098 139-098 139-040 139-138
PP 138-277 138-277 138-277 138-296
S1 138-198 138-198 139-000 138-238
S2 138-057 138-057 138-300
S3 137-157 137-298 138-280
S4 136-257 137-078 138-219
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-075 138-035 1-040 0.8% 0-145 0.3% 7% False True 1,204,157
10 139-075 138-035 1-040 0.8% 0-138 0.3% 7% False True 1,226,094
20 139-135 137-305 1-150 1.1% 0-155 0.3% 16% False False 634,808
40 139-160 137-135 2-025 1.5% 0-156 0.4% 37% False False 320,432
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-027
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 142-041
2.618 140-281
1.618 140-036
1.000 139-205
0.618 139-111
HIGH 138-280
0.618 138-186
0.500 138-158
0.382 138-129
LOW 138-035
0.618 137-204
1.000 137-110
1.618 136-279
2.618 136-034
4.250 134-274
Fisher Pivots for day following 03-Jun-2020
Pivot 1 day 3 day
R1 138-158 138-215
PP 138-125 138-163
S1 138-092 138-112

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

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