ECBOT 10 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 08-Jun-2020
Day Change Summary
Previous Current
05-Jun-2020 08-Jun-2020 Change Change % Previous Week
Open 137-240 137-035 -0-205 -0.5% 139-040
High 137-305 137-155 -0-150 -0.3% 139-075
Low 136-220 136-300 0-080 0.2% 136-220
Close 137-030 137-095 0-065 0.1% 137-030
Range 1-085 0-175 -0-230 -56.8% 2-175
ATR 0-180 0-180 0-000 -0.2% 0-000
Volume 2,211,585 950,189 -1,261,396 -57.0% 7,094,390
Daily Pivots for day following 08-Jun-2020
Classic Woodie Camarilla DeMark
R4 138-282 138-203 137-191
R3 138-107 138-028 137-143
R2 137-252 137-252 137-127
R1 137-173 137-173 137-111 137-212
PP 137-077 137-077 137-077 137-096
S1 136-318 136-318 137-079 137-038
S2 136-222 136-222 137-063
S3 136-047 136-143 137-047
S4 135-192 135-288 136-319
Weekly Pivots for week ending 05-Jun-2020
Classic Woodie Camarilla DeMark
R4 145-100 143-240 138-158
R3 142-245 141-065 137-254
R2 140-070 140-070 137-179
R1 138-210 138-210 137-105 138-052
PP 137-215 137-215 137-215 137-136
S1 136-035 136-035 136-275 135-198
S2 135-040 135-040 136-201
S3 132-185 133-180 136-126
S4 130-010 131-005 135-222
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-035 136-220 2-135 1.8% 0-230 0.5% 25% False False 1,427,039
10 139-075 136-220 2-175 1.9% 0-186 0.4% 24% False False 1,565,942
20 139-135 136-220 2-235 2.0% 0-162 0.4% 22% False False 875,605
40 139-160 136-220 2-260 2.0% 0-162 0.4% 22% False False 441,968
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-040
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 139-259
2.618 138-293
1.618 138-118
1.000 138-010
0.618 137-263
HIGH 137-155
0.618 137-088
0.500 137-068
0.382 137-047
LOW 136-300
0.618 136-192
1.000 136-125
1.618 136-017
2.618 135-162
4.250 134-196
Fisher Pivots for day following 08-Jun-2020
Pivot 1 day 3 day
R1 137-086 137-170
PP 137-077 137-145
S1 137-068 137-120

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

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