ECBOT 10 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 09-Jun-2020
Day Change Summary
Previous Current
08-Jun-2020 09-Jun-2020 Change Change % Previous Week
Open 137-035 137-110 0-075 0.2% 139-040
High 137-155 137-290 0-135 0.3% 139-075
Low 136-300 137-105 0-125 0.3% 136-220
Close 137-095 137-230 0-135 0.3% 137-030
Range 0-175 0-185 0-010 5.7% 2-175
ATR 0-180 0-181 0-001 0.6% 0-000
Volume 950,189 1,256,988 306,799 32.3% 7,094,390
Daily Pivots for day following 09-Jun-2020
Classic Woodie Camarilla DeMark
R4 139-123 139-042 138-012
R3 138-258 138-177 137-281
R2 138-073 138-073 137-264
R1 137-312 137-312 137-247 138-032
PP 137-208 137-208 137-208 137-229
S1 137-127 137-127 137-213 137-168
S2 137-023 137-023 137-196
S3 136-158 136-262 137-179
S4 135-293 136-077 137-128
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
5 138-280 136-220 2-060 1.6% 0-246 0.6% 47% False False 1,511,893
10 139-075 136-220 2-175 1.8% 0-190 0.4% 40% False False 1,412,243
20 139-135 136-220 2-235 2.0% 0-164 0.4% 38% False False 936,896
40 139-160 136-220 2-260 2.0% 0-164 0.4% 37% False False 473,392
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-038
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 140-116
2.618 139-134
1.618 138-269
1.000 138-155
0.618 138-084
HIGH 137-290
0.618 137-219
0.500 137-198
0.382 137-176
LOW 137-105
0.618 136-311
1.000 136-240
1.618 136-126
2.618 135-261
4.250 134-279
Fisher Pivots for day following 09-Jun-2020
Pivot 1 day 3 day
R1 137-219 137-188
PP 137-208 137-145
S1 137-198 137-102

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

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