ECBOT 10 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 10-Jun-2020
Day Change Summary
Previous Current
09-Jun-2020 10-Jun-2020 Change Change % Previous Week
Open 137-110 137-240 0-130 0.3% 139-040
High 137-290 138-215 0-245 0.6% 139-075
Low 137-105 137-220 0-115 0.3% 136-220
Close 137-230 138-155 0-245 0.6% 137-030
Range 0-185 0-315 0-130 70.3% 2-175
ATR 0-181 0-190 0-010 5.3% 0-000
Volume 1,256,988 1,399,954 142,966 11.4% 7,094,390
Daily Pivots for day following 10-Jun-2020
Classic Woodie Camarilla DeMark
R4 141-075 140-270 139-008
R3 140-080 139-275 138-242
R2 139-085 139-085 138-213
R1 138-280 138-280 138-184 139-022
PP 138-090 138-090 138-090 138-121
S1 137-285 137-285 138-126 138-028
S2 137-095 137-095 138-097
S3 136-100 136-290 138-068
S4 135-105 135-295 137-302
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
5 138-215 136-220 1-315 1.4% 0-260 0.6% 91% True False 1,503,677
10 139-075 136-220 2-175 1.8% 0-202 0.5% 71% False False 1,353,917
20 139-135 136-220 2-235 2.0% 0-172 0.4% 66% False False 1,005,395
40 139-160 136-220 2-260 2.0% 0-168 0.4% 64% False False 507,907
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 0-031
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 142-274
2.618 141-080
1.618 140-085
1.000 139-210
0.618 139-090
HIGH 138-215
0.618 138-095
0.500 138-058
0.382 138-020
LOW 137-220
0.618 137-025
1.000 136-225
1.618 136-030
2.618 135-035
4.250 133-161
Fisher Pivots for day following 10-Jun-2020
Pivot 1 day 3 day
R1 138-122 138-082
PP 138-090 138-010
S1 138-058 137-258

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

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