ECBOT 10 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 11-Jun-2020
Day Change Summary
Previous Current
10-Jun-2020 11-Jun-2020 Change Change % Previous Week
Open 137-240 138-200 0-280 0.6% 139-040
High 138-215 139-030 0-135 0.3% 139-075
Low 137-220 138-195 0-295 0.7% 136-220
Close 138-155 139-015 0-180 0.4% 137-030
Range 0-315 0-155 -0-160 -50.8% 2-175
ATR 0-190 0-191 0-000 0.2% 0-000
Volume 1,399,954 1,466,637 66,683 4.8% 7,094,390
Daily Pivots for day following 11-Jun-2020
Classic Woodie Camarilla DeMark
R4 140-118 140-062 139-100
R3 139-283 139-227 139-058
R2 139-128 139-128 139-043
R1 139-072 139-072 139-029 139-100
PP 138-293 138-293 138-293 138-308
S1 138-237 138-237 139-001 138-265
S2 138-138 138-138 138-307
S3 137-303 138-082 138-292
S4 137-148 137-247 138-250
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
5 139-030 136-220 2-130 1.7% 0-247 0.6% 98% True False 1,457,070
10 139-075 136-220 2-175 1.8% 0-206 0.5% 93% False False 1,372,874
20 139-135 136-220 2-235 2.0% 0-175 0.4% 86% False False 1,077,502
40 139-160 136-220 2-260 2.0% 0-168 0.4% 84% False False 544,148
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0-026
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 141-049
2.618 140-116
1.618 139-281
1.000 139-185
0.618 139-126
HIGH 139-030
0.618 138-291
0.500 138-272
0.382 138-254
LOW 138-195
0.618 138-099
1.000 138-040
1.618 137-264
2.618 137-109
4.250 136-176
Fisher Pivots for day following 11-Jun-2020
Pivot 1 day 3 day
R1 138-314 138-246
PP 138-293 138-157
S1 138-272 138-068

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

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