ECBOT 10 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 12-Jun-2020
Day Change Summary
Previous Current
11-Jun-2020 12-Jun-2020 Change Change % Previous Week
Open 138-200 138-285 0-085 0.2% 137-035
High 139-030 138-310 -0-040 -0.1% 139-030
Low 138-195 138-180 -0-015 0.0% 136-300
Close 139-015 138-235 -0-100 -0.2% 138-235
Range 0-155 0-130 -0-025 -16.1% 2-050
ATR 0-191 0-188 -0-003 -1.3% 0-000
Volume 1,466,637 1,110,376 -356,261 -24.3% 6,184,144
Daily Pivots for day following 12-Jun-2020
Classic Woodie Camarilla DeMark
R4 139-312 139-243 138-306
R3 139-182 139-113 138-271
R2 139-052 139-052 138-259
R1 138-303 138-303 138-247 138-272
PP 138-242 138-242 138-242 138-226
S1 138-173 138-173 138-223 138-142
S2 138-112 138-112 138-211
S3 137-302 138-043 138-199
S4 137-172 137-233 138-164
Weekly Pivots for week ending 12-Jun-2020
Classic Woodie Camarilla DeMark
R4 144-232 143-283 139-294
R3 142-182 141-233 139-105
R2 140-132 140-132 139-042
R1 139-183 139-183 138-298 139-318
PP 138-082 138-082 138-082 138-149
S1 137-133 137-133 138-172 137-268
S2 136-032 136-032 138-108
S3 133-302 135-083 138-045
S4 131-252 133-033 137-176
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-030 136-300 2-050 1.6% 0-192 0.4% 83% False False 1,236,828
10 139-075 136-220 2-175 1.8% 0-208 0.5% 80% False False 1,327,853
20 139-135 136-220 2-235 2.0% 0-176 0.4% 75% False False 1,131,158
40 139-160 136-220 2-260 2.0% 0-168 0.4% 73% False False 571,777
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 0-028
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 140-222
2.618 140-010
1.618 139-200
1.000 139-120
0.618 139-070
HIGH 138-310
0.618 138-260
0.500 138-245
0.382 138-230
LOW 138-180
0.618 138-100
1.000 138-050
1.618 137-290
2.618 137-160
4.250 136-268
Fisher Pivots for day following 12-Jun-2020
Pivot 1 day 3 day
R1 138-245 138-198
PP 138-242 138-162
S1 138-238 138-125

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

View Archives - Comment on this page... - Back to Index of Symbols