ECBOT 10 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 15-Jun-2020
Day Change Summary
Previous Current
12-Jun-2020 15-Jun-2020 Change Change % Previous Week
Open 138-285 138-265 -0-020 0.0% 137-035
High 138-310 139-030 0-040 0.1% 139-030
Low 138-180 138-170 -0-010 0.0% 136-300
Close 138-235 138-235 0-000 0.0% 138-235
Range 0-130 0-180 0-050 38.5% 2-050
ATR 0-188 0-188 -0-001 -0.3% 0-000
Volume 1,110,376 1,056,998 -53,378 -4.8% 6,184,144
Daily Pivots for day following 15-Jun-2020
Classic Woodie Camarilla DeMark
R4 140-152 140-053 139-014
R3 139-292 139-193 138-284
R2 139-112 139-112 138-268
R1 139-013 139-013 138-252 138-292
PP 138-252 138-252 138-252 138-231
S1 138-153 138-153 138-218 138-112
S2 138-072 138-072 138-202
S3 137-212 137-293 138-186
S4 137-032 137-113 138-136
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
5 139-030 137-105 1-245 1.3% 0-193 0.4% 80% True False 1,258,190
10 139-035 136-220 2-135 1.7% 0-212 0.5% 85% False False 1,342,614
20 139-075 136-220 2-175 1.8% 0-178 0.4% 80% False False 1,182,144
40 139-160 136-220 2-260 2.0% 0-165 0.4% 73% False False 597,994
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 141-155
2.618 140-181
1.618 140-001
1.000 139-210
0.618 139-141
HIGH 139-030
0.618 138-281
0.500 138-260
0.382 138-239
LOW 138-170
0.618 138-059
1.000 137-310
1.618 137-199
2.618 137-019
4.250 136-045
Fisher Pivots for day following 15-Jun-2020
Pivot 1 day 3 day
R1 138-260 138-260
PP 138-252 138-252
S1 138-243 138-243

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

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