ECBOT 10 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 16-Jun-2020
Day Change Summary
Previous Current
15-Jun-2020 16-Jun-2020 Change Change % Previous Week
Open 138-265 138-180 -0-085 -0.2% 137-035
High 139-030 138-220 -0-130 -0.3% 139-030
Low 138-170 138-070 -0-100 -0.2% 136-300
Close 138-235 138-140 -0-095 -0.2% 138-235
Range 0-180 0-150 -0-030 -16.7% 2-050
ATR 0-188 0-186 -0-002 -0.9% 0-000
Volume 1,056,998 1,553,819 496,821 47.0% 6,184,144
Daily Pivots for day following 16-Jun-2020
Classic Woodie Camarilla DeMark
R4 139-273 139-197 138-222
R3 139-123 139-047 138-181
R2 138-293 138-293 138-168
R1 138-217 138-217 138-154 138-180
PP 138-143 138-143 138-143 138-125
S1 138-067 138-067 138-126 138-030
S2 137-313 137-313 138-112
S3 137-163 137-237 138-099
S4 137-013 137-087 138-058
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
5 139-030 137-220 1-130 1.0% 0-186 0.4% 53% False False 1,317,556
10 139-030 136-220 2-130 1.7% 0-216 0.5% 73% False False 1,414,725
20 139-075 136-220 2-175 1.8% 0-172 0.4% 69% False False 1,254,867
40 139-160 136-220 2-260 2.0% 0-166 0.4% 62% False False 636,667
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 140-218
2.618 139-293
1.618 139-143
1.000 139-050
0.618 138-313
HIGH 138-220
0.618 138-163
0.500 138-145
0.382 138-127
LOW 138-070
0.618 137-297
1.000 137-240
1.618 137-147
2.618 136-317
4.250 136-072
Fisher Pivots for day following 16-Jun-2020
Pivot 1 day 3 day
R1 138-145 138-210
PP 138-143 138-187
S1 138-142 138-163

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

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