ECBOT 10 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 17-Jun-2020
Day Change Summary
Previous Current
16-Jun-2020 17-Jun-2020 Change Change % Previous Week
Open 138-180 138-140 -0-040 -0.1% 137-035
High 138-220 138-215 -0-005 0.0% 139-030
Low 138-070 138-115 0-045 0.1% 136-300
Close 138-140 138-190 0-050 0.1% 138-235
Range 0-150 0-100 -0-050 -33.3% 2-050
ATR 0-186 0-180 -0-006 -3.3% 0-000
Volume 1,553,819 974,149 -579,670 -37.3% 6,184,144
Daily Pivots for day following 17-Jun-2020
Classic Woodie Camarilla DeMark
R4 139-153 139-112 138-245
R3 139-053 139-012 138-218
R2 138-273 138-273 138-208
R1 138-232 138-232 138-199 138-252
PP 138-173 138-173 138-173 138-184
S1 138-132 138-132 138-181 138-152
S2 138-073 138-073 138-172
S3 137-293 138-032 138-162
S4 137-193 137-252 138-135
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
5 139-030 138-070 0-280 0.6% 0-143 0.3% 43% False False 1,232,395
10 139-030 136-220 2-130 1.7% 0-202 0.5% 79% False False 1,368,036
20 139-075 136-220 2-175 1.8% 0-170 0.4% 75% False False 1,297,065
40 139-135 136-220 2-235 2.0% 0-164 0.4% 70% False False 660,996
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-036
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 140-000
2.618 139-157
1.618 139-057
1.000 138-315
0.618 138-277
HIGH 138-215
0.618 138-177
0.500 138-165
0.382 138-153
LOW 138-115
0.618 138-053
1.000 138-015
1.618 137-273
2.618 137-173
4.250 137-010
Fisher Pivots for day following 17-Jun-2020
Pivot 1 day 3 day
R1 138-182 138-210
PP 138-173 138-203
S1 138-165 138-197

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

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