ECBOT 10 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 18-Jun-2020
Day Change Summary
Previous Current
17-Jun-2020 18-Jun-2020 Change Change % Previous Week
Open 138-140 138-160 0-020 0.0% 137-035
High 138-215 138-280 0-065 0.1% 139-030
Low 138-115 138-160 0-045 0.1% 136-300
Close 138-190 138-265 0-075 0.2% 138-235
Range 0-100 0-120 0-020 20.0% 2-050
ATR 0-180 0-176 -0-004 -2.4% 0-000
Volume 974,149 866,605 -107,544 -11.0% 6,184,144
Daily Pivots for day following 18-Jun-2020
Classic Woodie Camarilla DeMark
R4 139-275 139-230 139-011
R3 139-155 139-110 138-298
R2 139-035 139-035 138-287
R1 138-310 138-310 138-276 139-012
PP 138-235 138-235 138-235 138-246
S1 138-190 138-190 138-254 138-212
S2 138-115 138-115 138-243
S3 137-315 138-070 138-232
S4 137-195 137-270 138-199
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% 0-136 0.3% 70% False False 1,112,389
10 139-030 136-220 2-130 1.7% 0-192 0.4% 89% False False 1,284,730
20 139-075 136-220 2-175 1.8% 0-170 0.4% 84% False False 1,329,217
40 139-135 136-220 2-235 2.0% 0-161 0.4% 78% False False 682,489
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 140-150
2.618 139-274
1.618 139-154
1.000 139-080
0.618 139-034
HIGH 138-280
0.618 138-234
0.500 138-220
0.382 138-206
LOW 138-160
0.618 138-086
1.000 138-040
1.618 137-286
2.618 137-166
4.250 136-290
Fisher Pivots for day following 18-Jun-2020
Pivot 1 day 3 day
R1 138-250 138-235
PP 138-235 138-205
S1 138-220 138-175

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

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