ECBOT 10 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 19-Jun-2020
Day Change Summary
Previous Current
18-Jun-2020 19-Jun-2020 Change Change % Previous Week
Open 138-160 138-215 0-055 0.1% 138-265
High 138-280 138-280 0-000 0.0% 139-030
Low 138-160 138-135 -0-025 -0.1% 138-070
Close 138-265 138-250 -0-015 0.0% 138-250
Range 0-120 0-145 0-025 20.8% 0-280
ATR 0-176 0-173 -0-002 -1.2% 0-000
Volume 866,605 862,061 -4,544 -0.5% 5,313,632
Daily Pivots for day following 19-Jun-2020
Classic Woodie Camarilla DeMark
R4 140-017 139-278 139-010
R3 139-192 139-133 138-290
R2 139-047 139-047 138-277
R1 138-308 138-308 138-263 139-018
PP 138-222 138-222 138-222 138-236
S1 138-163 138-163 138-237 138-192
S2 138-077 138-077 138-223
S3 137-252 138-018 138-210
S4 137-107 137-193 138-170
Weekly Pivots for week ending 19-Jun-2020
Classic Woodie Camarilla DeMark
R4 141-103 140-297 139-084
R3 140-143 140-017 139-007
R2 139-183 139-183 138-301
R1 139-057 139-057 138-276 138-300
PP 138-223 138-223 138-223 138-185
S1 138-097 138-097 138-224 138-020
S2 137-263 137-263 138-199
S3 136-303 137-137 138-173
S4 136-023 136-177 138-096
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% 0-139 0.3% 64% False False 1,062,726
10 139-030 136-300 2-050 1.6% 0-166 0.4% 86% False False 1,149,777
20 139-075 136-220 2-175 1.8% 0-173 0.4% 82% False False 1,346,859
40 139-135 136-220 2-235 2.0% 0-163 0.4% 77% False False 703,990
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 3 trading days
Fibonacci Retracements and Extensions
4.250 140-256
2.618 140-020
1.618 139-195
1.000 139-105
0.618 139-050
HIGH 138-280
0.618 138-225
0.500 138-208
0.382 138-190
LOW 138-135
0.618 138-045
1.000 137-310
1.618 137-220
2.618 137-075
4.250 136-159
Fisher Pivots for day following 19-Jun-2020
Pivot 1 day 3 day
R1 138-236 138-232
PP 138-222 138-215
S1 138-208 138-198

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

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