ECBOT 10 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 22-Jun-2020
Day Change Summary
Previous Current
19-Jun-2020 22-Jun-2020 Change Change % Previous Week
Open 138-215 138-295 0-080 0.2% 138-265
High 138-280 138-305 0-025 0.1% 139-030
Low 138-135 138-205 0-070 0.2% 138-070
Close 138-250 138-225 -0-025 -0.1% 138-250
Range 0-145 0-100 -0-045 -31.0% 0-280
ATR 0-173 0-168 -0-005 -3.0% 0-000
Volume 862,061 733,415 -128,646 -14.9% 5,313,632
Daily Pivots for day following 22-Jun-2020
Classic Woodie Camarilla DeMark
R4 139-225 139-165 138-280
R3 139-125 139-065 138-252
R2 139-025 139-025 138-243
R1 138-285 138-285 138-234 138-265
PP 138-245 138-245 138-245 138-235
S1 138-185 138-185 138-216 138-165
S2 138-145 138-145 138-207
S3 138-045 138-085 138-198
S4 137-265 137-305 138-170
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
5 138-305 138-070 0-235 0.5% 0-123 0.3% 66% True False 998,009
10 139-030 137-105 1-245 1.3% 0-158 0.4% 78% False False 1,128,100
20 139-075 136-220 2-175 1.8% 0-172 0.4% 79% False False 1,347,021
40 139-135 136-220 2-235 2.0% 0-163 0.4% 74% False False 722,274
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 True
8BNR False
Bear Hook False
Bull Hook True
Stretch 0-028
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 140-090
2.618 139-247
1.618 139-147
1.000 139-085
0.618 139-047
HIGH 138-305
0.618 138-267
0.500 138-255
0.382 138-243
LOW 138-205
0.618 138-143
1.000 138-105
1.618 138-043
2.618 137-263
4.250 137-100
Fisher Pivots for day following 22-Jun-2020
Pivot 1 day 3 day
R1 138-255 138-223
PP 138-245 138-222
S1 138-235 138-220

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

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