ECBOT 10 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 23-Jun-2020
Day Change Summary
Previous Current
22-Jun-2020 23-Jun-2020 Change Change % Previous Week
Open 138-295 138-205 -0-090 -0.2% 138-265
High 138-305 138-290 -0-015 0.0% 139-030
Low 138-205 138-165 -0-040 -0.1% 138-070
Close 138-225 138-240 0-015 0.0% 138-250
Range 0-100 0-125 0-025 25.0% 0-280
ATR 0-168 0-165 -0-003 -1.8% 0-000
Volume 733,415 957,624 224,209 30.6% 5,313,632
Daily Pivots for day following 23-Jun-2020
Classic Woodie Camarilla DeMark
R4 139-287 139-228 138-309
R3 139-162 139-103 138-274
R2 139-037 139-037 138-263
R1 138-298 138-298 138-251 139-008
PP 138-232 138-232 138-232 138-246
S1 138-173 138-173 138-229 138-202
S2 138-107 138-107 138-217
S3 137-302 138-048 138-206
S4 137-177 137-243 138-171
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
5 138-305 138-115 0-190 0.4% 0-118 0.3% 66% False False 878,770
10 139-030 137-220 1-130 1.0% 0-152 0.3% 76% False False 1,098,163
20 139-075 136-220 2-175 1.8% 0-171 0.4% 81% False False 1,255,203
40 139-135 136-220 2-235 2.0% 0-162 0.4% 75% False False 746,158
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 True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 140-181
2.618 139-297
1.618 139-172
1.000 139-095
0.618 139-047
HIGH 138-290
0.618 138-242
0.500 138-228
0.382 138-213
LOW 138-165
0.618 138-088
1.000 138-040
1.618 137-283
2.618 137-158
4.250 136-274
Fisher Pivots for day following 23-Jun-2020
Pivot 1 day 3 day
R1 138-236 138-233
PP 138-232 138-227
S1 138-228 138-220

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

View Archives - Comment on this page... - Back to Index of Symbols