ECBOT 10 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 25-Jun-2020
Day Change Summary
Previous Current
24-Jun-2020 25-Jun-2020 Change Change % Previous Week
Open 138-215 138-280 0-065 0.1% 138-265
High 138-290 139-020 0-050 0.1% 139-030
Low 138-170 138-255 0-085 0.2% 138-070
Close 138-280 138-290 0-010 0.0% 138-250
Range 0-120 0-085 -0-035 -29.2% 0-280
ATR 0-162 0-156 -0-005 -3.4% 0-000
Volume 1,001,745 1,104,239 102,494 10.2% 5,313,632
Daily Pivots for day following 25-Jun-2020
Classic Woodie Camarilla DeMark
R4 139-230 139-185 139-017
R3 139-145 139-100 138-313
R2 139-060 139-060 138-306
R1 139-015 139-015 138-298 139-038
PP 138-295 138-295 138-295 138-306
S1 138-250 138-250 138-282 138-272
S2 138-210 138-210 138-274
S3 138-125 138-165 138-267
S4 138-040 138-080 138-243
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
5 139-020 138-135 0-205 0.5% 0-115 0.3% 76% True False 931,816
10 139-030 138-070 0-280 0.6% 0-126 0.3% 79% False False 1,022,103
20 139-075 136-220 2-175 1.8% 0-166 0.4% 87% False False 1,197,488
40 139-135 136-220 2-235 2.0% 0-159 0.4% 81% False False 798,625
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0-036
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 140-061
2.618 139-243
1.618 139-158
1.000 139-105
0.618 139-073
HIGH 139-020
0.618 138-308
0.500 138-298
0.382 138-287
LOW 138-255
0.618 138-202
1.000 138-170
1.618 138-117
2.618 138-032
4.250 137-214
Fisher Pivots for day following 25-Jun-2020
Pivot 1 day 3 day
R1 138-298 138-278
PP 138-295 138-265
S1 138-292 138-252

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

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