ECBOT 10 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 26-Jun-2020
Day Change Summary
Previous Current
25-Jun-2020 26-Jun-2020 Change Change % Previous Week
Open 138-280 138-270 -0-010 0.0% 138-295
High 139-020 139-085 0-065 0.1% 139-085
Low 138-255 138-265 0-010 0.0% 138-165
Close 138-290 139-070 0-100 0.2% 139-070
Range 0-085 0-140 0-055 64.7% 0-240
ATR 0-156 0-155 -0-001 -0.7% 0-000
Volume 1,104,239 924,291 -179,948 -16.3% 4,721,314
Daily Pivots for day following 26-Jun-2020
Classic Woodie Camarilla DeMark
R4 140-133 140-082 139-147
R3 139-313 139-262 139-108
R2 139-173 139-173 139-096
R1 139-122 139-122 139-083 139-148
PP 139-033 139-033 139-033 139-046
S1 138-302 138-302 139-057 139-008
S2 138-213 138-213 139-044
S3 138-073 138-162 139-032
S4 137-253 138-022 138-313
Weekly Pivots for week ending 26-Jun-2020
Classic Woodie Camarilla DeMark
R4 141-080 140-315 139-202
R3 140-160 140-075 139-136
R2 139-240 139-240 139-114
R1 139-155 139-155 139-092 139-198
PP 139-000 139-000 139-000 139-021
S1 138-235 138-235 139-048 138-278
S2 138-080 138-080 139-026
S3 137-160 137-315 139-004
S4 136-240 137-075 138-258
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-085 138-165 0-240 0.5% 0-114 0.3% 94% True False 944,262
10 139-085 138-070 1-015 0.8% 0-126 0.3% 96% True False 1,003,494
20 139-085 136-220 2-185 1.9% 0-167 0.4% 98% True False 1,165,674
40 139-135 136-220 2-235 2.0% 0-158 0.4% 93% False False 821,516
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 141-040
2.618 140-132
1.618 139-312
1.000 139-225
0.618 139-172
HIGH 139-085
0.618 139-032
0.500 139-015
0.382 138-318
LOW 138-265
0.618 138-178
1.000 138-125
1.618 138-038
2.618 137-218
4.250 136-310
Fisher Pivots for day following 26-Jun-2020
Pivot 1 day 3 day
R1 139-052 139-036
PP 139-033 139-002
S1 139-015 138-288

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

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