ECBOT 10 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 29-Jun-2020
Day Change Summary
Previous Current
26-Jun-2020 29-Jun-2020 Change Change % Previous Week
Open 138-270 139-075 0-125 0.3% 138-295
High 139-085 139-135 0-050 0.1% 139-085
Low 138-265 139-025 0-080 0.2% 138-165
Close 139-070 139-105 0-035 0.1% 139-070
Range 0-140 0-110 -0-030 -21.4% 0-240
ATR 0-155 0-152 -0-003 -2.1% 0-000
Volume 924,291 876,658 -47,633 -5.2% 4,721,314
Daily Pivots for day following 29-Jun-2020
Classic Woodie Camarilla DeMark
R4 140-098 140-052 139-166
R3 139-308 139-262 139-135
R2 139-198 139-198 139-125
R1 139-152 139-152 139-115 139-175
PP 139-088 139-088 139-088 139-100
S1 139-042 139-042 139-095 139-065
S2 138-298 138-298 139-085
S3 138-188 138-252 139-075
S4 138-078 138-142 139-044
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
5 139-135 138-165 0-290 0.7% 0-116 0.3% 90% True False 972,911
10 139-135 138-070 1-065 0.9% 0-120 0.3% 92% True False 985,460
20 139-135 136-220 2-235 2.0% 0-166 0.4% 97% True False 1,164,037
40 139-135 136-220 2-235 2.0% 0-158 0.4% 97% True False 843,237
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 140-282
2.618 140-103
1.618 139-313
1.000 139-245
0.618 139-203
HIGH 139-135
0.618 139-093
0.500 139-080
0.382 139-067
LOW 139-025
0.618 138-277
1.000 138-235
1.618 138-167
2.618 138-057
4.250 137-198
Fisher Pivots for day following 29-Jun-2020
Pivot 1 day 3 day
R1 139-097 139-082
PP 139-088 139-058
S1 139-080 139-035

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

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