ECBOT 10 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 30-Jun-2020
Day Change Summary
Previous Current
29-Jun-2020 30-Jun-2020 Change Change % Previous Week
Open 139-075 139-120 0-045 0.1% 138-295
High 139-135 139-140 0-005 0.0% 139-085
Low 139-025 139-030 0-005 0.0% 138-165
Close 139-105 139-055 -0-050 -0.1% 139-070
Range 0-110 0-110 0-000 0.0% 0-240
ATR 0-152 0-149 -0-003 -2.0% 0-000
Volume 876,658 1,240,939 364,281 41.6% 4,721,314
Daily Pivots for day following 30-Jun-2020
Classic Woodie Camarilla DeMark
R4 140-085 140-020 139-116
R3 139-295 139-230 139-085
R2 139-185 139-185 139-075
R1 139-120 139-120 139-065 139-098
PP 139-075 139-075 139-075 139-064
S1 139-010 139-010 139-045 138-308
S2 138-285 138-285 139-035
S3 138-175 138-220 139-025
S4 138-065 138-110 138-314
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
5 139-140 138-170 0-290 0.7% 0-113 0.3% 71% True False 1,029,574
10 139-140 138-115 1-025 0.8% 0-116 0.3% 75% True False 954,172
20 139-140 136-220 2-240 2.0% 0-166 0.4% 90% True False 1,184,448
40 139-140 136-220 2-240 2.0% 0-157 0.4% 90% True False 873,987
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Fibonacci Retracements and Extensions
4.250 140-288
2.618 140-108
1.618 139-318
1.000 139-250
0.618 139-208
HIGH 139-140
0.618 139-098
0.500 139-085
0.382 139-072
LOW 139-030
0.618 138-282
1.000 138-240
1.618 138-172
2.618 138-062
4.250 137-202
Fisher Pivots for day following 30-Jun-2020
Pivot 1 day 3 day
R1 139-085 139-051
PP 139-075 139-047
S1 139-065 139-042

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

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