ECBOT 10 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 29-Jul-2020
Day Change Summary
Previous Current
28-Jul-2020 29-Jul-2020 Change Change % Previous Week
Open 139-135 139-225 0-090 0.2% 139-115
High 139-235 139-280 0-045 0.1% 139-250
Low 139-080 139-185 0-105 0.2% 139-105
Close 139-225 139-240 0-015 0.0% 139-185
Range 0-155 0-095 -0-060 -38.7% 0-145
ATR 0-115 0-114 -0-001 -1.2% 0-000
Volume 855,554 785,966 -69,588 -8.1% 3,159,009
Daily Pivots for day following 29-Jul-2020
Classic Woodie Camarilla DeMark
R4 140-200 140-155 139-292
R3 140-105 140-060 139-266
R2 140-010 140-010 139-257
R1 139-285 139-285 139-249 139-308
PP 139-235 139-235 139-235 139-246
S1 139-190 139-190 139-231 139-212
S2 139-140 139-140 139-223
S3 139-045 139-095 139-214
S4 138-270 139-000 139-188
Weekly Pivots for week ending 24-Jul-2020
Classic Woodie Camarilla DeMark
R4 140-295 140-225 139-265
R3 140-150 140-080 139-225
R2 140-005 140-005 139-212
R1 139-255 139-255 139-198 139-290
PP 139-180 139-180 139-180 139-198
S1 139-110 139-110 139-172 139-145
S2 139-035 139-035 139-158
S3 138-210 138-285 139-145
S4 138-065 138-140 139-105
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-280 139-080 0-200 0.4% 0-100 0.2% 80% True False 751,091
10 139-280 139-080 0-200 0.4% 0-090 0.2% 80% True False 674,439
20 139-280 138-235 1-045 0.8% 0-108 0.2% 89% True False 792,184
40 139-280 136-220 3-060 2.3% 0-137 0.3% 96% True False 988,316
60 139-280 136-220 3-060 2.3% 0-141 0.3% 96% True False 846,720
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 3 trading days
Fibonacci Retracements and Extensions
4.250 141-044
2.618 140-209
1.618 140-114
1.000 140-055
0.618 140-019
HIGH 139-280
0.618 139-244
0.500 139-232
0.382 139-221
LOW 139-185
0.618 139-126
1.000 139-090
1.618 139-031
2.618 138-256
4.250 138-101
Fisher Pivots for day following 29-Jul-2020
Pivot 1 day 3 day
R1 139-238 139-220
PP 139-235 139-200
S1 139-232 139-180

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

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