ECBOT 10 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 03-Aug-2020
Day Change Summary
Previous Current
31-Jul-2020 03-Aug-2020 Change Change % Previous Week
Open 139-310 140-050 0-060 0.1% 139-180
High 140-060 140-050 -0-010 0.0% 140-060
Low 139-280 139-280 0-000 0.0% 139-080
Close 140-025 139-300 -0-045 -0.1% 140-025
Range 0-100 0-090 -0-010 -10.0% 0-300
ATR 0-112 0-110 -0-002 -1.4% 0-000
Volume 1,257,506 843,977 -413,529 -32.9% 4,365,044
Daily Pivots for day following 03-Aug-2020
Classic Woodie Camarilla DeMark
R4 140-267 140-213 140-030
R3 140-177 140-123 140-005
R2 140-087 140-087 139-316
R1 140-033 140-033 139-308 140-015
PP 139-317 139-317 139-317 139-308
S1 139-263 139-263 139-292 139-245
S2 139-227 139-227 139-284
S3 139-137 139-173 139-275
S4 139-047 139-083 139-250
Weekly Pivots for week ending 31-Jul-2020
Classic Woodie Camarilla DeMark
R4 142-208 142-097 140-190
R3 141-228 141-117 140-108
R2 140-248 140-248 140-080
R1 140-137 140-137 140-052 140-192
PP 139-268 139-268 139-268 139-296
S1 139-157 139-157 139-318 139-212
S2 138-288 138-288 139-290
S3 137-308 138-177 139-262
S4 137-008 137-197 139-180
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140-060 139-080 0-300 0.7% 0-108 0.2% 73% False False 892,192
10 140-060 139-080 0-300 0.7% 0-094 0.2% 73% False False 783,687
20 140-060 138-300 1-080 0.9% 0-102 0.2% 80% False False 788,869
40 140-060 136-300 3-080 2.3% 0-123 0.3% 92% False False 924,995
60 140-060 136-220 3-160 2.5% 0-136 0.3% 93% False False 893,017
80 140-060 136-220 3-160 2.5% 0-141 0.3% 93% False False 671,604
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-028
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 141-112
2.618 140-286
1.618 140-196
1.000 140-140
0.618 140-106
HIGH 140-050
0.618 140-016
0.500 140-005
0.382 139-314
LOW 139-280
0.618 139-224
1.000 139-190
1.618 139-134
2.618 139-044
4.250 138-218
Fisher Pivots for day following 03-Aug-2020
Pivot 1 day 3 day
R1 140-005 139-310
PP 139-317 139-307
S1 139-308 139-303

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

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