ECBOT 10 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 07-Aug-2020
Day Change Summary
Previous Current
06-Aug-2020 07-Aug-2020 Change Change % Previous Week
Open 140-010 140-045 0-035 0.1% 140-050
High 140-130 140-090 -0-040 -0.1% 140-130
Low 140-000 139-290 -0-030 -0.1% 139-280
Close 140-050 139-305 -0-065 -0.1% 139-305
Range 0-130 0-120 -0-010 -7.7% 0-170
ATR 0-115 0-116 0-000 0.3% 0-000
Volume 883,198 889,708 6,510 0.7% 4,410,571
Daily Pivots for day following 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 141-055 140-300 140-051
R3 140-255 140-180 140-018
R2 140-135 140-135 140-007
R1 140-060 140-060 139-316 140-038
PP 140-015 140-015 140-015 140-004
S1 139-260 139-260 139-294 139-238
S2 139-215 139-215 139-283
S3 139-095 139-140 139-272
S4 138-295 139-020 139-239
Weekly Pivots for week ending 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 141-215 141-110 140-078
R3 141-045 140-260 140-032
R2 140-195 140-195 140-016
R1 140-090 140-090 140-001 140-058
PP 140-025 140-025 140-025 140-009
S1 139-240 139-240 139-289 139-208
S2 139-175 139-175 139-274
S3 139-005 139-070 139-258
S4 138-155 138-220 139-212
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140-130 139-280 0-170 0.4% 0-124 0.3% 15% False False 882,114
10 140-130 139-080 1-050 0.8% 0-118 0.3% 61% False False 877,561
20 140-130 139-005 1-125 1.0% 0-101 0.2% 67% False False 779,844
40 140-130 138-070 2-060 1.6% 0-115 0.3% 79% False False 887,316
60 140-130 136-220 3-230 2.7% 0-135 0.3% 88% False False 950,711
80 140-130 136-220 3-230 2.7% 0-141 0.3% 88% False False 715,732
Crabel Price Patterns
NR True
NR4 True
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 0-028
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 141-280
2.618 141-084
1.618 140-284
1.000 140-210
0.618 140-164
HIGH 140-090
0.618 140-044
0.500 140-030
0.382 140-016
LOW 139-290
0.618 139-216
1.000 139-170
1.618 139-096
2.618 138-296
4.250 138-100
Fisher Pivots for day following 07-Aug-2020
Pivot 1 day 3 day
R1 140-030 140-050
PP 140-015 140-028
S1 140-000 140-007

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

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