ECBOT 10 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 10-Aug-2020
Day Change Summary
Previous Current
07-Aug-2020 10-Aug-2020 Change Change % Previous Week
Open 140-045 139-300 -0-065 -0.1% 140-050
High 140-090 140-045 -0-045 -0.1% 140-130
Low 139-290 139-265 -0-025 -0.1% 139-280
Close 139-305 139-280 -0-025 -0.1% 139-305
Range 0-120 0-100 -0-020 -16.7% 0-170
ATR 0-116 0-115 -0-001 -1.0% 0-000
Volume 889,708 678,683 -211,025 -23.7% 4,410,571
Daily Pivots for day following 10-Aug-2020
Classic Woodie Camarilla DeMark
R4 140-283 140-222 140-015
R3 140-183 140-122 139-308
R2 140-083 140-083 139-298
R1 140-022 140-022 139-289 140-002
PP 139-303 139-303 139-303 139-294
S1 139-242 139-242 139-271 139-222
S2 139-203 139-203 139-262
S3 139-103 139-142 139-252
S4 139-003 139-042 139-225
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
5 140-130 139-265 0-185 0.4% 0-126 0.3% 8% False True 849,055
10 140-130 139-080 1-050 0.8% 0-117 0.3% 54% False False 870,623
20 140-130 139-035 1-095 0.9% 0-100 0.2% 59% False False 775,048
40 140-130 138-070 2-060 1.6% 0-114 0.3% 76% False False 876,523
60 140-130 136-220 3-230 2.7% 0-135 0.3% 86% False False 961,401
80 140-130 136-220 3-230 2.7% 0-141 0.3% 86% False False 724,150
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 0-026
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 141-150
2.618 140-307
1.618 140-207
1.000 140-145
0.618 140-107
HIGH 140-045
0.618 140-007
0.500 139-315
0.382 139-303
LOW 139-265
0.618 139-203
1.000 139-165
1.618 139-103
2.618 139-003
4.250 138-160
Fisher Pivots for day following 10-Aug-2020
Pivot 1 day 3 day
R1 139-315 140-038
PP 139-303 140-012
S1 139-292 139-306

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

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