ECBOT 10 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 10-Sep-2020
Day Change Summary
Previous Current
09-Sep-2020 10-Sep-2020 Change Change % Previous Week
Open 139-220 139-150 -0-070 -0.2% 139-095
High 139-235 139-205 -0-030 -0.1% 140-010
Low 139-130 139-110 -0-020 0.0% 139-030
Close 139-150 139-190 0-040 0.1% 139-065
Range 0-105 0-095 -0-010 -9.5% 0-300
ATR 0-136 0-133 -0-003 -2.1% 0-000
Volume 3,629 2,380 -1,249 -34.4% 222,170
Daily Pivots for day following 10-Sep-2020
Classic Woodie Camarilla DeMark
R4 140-133 140-097 139-242
R3 140-038 140-002 139-216
R2 139-263 139-263 139-207
R1 139-227 139-227 139-199 139-245
PP 139-168 139-168 139-168 139-178
S1 139-132 139-132 139-181 139-150
S2 139-073 139-073 139-173
S3 138-298 139-037 139-164
S4 138-203 138-262 139-138
Weekly Pivots for week ending 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 142-082 141-213 139-230
R3 141-102 140-233 139-148
R2 140-122 140-122 139-120
R1 139-253 139-253 139-092 139-198
PP 139-142 139-142 139-142 139-114
S1 138-273 138-273 139-038 138-218
S2 138-162 138-162 139-010
S3 137-182 137-293 138-302
S4 136-202 136-313 138-220
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140-010 139-060 0-270 0.6% 0-140 0.3% 48% False False 10,489
10 140-010 138-230 1-100 0.9% 0-148 0.3% 67% False False 354,011
20 140-010 138-230 1-100 0.9% 0-130 0.3% 67% False False 914,996
40 140-130 138-230 1-220 1.2% 0-120 0.3% 52% False False 878,320
60 140-130 138-115 2-015 1.5% 0-121 0.3% 60% False False 896,230
80 140-130 136-220 3-230 2.7% 0-133 0.3% 78% False False 985,889
100 140-130 136-220 3-230 2.7% 0-139 0.3% 78% False False 792,405
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-042
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 140-289
2.618 140-134
1.618 140-039
1.000 139-300
0.618 139-264
HIGH 139-205
0.618 139-169
0.500 139-158
0.382 139-146
LOW 139-110
0.618 139-051
1.000 139-015
1.618 138-276
2.618 138-181
4.250 138-026
Fisher Pivots for day following 10-Sep-2020
Pivot 1 day 3 day
R1 139-179 139-178
PP 139-168 139-165
S1 139-158 139-152

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

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