ECBOT 10 Year T-Note Future September 2020


Trading Metrics calculated at close of trading on 21-Aug-2020
Day Change Summary
Previous Current
20-Aug-2020 21-Aug-2020 Change Change % Previous Week
Open 139-100 139-160 0-060 0.1% 139-050
High 139-210 139-235 0-025 0.1% 139-235
Low 139-100 139-135 0-035 0.1% 139-035
Close 139-180 139-180 0-000 0.0% 139-180
Range 0-110 0-100 -0-010 -9.1% 0-200
ATR 0-120 0-119 -0-001 -1.2% 0-000
Volume 980,383 994,185 13,802 1.4% 4,858,160
Daily Pivots for day following 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 140-163 140-112 139-235
R3 140-063 140-012 139-208
R2 139-283 139-283 139-198
R1 139-232 139-232 139-189 139-258
PP 139-183 139-183 139-183 139-196
S1 139-132 139-132 139-171 139-158
S2 139-083 139-083 139-162
S3 138-303 139-032 139-152
S4 138-203 138-252 139-125
Weekly Pivots for week ending 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 141-110 141-025 139-290
R3 140-230 140-145 139-235
R2 140-030 140-030 139-217
R1 139-265 139-265 139-198 139-308
PP 139-150 139-150 139-150 139-171
S1 139-065 139-065 139-162 139-108
S2 138-270 138-270 139-143
S3 138-070 138-185 139-125
S4 137-190 137-305 139-070
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-235 139-035 0-200 0.4% 0-100 0.2% 73% True False 971,632
10 140-045 138-285 1-080 0.9% 0-126 0.3% 54% False False 1,098,868
20 140-130 138-285 1-165 1.1% 0-122 0.3% 44% False False 988,215
40 140-130 138-235 1-215 1.2% 0-115 0.3% 50% False False 906,507
60 140-130 136-220 3-230 2.7% 0-132 0.3% 77% False False 1,003,501
80 140-130 136-220 3-230 2.7% 0-137 0.3% 77% False False 852,566
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 0-028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141-020
2.618 140-177
1.618 140-077
1.000 140-015
0.618 139-297
HIGH 139-235
0.618 139-197
0.500 139-185
0.382 139-173
LOW 139-135
0.618 139-073
1.000 139-035
1.618 138-293
2.618 138-193
4.250 138-030
Fisher Pivots for day following 21-Aug-2020
Pivot 1 day 3 day
R1 139-185 139-173
PP 139-183 139-167
S1 139-182 139-160

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

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