ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 27-Jul-2020
Day Change Summary
Previous Current
24-Jul-2020 27-Jul-2020 Change Change % Previous Week
Open 139-170 139-160 -0-010 0.0% 139-110
High 139-220 139-215 -0-005 0.0% 139-220
Low 139-150 139-105 -0-045 -0.1% 139-085
Close 139-160 139-125 -0-035 -0.1% 139-160
Range 0-070 0-110 0-040 57.1% 0-135
ATR
Volume 667 1,485 818 122.6% 5,817
Daily Pivots for day following 27-Jul-2020
Classic Woodie Camarilla DeMark
R4 140-158 140-092 139-186
R3 140-048 139-302 139-155
R2 139-258 139-258 139-145
R1 139-192 139-192 139-135 139-170
PP 139-148 139-148 139-148 139-138
S1 139-082 139-082 139-115 139-060
S2 139-038 139-038 139-105
S3 138-248 138-292 139-095
S4 138-138 138-182 139-064
Weekly Pivots for week ending 24-Jul-2020
Classic Woodie Camarilla DeMark
R4 140-240 140-175 139-234
R3 140-105 140-040 139-197
R2 139-290 139-290 139-185
R1 139-225 139-225 139-172 139-258
PP 139-155 139-155 139-155 139-171
S1 139-090 139-090 139-148 139-122
S2 139-020 139-020 139-135
S3 138-205 138-275 139-123
S4 138-070 138-140 139-086
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-220 139-085 0-135 0.3% 0-070 0.2% 30% False False 1,320
10 139-220 139-040 0-180 0.4% 0-066 0.1% 47% False False 1,032
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-017
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 141-042
2.618 140-183
1.618 140-073
1.000 140-005
0.618 139-283
HIGH 139-215
0.618 139-173
0.500 139-160
0.382 139-147
LOW 139-105
0.618 139-037
1.000 138-315
1.618 138-247
2.618 138-137
4.250 137-278
Fisher Pivots for day following 27-Jul-2020
Pivot 1 day 3 day
R1 139-160 139-162
PP 139-148 139-150
S1 139-137 139-138

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

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