ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 31-Jul-2020
Day Change Summary
Previous Current
30-Jul-2020 31-Jul-2020 Change Change % Previous Week
Open 139-225 139-300 0-075 0.2% 139-160
High 139-315 140-035 0-040 0.1% 140-035
Low 139-225 139-255 0-030 0.1% 139-060
Close 139-305 140-005 0-020 0.0% 140-005
Range 0-090 0-100 0-010 11.1% 0-295
ATR 0-094 0-094 0-000 0.5% 0-000
Volume 4,664 6,257 1,593 34.2% 19,644
Daily Pivots for day following 31-Jul-2020
Classic Woodie Camarilla DeMark
R4 140-292 140-248 140-060
R3 140-192 140-148 140-032
R2 140-092 140-092 140-023
R1 140-048 140-048 140-014 140-070
PP 139-312 139-312 139-312 140-002
S1 139-268 139-268 139-316 139-290
S2 139-212 139-212 139-307
S3 139-112 139-168 139-298
S4 139-012 139-068 139-270
Weekly Pivots for week ending 31-Jul-2020
Classic Woodie Camarilla DeMark
R4 142-172 142-063 140-167
R3 141-197 141-088 140-086
R2 140-222 140-222 140-059
R1 140-113 140-113 140-032 140-168
PP 139-247 139-247 139-247 139-274
S1 139-138 139-138 139-298 139-192
S2 138-272 138-272 139-271
S3 137-297 138-163 139-244
S4 137-002 137-188 139-163
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140-035 139-060 0-295 0.7% 0-108 0.2% 90% True False 3,928
10 140-035 139-060 0-295 0.7% 0-084 0.2% 90% True False 2,546
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-024
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 141-140
2.618 140-297
1.618 140-197
1.000 140-135
0.618 140-097
HIGH 140-035
0.618 139-317
0.500 139-305
0.382 139-293
LOW 139-255
0.618 139-193
1.000 139-155
1.618 139-093
2.618 138-313
4.250 138-150
Fisher Pivots for day following 31-Jul-2020
Pivot 1 day 3 day
R1 139-318 139-302
PP 139-312 139-280
S1 139-305 139-258

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

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