ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 03-Aug-2020
Day Change Summary
Previous Current
31-Jul-2020 03-Aug-2020 Change Change % Previous Week
Open 139-300 140-020 0-040 0.1% 139-160
High 140-035 140-030 -0-005 0.0% 140-035
Low 139-255 139-255 0-000 0.0% 139-060
Close 140-005 139-275 -0-050 -0.1% 140-005
Range 0-100 0-095 -0-005 -5.0% 0-295
ATR 0-094 0-094 0-000 0.1% 0-000
Volume 6,257 15,211 8,954 143.1% 19,644
Daily Pivots for day following 03-Aug-2020
Classic Woodie Camarilla DeMark
R4 140-258 140-202 140-007
R3 140-163 140-107 139-301
R2 140-068 140-068 139-292
R1 140-012 140-012 139-284 139-312
PP 139-293 139-293 139-293 139-284
S1 139-237 139-237 139-266 139-218
S2 139-198 139-198 139-258
S3 139-103 139-142 139-249
S4 139-008 139-047 139-223
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% 0-105 0.2% 73% False False 6,674
10 140-035 139-060 0-295 0.7% 0-088 0.2% 73% False False 3,997
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 0-022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141-114
2.618 140-279
1.618 140-184
1.000 140-125
0.618 140-089
HIGH 140-030
0.618 139-314
0.500 139-302
0.382 139-291
LOW 139-255
0.618 139-196
1.000 139-160
1.618 139-101
2.618 139-006
4.250 138-171
Fisher Pivots for day following 03-Aug-2020
Pivot 1 day 3 day
R1 139-302 139-290
PP 139-293 139-285
S1 139-284 139-280

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

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