ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 05-Aug-2020
Day Change Summary
Previous Current
04-Aug-2020 05-Aug-2020 Change Change % Previous Week
Open 140-005 140-100 0-095 0.2% 139-160
High 140-110 140-100 -0-010 0.0% 140-035
Low 140-000 139-295 -0-025 -0.1% 139-060
Close 140-085 140-005 -0-080 -0.2% 140-005
Range 0-110 0-125 0-015 13.6% 0-295
ATR 0-098 0-100 0-002 1.9% 0-000
Volume 7,406 4,361 -3,045 -41.1% 19,644
Daily Pivots for day following 05-Aug-2020
Classic Woodie Camarilla DeMark
R4 141-082 141-008 140-074
R3 140-277 140-203 140-039
R2 140-152 140-152 140-028
R1 140-078 140-078 140-016 140-052
PP 140-027 140-027 140-027 140-014
S1 139-273 139-273 139-314 139-248
S2 139-222 139-222 139-302
S3 139-097 139-148 139-291
S4 138-292 139-023 139-256
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
5 140-110 139-225 0-205 0.5% 0-104 0.2% 49% False False 7,579
10 140-110 139-060 1-050 0.8% 0-099 0.2% 72% False False 4,879
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-021
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 141-311
2.618 141-107
1.618 140-302
1.000 140-225
0.618 140-177
HIGH 140-100
0.618 140-052
0.500 140-038
0.382 140-023
LOW 139-295
0.618 139-218
1.000 139-170
1.618 139-093
2.618 138-288
4.250 138-084
Fisher Pivots for day following 05-Aug-2020
Pivot 1 day 3 day
R1 140-038 140-022
PP 140-027 140-017
S1 140-016 140-011

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

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