ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 19-Aug-2020
Day Change Summary
Previous Current
18-Aug-2020 19-Aug-2020 Change Change % Previous Week
Open 139-050 139-095 0-045 0.1% 139-280
High 139-125 139-140 0-015 0.0% 140-020
Low 139-050 139-045 -0-005 0.0% 138-245
Close 139-090 139-075 -0-015 0.0% 139-000
Range 0-075 0-095 0-020 26.7% 1-095
ATR 0-115 0-114 -0-001 -1.3% 0-000
Volume 30,170 69,033 38,863 128.8% 93,445
Daily Pivots for day following 19-Aug-2020
Classic Woodie Camarilla DeMark
R4 140-052 139-318 139-127
R3 139-277 139-223 139-101
R2 139-182 139-182 139-092
R1 139-128 139-128 139-084 139-108
PP 139-087 139-087 139-087 139-076
S1 139-033 139-033 139-066 139-012
S2 138-312 138-312 139-058
S3 138-217 138-258 139-049
S4 138-122 138-163 139-023
Weekly Pivots for week ending 14-Aug-2020
Classic Woodie Camarilla DeMark
R4 143-053 142-122 139-228
R3 141-278 141-027 139-114
R2 140-183 140-183 139-076
R1 139-252 139-252 139-038 139-170
PP 139-088 139-088 139-088 139-048
S1 138-157 138-157 138-282 138-075
S2 137-313 137-313 138-244
S3 136-218 137-062 138-206
S4 135-123 135-287 138-092
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-140 138-245 0-215 0.5% 0-114 0.3% 70% True False 37,581
10 140-100 138-245 1-175 1.1% 0-130 0.3% 30% False False 23,513
20 140-110 138-245 1-185 1.1% 0-114 0.3% 30% False False 14,196
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 140-224
2.618 140-069
1.618 139-294
1.000 139-235
0.618 139-199
HIGH 139-140
0.618 139-104
0.500 139-092
0.382 139-081
LOW 139-045
0.618 138-306
1.000 138-270
1.618 138-211
2.618 138-116
4.250 137-281
Fisher Pivots for day following 19-Aug-2020
Pivot 1 day 3 day
R1 139-092 139-072
PP 139-087 139-068
S1 139-081 139-065

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

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