ECBOT 10 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 27-Aug-2020

Day Change Summary
	Previous	Current
	26-Aug-2020	27-Aug-2020	Change	Change %	Previous Week
Open	139-040	139-055	0-015	0.0%	139-010
High	139-060	139-160	0-100	0.2%	139-195
Low	138-275	138-240	-0-035	-0.1%	138-310
Close	139-055	138-265	-0-110	-0.2%	139-140
Range	0-105	0-240	0-135	128.6%	0-205
ATR	0-113	0-122	0-009	8.0%	0-000
Volume	2,141,792	2,018,122	-123,670	-5.8%	365,438

Daily Pivots for day following 27-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	141-088	140-257	139-077
R3	140-168	140-017	139-011
R2	139-248	139-248	138-309
R1	139-097	139-097	138-287	139-052
PP	139-008	139-008	139-008	138-306
S1	138-177	138-177	138-243	138-132
S2	138-088	138-088	138-221
S3	137-168	137-257	138-199
S4	136-248	137-017	138-133

Weekly Pivots for week ending 21-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	141-083	140-317	139-253
R3	140-198	140-112	139-196
R2	139-313	139-313	139-178
R1	139-227	139-227	139-159	139-270
PP	139-108	139-108	139-108	139-130
S1	139-022	139-022	139-121	139-065
S2	138-223	138-223	139-102
S3	138-018	138-137	139-084
S4	137-133	137-252	139-027

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139-195	138-240	0-275	0.6%	0-137	0.3%	9%	False	True	1,400,323
10	139-195	138-240	0-275	0.6%	0-118	0.3%	9%	False	True	725,084
20	140-110	138-240	1-190	1.1%	0-126	0.3%	5%	False	True	367,699

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-026
Widest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	142-220
2.618	141-148
1.618	140-228
1.000	140-080
0.618	139-308
HIGH	139-160
0.618	139-068
0.500	139-040
0.382	139-012
LOW	138-240
0.618	138-092
1.000	138-000
1.618	137-172
2.618	136-252
4.250	135-180

Fisher Pivots for day following 27-Aug-2020
Pivot	1 day	3 day
R1	139-040	139-040
PP	139-008	139-008
S1	138-297	138-297

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols