ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 02-Sep-2020
Day Change Summary
Previous Current
01-Sep-2020 02-Sep-2020 Change Change % Previous Week
Open 139-065 139-140 0-075 0.2% 139-165
High 139-145 139-195 0-050 0.1% 139-195
Low 139-010 139-090 0-080 0.2% 138-185
Close 139-140 139-175 0-035 0.1% 139-030
Range 0-135 0-105 -0-030 -22.2% 1-010
ATR 0-128 0-127 -0-002 -1.3% 0-000
Volume 1,271,604 1,104,316 -167,288 -13.2% 8,211,573
Daily Pivots for day following 02-Sep-2020
Classic Woodie Camarilla DeMark
R4 140-148 140-107 139-233
R3 140-043 140-002 139-204
R2 139-258 139-258 139-194
R1 139-217 139-217 139-185 139-238
PP 139-153 139-153 139-153 139-164
S1 139-112 139-112 139-165 139-132
S2 139-048 139-048 139-156
S3 138-263 139-007 139-146
S4 138-158 138-222 139-117
Weekly Pivots for week ending 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 142-060 141-215 139-212
R3 141-050 140-205 139-121
R2 140-040 140-040 139-090
R1 139-195 139-195 139-060 139-112
PP 139-030 139-030 139-030 138-309
S1 138-185 138-185 139-000 138-102
S2 138-020 138-020 138-290
S3 137-010 137-175 138-259
S4 136-000 136-165 138-168
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-195 138-185 1-010 0.7% 0-161 0.4% 94% True False 1,493,531
10 139-195 138-185 1-010 0.7% 0-135 0.3% 94% True False 1,253,515
20 140-100 138-185 1-235 1.2% 0-132 0.3% 56% False False 638,514
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-040
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 141-001
2.618 140-150
1.618 140-045
1.000 139-300
0.618 139-260
HIGH 139-195
0.618 139-155
0.500 139-142
0.382 139-130
LOW 139-090
0.618 139-025
1.000 138-305
1.618 138-240
2.618 138-135
4.250 137-284
Fisher Pivots for day following 02-Sep-2020
Pivot 1 day 3 day
R1 139-164 139-146
PP 139-153 139-117
S1 139-142 139-088

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

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