ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 03-Sep-2020
Day Change Summary
Previous Current
02-Sep-2020 03-Sep-2020 Change Change % Previous Week
Open 139-140 139-175 0-035 0.1% 139-165
High 139-195 139-290 0-095 0.2% 139-195
Low 139-090 139-130 0-040 0.1% 138-185
Close 139-175 139-250 0-075 0.2% 139-030
Range 0-105 0-160 0-055 52.4% 1-010
ATR 0-127 0-129 0-002 1.9% 0-000
Volume 1,104,316 1,188,115 83,799 7.6% 8,211,573
Daily Pivots for day following 03-Sep-2020
Classic Woodie Camarilla DeMark
R4 141-063 140-317 140-018
R3 140-223 140-157 139-294
R2 140-063 140-063 139-279
R1 139-317 139-317 139-265 140-030
PP 139-223 139-223 139-223 139-240
S1 139-157 139-157 139-235 139-190
S2 139-063 139-063 139-221
S3 138-223 138-317 139-206
S4 138-063 138-157 139-162
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
5 139-290 138-185 1-105 1.0% 0-145 0.3% 91% True False 1,327,529
10 139-290 138-185 1-105 1.0% 0-141 0.3% 91% True False 1,363,926
20 140-070 138-185 1-205 1.2% 0-134 0.3% 73% False False 697,599
40 140-110 138-185 1-245 1.3% 0-114 0.3% 68% False False 350,350
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-044
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 142-010
2.618 141-069
1.618 140-229
1.000 140-130
0.618 140-069
HIGH 139-290
0.618 139-229
0.500 139-210
0.382 139-191
LOW 139-130
0.618 139-031
1.000 138-290
1.618 138-191
2.618 138-031
4.250 137-090
Fisher Pivots for day following 03-Sep-2020
Pivot 1 day 3 day
R1 139-237 139-217
PP 139-223 139-183
S1 139-210 139-150

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

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