ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 10-Sep-2020
Day Change Summary
Previous Current
09-Sep-2020 10-Sep-2020 Change Change % Previous Week
Open 139-160 139-095 -0-065 -0.1% 139-045
High 139-200 139-160 -0-040 -0.1% 139-290
Low 139-070 139-050 -0-020 0.0% 138-300
Close 139-095 139-140 0-045 0.1% 139-010
Range 0-130 0-110 -0-020 -15.4% 0-310
ATR 0-139 0-136 -0-002 -1.5% 0-000
Volume 1,206,560 1,177,605 -28,955 -2.4% 6,731,348
Daily Pivots for day following 10-Sep-2020
Classic Woodie Camarilla DeMark
R4 140-127 140-083 139-200
R3 140-017 139-293 139-170
R2 139-227 139-227 139-160
R1 139-183 139-183 139-150 139-205
PP 139-117 139-117 139-117 139-128
S1 139-073 139-073 139-130 139-095
S2 139-007 139-007 139-120
S3 138-217 138-283 139-110
S4 138-107 138-173 139-080
Weekly Pivots for week ending 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 142-063 141-187 139-180
R3 141-073 140-197 139-095
R2 140-083 140-083 139-067
R1 139-207 139-207 139-038 139-150
PP 139-093 139-093 139-093 139-065
S1 138-217 138-217 138-302 138-160
S2 138-103 138-103 138-273
S3 137-113 137-227 138-245
S4 136-123 136-237 138-160
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-290 139-000 0-290 0.6% 0-160 0.4% 48% False False 1,277,930
10 139-290 138-185 1-105 1.0% 0-160 0.4% 65% False False 1,385,730
20 139-290 138-185 1-105 1.0% 0-136 0.3% 65% False False 955,635
40 140-110 138-185 1-245 1.3% 0-119 0.3% 49% False False 480,372
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 0-052
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 140-308
2.618 140-128
1.618 140-018
1.000 139-270
0.618 139-228
HIGH 139-160
0.618 139-118
0.500 139-105
0.382 139-092
LOW 139-050
0.618 138-302
1.000 138-260
1.618 138-192
2.618 138-082
4.250 137-222
Fisher Pivots for day following 10-Sep-2020
Pivot 1 day 3 day
R1 139-128 139-128
PP 139-117 139-115
S1 139-105 139-102

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

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