ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 21-Sep-2020
Day Change Summary
Previous Current
18-Sep-2020 21-Sep-2020 Change Change % Previous Week
Open 139-135 139-125 -0-010 0.0% 139-190
High 139-180 139-235 0-055 0.1% 139-240
Low 139-110 139-125 0-015 0.0% 139-105
Close 139-130 139-180 0-050 0.1% 139-130
Range 0-070 0-110 0-040 57.1% 0-135
ATR 0-120 0-119 -0-001 -0.6% 0-000
Volume 728,725 997,320 268,595 36.9% 4,141,374
Daily Pivots for day following 21-Sep-2020
Classic Woodie Camarilla DeMark
R4 140-190 140-135 139-240
R3 140-080 140-025 139-210
R2 139-290 139-290 139-200
R1 139-235 139-235 139-190 139-262
PP 139-180 139-180 139-180 139-194
S1 139-125 139-125 139-170 139-152
S2 139-070 139-070 139-160
S3 138-280 139-015 139-150
S4 138-170 138-225 139-120
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 140-243 140-162 139-204
R3 140-108 140-027 139-167
R2 139-293 139-293 139-155
R1 139-212 139-212 139-142 139-185
PP 139-158 139-158 139-158 139-145
S1 139-077 139-077 139-118 139-050
S2 139-023 139-023 139-105
S3 138-208 138-262 139-093
S4 138-073 138-127 139-056
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-240 139-105 0-135 0.3% 0-095 0.2% 56% False False 878,359
10 139-240 139-005 0-235 0.5% 0-104 0.2% 74% False False 982,403
20 139-290 138-185 1-105 1.0% 0-130 0.3% 74% False False 1,238,347
40 140-110 138-185 1-245 1.3% 0-124 0.3% 56% False False 632,076
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141-062
2.618 140-203
1.618 140-093
1.000 140-025
0.618 139-303
HIGH 139-235
0.618 139-193
0.500 139-180
0.382 139-167
LOW 139-125
0.618 139-057
1.000 139-015
1.618 138-267
2.618 138-157
4.250 137-298
Fisher Pivots for day following 21-Sep-2020
Pivot 1 day 3 day
R1 139-180 139-178
PP 139-180 139-177
S1 139-180 139-175

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

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