ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 22-Sep-2020
Day Change Summary
Previous Current
21-Sep-2020 22-Sep-2020 Change Change % Previous Week
Open 139-125 139-185 0-060 0.1% 139-190
High 139-235 139-200 -0-035 -0.1% 139-240
Low 139-125 139-155 0-030 0.1% 139-105
Close 139-180 139-200 0-020 0.0% 139-130
Range 0-110 0-045 -0-065 -59.1% 0-135
ATR 0-119 0-114 -0-005 -4.4% 0-000
Volume 997,320 816,613 -180,707 -18.1% 4,141,374
Daily Pivots for day following 22-Sep-2020
Classic Woodie Camarilla DeMark
R4 140-000 139-305 139-225
R3 139-275 139-260 139-212
R2 139-230 139-230 139-208
R1 139-215 139-215 139-204 139-222
PP 139-185 139-185 139-185 139-189
S1 139-170 139-170 139-196 139-178
S2 139-140 139-140 139-192
S3 139-095 139-125 139-188
S4 139-050 139-080 139-175
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% 0-093 0.2% 70% False False 892,116
10 139-240 139-050 0-190 0.4% 0-093 0.2% 79% False False 927,726
20 139-290 138-185 1-105 1.0% 0-128 0.3% 79% False False 1,237,155
40 140-110 138-185 1-245 1.3% 0-122 0.3% 59% False False 652,454
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-026
Narrowest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 140-071
2.618 139-318
1.618 139-273
1.000 139-245
0.618 139-228
HIGH 139-200
0.618 139-183
0.500 139-178
0.382 139-172
LOW 139-155
0.618 139-127
1.000 139-110
1.618 139-082
2.618 139-037
4.250 138-284
Fisher Pivots for day following 22-Sep-2020
Pivot 1 day 3 day
R1 139-192 139-191
PP 139-185 139-182
S1 139-178 139-172

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

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