ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 28-Sep-2020
Day Change Summary
Previous Current
25-Sep-2020 28-Sep-2020 Change Change % Previous Week
Open 139-175 139-205 0-030 0.1% 139-125
High 139-230 139-220 -0-010 0.0% 139-235
Low 139-150 139-165 0-015 0.0% 139-125
Close 139-205 139-200 -0-005 0.0% 139-205
Range 0-080 0-055 -0-025 -31.3% 0-110
ATR 0-105 0-102 -0-004 -3.4% 0-000
Volume 774,189 719,441 -54,748 -7.1% 4,610,297
Daily Pivots for day following 28-Sep-2020
Classic Woodie Camarilla DeMark
R4 140-040 140-015 139-230
R3 139-305 139-280 139-215
R2 139-250 139-250 139-210
R1 139-225 139-225 139-205 139-210
PP 139-195 139-195 139-195 139-188
S1 139-170 139-170 139-195 139-155
S2 139-140 139-140 139-190
S3 139-085 139-115 139-185
S4 139-030 139-060 139-170
Weekly Pivots for week ending 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 140-198 140-152 139-266
R3 140-088 140-042 139-235
R2 139-298 139-298 139-225
R1 139-252 139-252 139-215 139-275
PP 139-188 139-188 139-188 139-200
S1 139-142 139-142 139-195 139-165
S2 139-078 139-078 139-185
S3 138-288 139-032 139-175
S4 138-178 138-242 139-144
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-230 139-125 0-105 0.2% 0-063 0.1% 71% False False 866,483
10 139-240 139-105 0-135 0.3% 0-079 0.2% 70% False False 872,421
20 139-290 138-300 0-310 0.7% 0-106 0.2% 71% False False 1,044,390
40 140-110 138-185 1-245 1.3% 0-118 0.3% 59% False False 739,895
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 140-134
2.618 140-044
1.618 139-309
1.000 139-275
0.618 139-254
HIGH 139-220
0.618 139-199
0.500 139-192
0.382 139-186
LOW 139-165
0.618 139-131
1.000 139-110
1.618 139-076
2.618 139-021
4.250 138-251
Fisher Pivots for day following 28-Sep-2020
Pivot 1 day 3 day
R1 139-198 139-197
PP 139-195 139-193
S1 139-192 139-190

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

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