ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 29-Sep-2020
Day Change Summary
Previous Current
28-Sep-2020 29-Sep-2020 Change Change % Previous Week
Open 139-205 139-225 0-020 0.0% 139-125
High 139-220 139-260 0-040 0.1% 139-235
Low 139-165 139-200 0-035 0.1% 139-125
Close 139-200 139-250 0-050 0.1% 139-205
Range 0-055 0-060 0-005 9.1% 0-110
ATR 0-102 0-099 -0-003 -2.9% 0-000
Volume 719,441 788,134 68,693 9.5% 4,610,297
Daily Pivots for day following 29-Sep-2020
Classic Woodie Camarilla DeMark
R4 140-097 140-073 139-283
R3 140-037 140-013 139-266
R2 139-297 139-297 139-261
R1 139-273 139-273 139-256 139-285
PP 139-237 139-237 139-237 139-242
S1 139-213 139-213 139-244 139-225
S2 139-177 139-177 139-239
S3 139-117 139-153 139-234
S4 139-057 139-093 139-217
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
5 139-260 139-125 0-135 0.3% 0-066 0.1% 93% True False 860,787
10 139-260 139-105 0-155 0.3% 0-080 0.2% 94% True False 876,452
20 139-290 139-000 0-290 0.6% 0-103 0.2% 86% False False 998,130
40 140-110 138-185 1-245 1.3% 0-118 0.3% 68% False False 759,218
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 0-022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 140-195
2.618 140-097
1.618 140-037
1.000 140-000
0.618 139-297
HIGH 139-260
0.618 139-237
0.500 139-230
0.382 139-223
LOW 139-200
0.618 139-163
1.000 139-140
1.618 139-103
2.618 139-043
4.250 138-265
Fisher Pivots for day following 29-Sep-2020
Pivot 1 day 3 day
R1 139-243 139-235
PP 139-237 139-220
S1 139-230 139-205

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

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