ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 02-Oct-2020
Day Change Summary
Previous Current
01-Oct-2020 02-Oct-2020 Change Change % Previous Week
Open 139-150 139-165 0-015 0.0% 139-205
High 139-205 139-250 0-045 0.1% 139-260
Low 139-065 139-115 0-050 0.1% 139-065
Close 139-175 139-140 -0-035 -0.1% 139-140
Range 0-140 0-135 -0-005 -3.6% 0-195
ATR 0-105 0-107 0-002 2.1% 0-000
Volume 1,526,426 1,444,042 -82,384 -5.4% 6,206,196
Daily Pivots for day following 02-Oct-2020
Classic Woodie Camarilla DeMark
R4 140-253 140-172 139-214
R3 140-118 140-037 139-177
R2 139-303 139-303 139-165
R1 139-222 139-222 139-152 139-195
PP 139-168 139-168 139-168 139-155
S1 139-087 139-087 139-128 139-060
S2 139-033 139-033 139-115
S3 138-218 138-272 139-103
S4 138-083 138-137 139-066
Weekly Pivots for week ending 02-Oct-2020
Classic Woodie Camarilla DeMark
R4 141-100 140-315 139-247
R3 140-225 140-120 139-194
R2 140-030 140-030 139-176
R1 139-245 139-245 139-158 139-200
PP 139-155 139-155 139-155 139-132
S1 139-050 139-050 139-122 139-005
S2 138-280 138-280 139-104
S3 138-085 138-175 139-086
S4 137-210 137-300 139-033
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-260 139-065 0-195 0.4% 0-107 0.2% 38% False False 1,241,239
10 139-260 139-065 0-195 0.4% 0-090 0.2% 38% False False 1,081,649
20 139-260 139-000 0-260 0.6% 0-104 0.2% 54% False False 1,054,859
40 140-070 138-185 1-205 1.2% 0-119 0.3% 52% False False 876,229
60 140-110 138-185 1-245 1.3% 0-111 0.2% 49% False False 585,186
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-026
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 141-184
2.618 140-283
1.618 140-148
1.000 140-065
0.618 140-013
HIGH 139-250
0.618 139-198
0.500 139-182
0.382 139-167
LOW 139-115
0.618 139-032
1.000 138-300
1.618 138-217
2.618 138-082
4.250 137-181
Fisher Pivots for day following 02-Oct-2020
Pivot 1 day 3 day
R1 139-182 139-160
PP 139-168 139-153
S1 139-154 139-147

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

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