ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 06-Oct-2020
Day Change Summary
Previous Current
05-Oct-2020 06-Oct-2020 Change Change % Previous Week
Open 139-120 138-245 -0-195 -0.4% 139-205
High 139-145 139-060 -0-085 -0.2% 139-260
Low 138-240 138-230 -0-010 0.0% 139-065
Close 138-295 139-015 0-040 0.1% 139-140
Range 0-225 0-150 -0-075 -33.3% 0-195
ATR 0-115 0-118 0-002 2.1% 0-000
Volume 1,339,887 1,619,887 280,000 20.9% 6,206,196
Daily Pivots for day following 06-Oct-2020
Classic Woodie Camarilla DeMark
R4 140-125 140-060 139-098
R3 139-295 139-230 139-056
R2 139-145 139-145 139-042
R1 139-080 139-080 139-029 139-112
PP 138-315 138-315 138-315 139-011
S1 138-250 138-250 139-001 138-282
S2 138-165 138-165 138-308
S3 138-015 138-100 138-294
S4 137-185 137-270 138-252
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
5 139-255 138-230 1-025 0.8% 0-159 0.4% 30% False True 1,531,679
10 139-260 138-230 1-030 0.8% 0-112 0.3% 30% False True 1,196,233
20 139-260 138-230 1-030 0.8% 0-103 0.2% 30% False True 1,061,980
40 139-290 138-185 1-105 1.0% 0-123 0.3% 35% False False 950,027
60 140-110 138-185 1-245 1.3% 0-111 0.3% 27% False False 634,513
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 0-028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141-058
2.618 140-133
1.618 139-303
1.000 139-210
0.618 139-153
HIGH 139-060
0.618 139-003
0.500 138-305
0.382 138-287
LOW 138-230
0.618 138-137
1.000 138-080
1.618 137-307
2.618 137-157
4.250 136-232
Fisher Pivots for day following 06-Oct-2020
Pivot 1 day 3 day
R1 139-005 139-080
PP 138-315 139-058
S1 138-305 139-037

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

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