ECBOT 10 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 08-Oct-2020

Day Change Summary
	Previous	Current
	07-Oct-2020	08-Oct-2020	Change	Change %	Previous Week
Open	139-040	138-225	-0-135	-0.3%	139-205
High	139-045	138-300	-0-065	-0.1%	139-260
Low	138-205	138-225	0-020	0.0%	139-065
Close	138-230	138-295	0-065	0.1%	139-140
Range	0-160	0-075	-0-085	-53.1%	0-195
ATR	0-121	0-118	-0-003	-2.7%	0-000
Volume	1,348,929	991,733	-357,196	-26.5%	6,206,196

Daily Pivots for day following 08-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	139-178	139-152	139-016
R3	139-103	139-077	138-316
R2	139-028	139-028	138-309
R1	139-002	139-002	138-302	139-015
PP	138-273	138-273	138-273	138-280
S1	138-247	138-247	138-288	138-260
S2	138-198	138-198	138-281
S3	138-123	138-172	138-274
S4	138-048	138-097	138-254

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	139-250	138-205	1-045	0.8%	0-149	0.3%	25%	False	False	1,348,895
10	139-260	138-205	1-055	0.8%	0-122	0.3%	24%	False	False	1,228,082
20	139-260	138-205	1-055	0.8%	0-102	0.2%	24%	False	False	1,059,804
40	139-290	138-185	1-105	1.0%	0-119	0.3%	26%	False	False	1,007,720
60	140-110	138-185	1-245	1.3%	0-114	0.3%	19%	False	False	673,516

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-024
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	139-299
2.618	139-176
1.618	139-101
1.000	139-055
0.618	139-026
HIGH	138-300
0.618	138-271
0.500	138-262
0.382	138-254
LOW	138-225
0.618	138-179
1.000	138-150
1.618	138-104
2.618	138-029
4.250	137-226

Fisher Pivots for day following 08-Oct-2020
Pivot	1 day	3 day
R1	138-284	138-294
PP	138-273	138-293
S1	138-262	138-292

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols