ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 09-Oct-2020
Day Change Summary
Previous Current
08-Oct-2020 09-Oct-2020 Change Change % Previous Week
Open 138-225 138-255 0-030 0.1% 139-120
High 138-300 138-315 0-015 0.0% 139-145
Low 138-225 138-215 -0-010 0.0% 138-205
Close 138-295 138-265 -0-030 -0.1% 138-265
Range 0-075 0-100 0-025 33.3% 0-260
ATR 0-118 0-116 -0-001 -1.1% 0-000
Volume 991,733 1,004,425 12,692 1.3% 6,304,861
Daily Pivots for day following 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 139-245 139-195 139-000
R3 139-145 139-095 138-292
R2 139-045 139-045 138-283
R1 138-315 138-315 138-274 139-020
PP 138-265 138-265 138-265 138-278
S1 138-215 138-215 138-256 138-240
S2 138-165 138-165 138-247
S3 138-065 138-115 138-238
S4 137-285 138-015 138-210
Weekly Pivots for week ending 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 141-132 140-298 139-088
R3 140-192 140-038 139-016
R2 139-252 139-252 138-313
R1 139-098 139-098 138-289 139-045
PP 138-312 138-312 138-312 138-285
S1 138-158 138-158 138-241 138-105
S2 138-052 138-052 138-217
S3 137-112 137-218 138-194
S4 136-172 136-278 138-122
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-145 138-205 0-260 0.6% 0-142 0.3% 23% False False 1,260,972
10 139-260 138-205 1-055 0.8% 0-124 0.3% 16% False False 1,251,105
20 139-260 138-205 1-055 0.8% 0-102 0.2% 16% False False 1,063,136
40 139-290 138-185 1-105 1.0% 0-117 0.3% 19% False False 1,032,263
60 140-110 138-185 1-245 1.3% 0-114 0.3% 14% False False 690,225
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 140-100
2.618 139-257
1.618 139-157
1.000 139-095
0.618 139-057
HIGH 138-315
0.618 138-277
0.500 138-265
0.382 138-253
LOW 138-215
0.618 138-153
1.000 138-115
1.618 138-053
2.618 137-273
4.250 137-110
Fisher Pivots for day following 09-Oct-2020
Pivot 1 day 3 day
R1 138-265 138-285
PP 138-265 138-278
S1 138-265 138-272

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

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