ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 12-Oct-2020
Day Change Summary
Previous Current
09-Oct-2020 12-Oct-2020 Change Change % Previous Week
Open 138-255 138-265 0-010 0.0% 139-120
High 138-315 138-300 -0-015 0.0% 139-145
Low 138-215 138-255 0-040 0.1% 138-205
Close 138-265 138-290 0-025 0.1% 138-265
Range 0-100 0-045 -0-055 -55.0% 0-260
ATR 0-116 0-111 -0-005 -4.4% 0-000
Volume 1,004,425 195,305 -809,120 -80.6% 6,304,861
Daily Pivots for day following 12-Oct-2020
Classic Woodie Camarilla DeMark
R4 139-097 139-078 138-315
R3 139-052 139-033 138-302
R2 139-007 139-007 138-298
R1 138-308 138-308 138-294 138-318
PP 138-282 138-282 138-282 138-286
S1 138-263 138-263 138-286 138-272
S2 138-237 138-237 138-282
S3 138-192 138-218 138-278
S4 138-147 138-173 138-265
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
5 139-060 138-205 0-175 0.4% 0-106 0.2% 49% False False 1,032,055
10 139-260 138-205 1-055 0.8% 0-124 0.3% 23% False False 1,198,692
20 139-260 138-205 1-055 0.8% 0-101 0.2% 23% False False 1,035,556
40 139-290 138-185 1-105 1.0% 0-116 0.3% 25% False False 1,036,293
60 140-110 138-185 1-245 1.3% 0-114 0.3% 19% False False 693,470
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 12 trading days
Fibonacci Retracements and Extensions
4.250 139-171
2.618 139-098
1.618 139-053
1.000 139-025
0.618 139-008
HIGH 138-300
0.618 138-283
0.500 138-278
0.382 138-272
LOW 138-255
0.618 138-227
1.000 138-210
1.618 138-182
2.618 138-137
4.250 138-064
Fisher Pivots for day following 12-Oct-2020
Pivot 1 day 3 day
R1 138-286 138-282
PP 138-282 138-273
S1 138-278 138-265

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

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