ECBOT 10 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 13-Oct-2020

Day Change Summary
	Previous	Current
	12-Oct-2020	13-Oct-2020	Change	Change %	Previous Week
Open	138-265	138-290	0-025	0.1%	139-120
High	138-300	139-080	0-100	0.2%	139-145
Low	138-255	138-285	0-030	0.1%	138-205
Close	138-290	139-065	0-095	0.2%	138-265
Range	0-045	0-115	0-070	155.6%	0-260
ATR	0-111	0-111	0-000	0.2%	0-000
Volume	195,305	1,044,436	849,131	434.8%	6,304,861

Daily Pivots for day following 13-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-062	140-018	139-128
R3	139-267	139-223	139-097
R2	139-152	139-152	139-086
R1	139-108	139-108	139-076	139-130
PP	139-037	139-037	139-037	139-048
S1	138-313	138-313	139-054	139-015
S2	138-242	138-242	139-044
S3	138-127	138-198	139-033
S4	138-012	138-083	139-002

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	139-080	138-205	0-195	0.4%	0-099	0.2%	92%	True	False	916,965
10	139-255	138-205	1-050	0.8%	0-129	0.3%	49%	False	False	1,224,322
20	139-260	138-205	1-055	0.8%	0-104	0.2%	48%	False	False	1,050,387
40	139-290	138-185	1-105	1.0%	0-116	0.3%	47%	False	False	1,061,606
60	140-110	138-185	1-245	1.3%	0-114	0.3%	35%	False	False	710,865

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-022
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	140-249
2.618	140-061
1.618	139-266
1.000	139-195
0.618	139-151
HIGH	139-080
0.618	139-036
0.500	139-022
0.382	139-009
LOW	138-285
0.618	138-214
1.000	138-170
1.618	138-099
2.618	137-304
4.250	137-116

Fisher Pivots for day following 13-Oct-2020
Pivot	1 day	3 day
R1	139-051	139-039
PP	139-037	139-013
S1	139-022	138-308

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