ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 14-Oct-2020
Day Change Summary
Previous Current
13-Oct-2020 14-Oct-2020 Change Change % Previous Week
Open 138-290 139-065 0-095 0.2% 139-120
High 139-080 139-105 0-025 0.1% 139-145
Low 138-285 139-045 0-080 0.2% 138-205
Close 139-065 139-070 0-005 0.0% 138-265
Range 0-115 0-060 -0-055 -47.8% 0-260
ATR 0-111 0-108 -0-004 -3.3% 0-000
Volume 1,044,436 801,761 -242,675 -23.2% 6,304,861
Daily Pivots for day following 14-Oct-2020
Classic Woodie Camarilla DeMark
R4 139-253 139-222 139-103
R3 139-193 139-162 139-086
R2 139-133 139-133 139-081
R1 139-102 139-102 139-076 139-118
PP 139-073 139-073 139-073 139-081
S1 139-042 139-042 139-064 139-058
S2 139-013 139-013 139-059
S3 138-273 138-302 139-054
S4 138-213 138-242 139-037
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
5 139-105 138-215 0-210 0.5% 0-079 0.2% 83% True False 807,532
10 139-250 138-205 1-045 0.8% 0-120 0.3% 51% False False 1,131,683
20 139-260 138-205 1-055 0.8% 0-102 0.2% 49% False False 1,046,848
40 139-290 138-185 1-105 1.0% 0-115 0.3% 48% False False 1,080,896
60 140-110 138-185 1-245 1.3% 0-114 0.3% 36% False False 724,194
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 0-022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 140-040
2.618 139-262
1.618 139-202
1.000 139-165
0.618 139-142
HIGH 139-105
0.618 139-082
0.500 139-075
0.382 139-068
LOW 139-045
0.618 139-008
1.000 138-305
1.618 138-268
2.618 138-208
4.250 138-110
Fisher Pivots for day following 14-Oct-2020
Pivot 1 day 3 day
R1 139-075 139-053
PP 139-073 139-037
S1 139-072 139-020

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

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