ECBOT 10 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 19-Oct-2020

Day Change Summary
	Previous	Current
	16-Oct-2020	19-Oct-2020	Change	Change %	Previous Week
Open	139-030	139-010	-0-020	0.0%	138-265
High	139-075	139-015	-0-060	-0.1%	139-140
Low	138-310	138-240	-0-070	-0.2%	138-255
Close	139-020	138-295	-0-045	-0.1%	139-020
Range	0-085	0-095	0-010	11.8%	0-205
ATR	0-107	0-106	0-000	-0.5%	0-000
Volume	928,432	1,040,956	112,524	12.1%	4,116,440

Daily Pivots for day following 19-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	139-255	139-210	139-027
R3	139-160	139-115	139-001
R2	139-065	139-065	138-312
R1	139-020	139-020	138-304	138-315
PP	138-290	138-290	138-290	138-278
S1	138-245	138-245	138-286	138-220
S2	138-195	138-195	138-278
S3	138-100	138-150	138-269
S4	138-005	138-055	138-243

Weekly Pivots for week ending 16-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	141-007	140-218	139-133
R3	140-122	140-013	139-076
R2	139-237	139-237	139-058
R1	139-128	139-128	139-039	139-182
PP	139-032	139-032	139-032	139-059
S1	138-243	138-243	139-001	138-298
S2	138-147	138-147	138-302
S3	137-262	138-038	138-284
S4	137-057	137-153	138-227

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139-140	138-240	0-220	0.5%	0-095	0.2%	25%	False	True	992,418
10	139-140	138-205	0-255	0.6%	0-100	0.2%	35%	False	False	1,012,237
20	139-260	138-205	1-055	0.8%	0-101	0.2%	24%	False	False	1,064,071
40	139-290	138-185	1-105	1.0%	0-116	0.3%	26%	False	False	1,151,209
60	140-110	138-185	1-245	1.3%	0-116	0.3%	19%	False	False	776,074

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	140-099
2.618	139-264
1.618	139-169
1.000	139-110
0.618	139-074
HIGH	139-015
0.618	138-299
0.500	138-288
0.382	138-276
LOW	138-240
0.618	138-181
1.000	138-145
1.618	138-086
2.618	137-311
4.250	137-156

Fisher Pivots for day following 19-Oct-2020
Pivot	1 day	3 day
R1	138-292	139-030
PP	138-290	139-012
S1	138-288	138-313

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