ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 21-Oct-2020
Day Change Summary
Previous Current
20-Oct-2020 21-Oct-2020 Change Change % Previous Week
Open 138-265 138-240 -0-025 -0.1% 138-265
High 138-285 138-245 -0-040 -0.1% 139-140
Low 138-210 138-130 -0-080 -0.2% 138-255
Close 138-225 138-185 -0-040 -0.1% 139-020
Range 0-075 0-115 0-040 53.3% 0-205
ATR 0-105 0-106 0-001 0.7% 0-000
Volume 1,249,462 1,517,057 267,595 21.4% 4,116,440
Daily Pivots for day following 21-Oct-2020
Classic Woodie Camarilla DeMark
R4 139-212 139-153 138-248
R3 139-097 139-038 138-217
R2 138-302 138-302 138-206
R1 138-243 138-243 138-196 138-215
PP 138-187 138-187 138-187 138-172
S1 138-128 138-128 138-174 138-100
S2 138-072 138-072 138-164
S3 137-277 138-013 138-153
S4 137-162 137-218 138-122
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
5 139-140 138-130 1-010 0.7% 0-098 0.2% 17% False True 1,176,482
10 139-140 138-130 1-010 0.7% 0-088 0.2% 17% False True 992,007
20 139-260 138-130 1-130 1.0% 0-104 0.2% 12% False True 1,112,527
40 139-290 138-130 1-160 1.1% 0-114 0.3% 11% False True 1,153,088
60 140-110 138-130 1-300 1.4% 0-115 0.3% 9% False True 822,133
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 0-019
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 140-094
2.618 139-226
1.618 139-111
1.000 139-040
0.618 138-316
HIGH 138-245
0.618 138-201
0.500 138-188
0.382 138-174
LOW 138-130
0.618 138-059
1.000 138-015
1.618 137-264
2.618 137-149
4.250 136-281
Fisher Pivots for day following 21-Oct-2020
Pivot 1 day 3 day
R1 138-188 138-232
PP 138-187 138-217
S1 138-186 138-201

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

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