ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 23-Oct-2020
Day Change Summary
Previous Current
22-Oct-2020 23-Oct-2020 Change Change % Previous Week
Open 138-160 138-085 -0-075 -0.2% 139-010
High 138-200 138-150 -0-050 -0.1% 139-015
Low 138-050 138-055 0-005 0.0% 138-050
Close 138-105 138-115 0-010 0.0% 138-115
Range 0-150 0-095 -0-055 -36.7% 0-285
ATR 0-109 0-108 -0-001 -0.9% 0-000
Volume 1,390,076 1,190,049 -200,027 -14.4% 6,387,600
Daily Pivots for day following 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 139-072 139-028 138-167
R3 138-297 138-253 138-141
R2 138-202 138-202 138-132
R1 138-158 138-158 138-124 138-180
PP 138-107 138-107 138-107 138-118
S1 138-063 138-063 138-106 138-085
S2 138-012 138-012 138-098
S3 137-237 137-288 138-089
S4 137-142 137-193 138-063
Weekly Pivots for week ending 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 141-062 140-213 138-272
R3 140-097 139-248 138-193
R2 139-132 139-132 138-167
R1 138-283 138-283 138-141 138-225
PP 138-167 138-167 138-167 138-138
S1 137-318 137-318 138-089 137-260
S2 137-202 137-202 138-063
S3 136-237 137-033 138-037
S4 135-272 136-068 137-278
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-015 138-050 0-285 0.6% 0-106 0.2% 23% False False 1,277,520
10 139-140 138-050 1-090 0.9% 0-096 0.2% 16% False False 1,050,404
20 139-260 138-050 1-210 1.2% 0-110 0.2% 12% False False 1,150,754
40 139-290 138-050 1-240 1.3% 0-112 0.3% 12% False False 1,113,593
60 140-110 138-050 2-060 1.6% 0-116 0.3% 9% False False 864,962
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 139-234
2.618 139-079
1.618 138-304
1.000 138-245
0.618 138-209
HIGH 138-150
0.618 138-114
0.500 138-102
0.382 138-091
LOW 138-055
0.618 137-316
1.000 137-280
1.618 137-221
2.618 137-126
4.250 136-291
Fisher Pivots for day following 23-Oct-2020
Pivot 1 day 3 day
R1 138-111 138-148
PP 138-107 138-137
S1 138-102 138-126

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

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