ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 27-Oct-2020
Day Change Summary
Previous Current
26-Oct-2020 27-Oct-2020 Change Change % Previous Week
Open 138-110 138-200 0-090 0.2% 139-010
High 138-230 138-290 0-060 0.1% 139-015
Low 138-110 138-185 0-075 0.2% 138-050
Close 138-205 138-270 0-065 0.1% 138-115
Range 0-120 0-105 -0-015 -12.5% 0-285
ATR 0-109 0-108 0-000 -0.2% 0-000
Volume 1,168,035 968,531 -199,504 -17.1% 6,387,600
Daily Pivots for day following 27-Oct-2020
Classic Woodie Camarilla DeMark
R4 139-243 139-202 139-008
R3 139-138 139-097 138-299
R2 139-033 139-033 138-289
R1 138-312 138-312 138-280 139-012
PP 138-248 138-248 138-248 138-259
S1 138-207 138-207 138-260 138-228
S2 138-143 138-143 138-251
S3 138-038 138-102 138-241
S4 137-253 137-317 138-212
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
5 138-290 138-050 0-240 0.5% 0-117 0.3% 92% True False 1,246,749
10 139-140 138-050 1-090 0.9% 0-102 0.2% 54% False False 1,140,086
20 139-255 138-050 1-205 1.2% 0-116 0.3% 42% False False 1,182,204
40 139-290 138-050 1-240 1.3% 0-109 0.2% 39% False False 1,090,167
60 140-110 138-050 2-060 1.6% 0-117 0.3% 31% False False 900,213
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
4.250 140-096
2.618 139-245
1.618 139-140
1.000 139-075
0.618 139-035
HIGH 138-290
0.618 138-250
0.500 138-238
0.382 138-225
LOW 138-185
0.618 138-120
1.000 138-080
1.618 138-015
2.618 137-230
4.250 137-059
Fisher Pivots for day following 27-Oct-2020
Pivot 1 day 3 day
R1 138-259 138-238
PP 138-248 138-205
S1 138-238 138-172

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

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