ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 28-Oct-2020
Day Change Summary
Previous Current
27-Oct-2020 28-Oct-2020 Change Change % Previous Week
Open 138-200 138-285 0-085 0.2% 139-010
High 138-290 139-030 0-060 0.1% 139-015
Low 138-185 138-245 0-060 0.1% 138-050
Close 138-270 138-255 -0-015 0.0% 138-115
Range 0-105 0-105 0-000 0.0% 0-285
ATR 0-108 0-108 0-000 -0.2% 0-000
Volume 968,531 1,529,111 560,580 57.9% 6,387,600
Daily Pivots for day following 28-Oct-2020
Classic Woodie Camarilla DeMark
R4 139-278 139-212 138-313
R3 139-173 139-107 138-284
R2 139-068 139-068 138-274
R1 139-002 139-002 138-265 138-302
PP 138-283 138-283 138-283 138-274
S1 138-217 138-217 138-245 138-198
S2 138-178 138-178 138-236
S3 138-073 138-112 138-226
S4 137-288 138-007 138-197
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
5 139-030 138-050 0-300 0.7% 0-115 0.3% 68% True False 1,249,160
10 139-140 138-050 1-090 0.9% 0-106 0.2% 50% False False 1,212,821
20 139-250 138-050 1-200 1.2% 0-114 0.3% 39% False False 1,172,252
40 139-290 138-050 1-240 1.3% 0-108 0.2% 37% False False 1,096,605
60 140-100 138-050 2-050 1.6% 0-117 0.3% 30% False False 925,575
Crabel Price Patterns
NR False
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 0-024
Fibonacci Retracements and Extensions
4.250 140-156
2.618 139-305
1.618 139-200
1.000 139-135
0.618 139-095
HIGH 139-030
0.618 138-310
0.500 138-298
0.382 138-285
LOW 138-245
0.618 138-180
1.000 138-140
1.618 138-075
2.618 137-290
4.250 137-119
Fisher Pivots for day following 28-Oct-2020
Pivot 1 day 3 day
R1 138-298 138-247
PP 138-283 138-238
S1 138-269 138-230

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

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