ECBOT 10 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 13-Oct-2020
Day Change Summary
Previous Current
12-Oct-2020 13-Oct-2020 Change Change % Previous Week
Open 138-160 138-245 0-085 0.2% 138-300
High 138-185 138-285 0-100 0.2% 139-035
Low 138-160 138-180 0-020 0.0% 138-100
Close 138-180 138-275 0-095 0.2% 138-155
Range 0-025 0-105 0-080 320.0% 0-255
ATR 0-092 0-093 0-001 1.0% 0-000
Volume 4 610 606 15,150.0% 1,837
Daily Pivots for day following 13-Oct-2020
Classic Woodie Camarilla DeMark
R4 139-242 139-203 139-013
R3 139-137 139-098 138-304
R2 139-032 139-032 138-294
R1 138-313 138-313 138-285 139-012
PP 138-247 138-247 138-247 138-256
S1 138-208 138-208 138-265 138-228
S2 138-142 138-142 138-256
S3 138-037 138-103 138-246
S4 137-252 137-318 138-217
Weekly Pivots for week ending 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 141-008 140-177 138-295
R3 140-073 139-242 138-225
R2 139-138 139-138 138-202
R1 138-307 138-307 138-178 138-255
PP 138-203 138-203 138-203 138-178
S1 138-052 138-052 138-132 138-000
S2 137-268 137-268 138-108
S3 137-013 137-117 138-085
S4 136-078 136-182 138-015
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138-285 138-100 0-185 0.4% 0-088 0.2% 95% True False 434
10 139-150 138-100 1-050 0.8% 0-110 0.2% 47% False False 334
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 0-024
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 140-091
2.618 139-240
1.618 139-135
1.000 139-070
0.618 139-030
HIGH 138-285
0.618 138-245
0.500 138-232
0.382 138-220
LOW 138-180
0.618 138-115
1.000 138-075
1.618 138-010
2.618 137-225
4.250 137-054
Fisher Pivots for day following 13-Oct-2020
Pivot 1 day 3 day
R1 138-261 138-249
PP 138-247 138-223
S1 138-232 138-198

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

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