ECBOT 10 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 15-Oct-2020
Day Change Summary
Previous Current
14-Oct-2020 15-Oct-2020 Change Change % Previous Week
Open 138-290 139-000 0-030 0.1% 138-300
High 138-315 139-030 0-035 0.1% 139-035
Low 138-265 138-240 -0-025 -0.1% 138-100
Close 138-285 138-250 -0-035 -0.1% 138-155
Range 0-050 0-110 0-060 120.0% 0-255
ATR 0-090 0-091 0-001 1.6% 0-000
Volume 237 1,621 1,384 584.0% 1,837
Daily Pivots for day following 15-Oct-2020
Classic Woodie Camarilla DeMark
R4 139-290 139-220 138-310
R3 139-180 139-110 138-280
R2 139-070 139-070 138-270
R1 139-000 139-000 138-260 138-300
PP 138-280 138-280 138-280 138-270
S1 138-210 138-210 138-240 138-190
S2 138-170 138-170 138-230
S3 138-060 138-100 138-220
S4 137-270 137-310 138-190
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
5 139-030 138-110 0-240 0.5% 0-077 0.2% 58% True False 498
10 139-150 138-100 1-050 0.8% 0-108 0.2% 41% False False 485
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-027
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 140-178
2.618 139-318
1.618 139-208
1.000 139-140
0.618 139-098
HIGH 139-030
0.618 138-308
0.500 138-295
0.382 138-282
LOW 138-240
0.618 138-172
1.000 138-130
1.618 138-062
2.618 137-272
4.250 137-092
Fisher Pivots for day following 15-Oct-2020
Pivot 1 day 3 day
R1 138-295 138-265
PP 138-280 138-260
S1 138-265 138-255

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

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