ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 23-Sep-2020
Day Change Summary
Previous Current
22-Sep-2020 23-Sep-2020 Change Change % Previous Week
Open 139-185 139-175 -0-010 0.0% 139-190
High 139-200 139-215 0-015 0.0% 139-240
Low 139-155 139-125 -0-030 -0.1% 139-105
Close 139-200 139-160 -0-040 -0.1% 139-130
Range 0-045 0-090 0-045 100.0% 0-135
ATR 0-114 0-112 -0-002 -1.5% 0-000
Volume 816,613 946,449 129,836 15.9% 4,141,374
Daily Pivots for day following 23-Sep-2020
Classic Woodie Camarilla DeMark
R4 140-117 140-068 139-210
R3 140-027 139-298 139-185
R2 139-257 139-257 139-176
R1 139-208 139-208 139-168 139-188
PP 139-167 139-167 139-167 139-156
S1 139-118 139-118 139-152 139-098
S2 139-077 139-077 139-144
S3 138-307 139-028 139-135
S4 138-217 138-258 139-110
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 140-243 140-162 139-204
R3 140-108 140-027 139-167
R2 139-293 139-293 139-155
R1 139-212 139-212 139-142 139-185
PP 139-158 139-158 139-158 139-145
S1 139-077 139-077 139-118 139-050
S2 139-023 139-023 139-105
S3 138-208 138-262 139-093
S4 138-073 138-127 139-056
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-240 139-110 0-130 0.3% 0-088 0.2% 38% False False 906,900
10 139-240 139-050 0-190 0.4% 0-089 0.2% 58% False False 901,715
20 139-290 138-185 1-105 1.0% 0-124 0.3% 69% False False 1,191,932
40 140-110 138-185 1-245 1.3% 0-121 0.3% 52% False False 676,077
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 140-278
2.618 140-131
1.618 140-041
1.000 139-305
0.618 139-271
HIGH 139-215
0.618 139-181
0.500 139-170
0.382 139-159
LOW 139-125
0.618 139-069
1.000 139-035
1.618 138-299
2.618 138-209
4.250 138-062
Fisher Pivots for day following 23-Sep-2020
Pivot 1 day 3 day
R1 139-170 139-180
PP 139-167 139-173
S1 139-163 139-167

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

View Archives - Comment on this page... - Back to Index of Symbols