ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 23-Jul-2020
Day Change Summary
Previous Current
22-Jul-2020 23-Jul-2020 Change Change % Previous Week
Open 139-145 139-150 0-005 0.0% 139-000
High 139-180 139-195 0-015 0.0% 139-155
Low 139-135 139-145 0-010 0.0% 138-220
Close 139-155 139-175 0-020 0.0% 139-085
Range 0-045 0-050 0-005 11.1% 0-255
ATR
Volume 920 1,503 583 63.4% 3,170
Daily Pivots for day following 23-Jul-2020
Classic Woodie Camarilla DeMark
R4 140-002 139-298 139-202
R3 139-272 139-248 139-189
R2 139-222 139-222 139-184
R1 139-198 139-198 139-180 139-210
PP 139-172 139-172 139-172 139-178
S1 139-148 139-148 139-170 139-160
S2 139-122 139-122 139-166
S3 139-072 139-098 139-161
S4 139-022 139-048 139-148
Weekly Pivots for week ending 17-Jul-2020
Classic Woodie Camarilla DeMark
R4 141-172 141-063 139-225
R3 140-237 140-128 139-155
R2 139-302 139-302 139-132
R1 139-193 139-193 139-108 139-248
PP 139-047 139-047 139-047 139-074
S1 138-258 138-258 139-062 138-312
S2 138-112 138-112 139-038
S3 137-177 138-003 139-015
S4 136-242 137-068 138-265
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-195 139-080 0-115 0.3% 0-059 0.1% 83% True False 1,150
10 139-205 138-220 0-305 0.7% 0-082 0.2% 90% False False 832
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 140-088
2.618 140-006
1.618 139-276
1.000 139-245
0.618 139-226
HIGH 139-195
0.618 139-176
0.500 139-170
0.382 139-164
LOW 139-145
0.618 139-114
1.000 139-095
1.618 139-064
2.618 139-014
4.250 138-252
Fisher Pivots for day following 23-Jul-2020
Pivot 1 day 3 day
R1 139-173 139-163
PP 139-172 139-152
S1 139-170 139-140

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

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