ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 24-Jul-2020
Day Change Summary
Previous Current
23-Jul-2020 24-Jul-2020 Change Change % Previous Week
Open 139-150 139-170 0-020 0.0% 139-110
High 139-195 139-220 0-025 0.1% 139-220
Low 139-145 139-150 0-005 0.0% 139-085
Close 139-175 139-160 -0-015 0.0% 139-160
Range 0-050 0-070 0-020 40.0% 0-135
ATR
Volume 1,503 667 -836 -55.6% 5,817
Daily Pivots for day following 24-Jul-2020
Classic Woodie Camarilla DeMark
R4 140-067 140-023 139-198
R3 139-317 139-273 139-179
R2 139-247 139-247 139-173
R1 139-203 139-203 139-166 139-190
PP 139-177 139-177 139-177 139-170
S1 139-133 139-133 139-154 139-120
S2 139-107 139-107 139-147
S3 139-037 139-063 139-141
S4 138-287 138-313 139-122
Weekly Pivots for week ending 24-Jul-2020
Classic Woodie Camarilla DeMark
R4 140-240 140-175 139-234
R3 140-105 140-040 139-197
R2 139-290 139-290 139-185
R1 139-225 139-225 139-172 139-258
PP 139-155 139-155 139-155 139-171
S1 139-090 139-090 139-148 139-122
S2 139-020 139-020 139-135
S3 138-205 138-275 139-123
S4 138-070 138-140 139-086
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-220 139-085 0-135 0.3% 0-060 0.1% 56% True False 1,163
10 139-220 138-220 1-000 0.7% 0-072 0.2% 81% True False 898
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 0-020
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 140-198
2.618 140-083
1.618 140-013
1.000 139-290
0.618 139-263
HIGH 139-220
0.618 139-193
0.500 139-185
0.382 139-177
LOW 139-150
0.618 139-107
1.000 139-080
1.618 139-037
2.618 138-287
4.250 138-172
Fisher Pivots for day following 24-Jul-2020
Pivot 1 day 3 day
R1 139-185 139-178
PP 139-177 139-172
S1 139-168 139-166

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

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