ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 30-Jul-2020
Day Change Summary
Previous Current
29-Jul-2020 30-Jul-2020 Change Change % Previous Week
Open 139-195 139-225 0-030 0.1% 139-110
High 139-255 139-315 0-060 0.1% 139-220
Low 139-160 139-225 0-065 0.1% 139-085
Close 139-215 139-305 0-090 0.2% 139-160
Range 0-095 0-090 -0-005 -5.3% 0-135
ATR 0-093 0-094 0-000 0.5% 0-000
Volume 5,708 4,664 -1,044 -18.3% 5,817
Daily Pivots for day following 30-Jul-2020
Classic Woodie Camarilla DeMark
R4 140-232 140-198 140-034
R3 140-142 140-108 140-010
R2 140-052 140-052 140-002
R1 140-018 140-018 139-313 140-035
PP 139-282 139-282 139-282 139-290
S1 139-248 139-248 139-297 139-265
S2 139-192 139-192 139-288
S3 139-102 139-158 139-280
S4 139-012 139-068 139-256
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
5 139-315 139-060 0-255 0.6% 0-102 0.2% 96% True False 2,810
10 139-315 139-060 0-255 0.6% 0-080 0.2% 96% True False 1,980
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 141-058
2.618 140-231
1.618 140-141
1.000 140-085
0.618 140-051
HIGH 139-315
0.618 139-281
0.500 139-270
0.382 139-259
LOW 139-225
0.618 139-169
1.000 139-135
1.618 139-079
2.618 138-309
4.250 138-162
Fisher Pivots for day following 30-Jul-2020
Pivot 1 day 3 day
R1 139-293 139-266
PP 139-282 139-227
S1 139-270 139-188

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

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