ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 04-Aug-2020
Day Change Summary
Previous Current
03-Aug-2020 04-Aug-2020 Change Change % Previous Week
Open 140-020 140-005 -0-015 0.0% 139-160
High 140-030 140-110 0-080 0.2% 140-035
Low 139-255 140-000 0-065 0.1% 139-060
Close 139-275 140-085 0-130 0.3% 140-005
Range 0-095 0-110 0-015 15.8% 0-295
ATR 0-094 0-098 0-004 4.6% 0-000
Volume 15,211 7,406 -7,805 -51.3% 19,644
Daily Pivots for day following 04-Aug-2020
Classic Woodie Camarilla DeMark
R4 141-075 141-030 140-146
R3 140-285 140-240 140-115
R2 140-175 140-175 140-105
R1 140-130 140-130 140-095 140-152
PP 140-065 140-065 140-065 140-076
S1 140-020 140-020 140-075 140-042
S2 139-275 139-275 140-065
S3 139-165 139-230 140-055
S4 139-055 139-120 140-024
Weekly Pivots for week ending 31-Jul-2020
Classic Woodie Camarilla DeMark
R4 142-172 142-063 140-167
R3 141-197 141-088 140-086
R2 140-222 140-222 140-059
R1 140-113 140-113 140-032 140-168
PP 139-247 139-247 139-247 139-274
S1 139-138 139-138 139-298 139-192
S2 138-272 138-272 139-271
S3 137-297 138-163 139-244
S4 137-002 137-188 139-163
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140-110 139-160 0-270 0.6% 0-098 0.2% 91% True False 7,849
10 140-110 139-060 1-050 0.8% 0-091 0.2% 93% True False 4,535
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 141-258
2.618 141-078
1.618 140-288
1.000 140-220
0.618 140-178
HIGH 140-110
0.618 140-068
0.500 140-055
0.382 140-042
LOW 140-000
0.618 139-252
1.000 139-210
1.618 139-142
2.618 139-032
4.250 138-172
Fisher Pivots for day following 04-Aug-2020
Pivot 1 day 3 day
R1 140-075 140-064
PP 140-065 140-043
S1 140-055 140-022

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

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