ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 11-Aug-2020
Day Change Summary
Previous Current
10-Aug-2020 11-Aug-2020 Change Change % Previous Week
Open 139-280 139-260 -0-020 0.0% 140-020
High 140-020 139-270 -0-070 -0.2% 140-110
Low 139-245 139-035 -0-210 -0.5% 139-255
Close 139-255 139-040 -0-215 -0.5% 139-280
Range 0-095 0-235 0-140 147.4% 0-175
ATR 0-102 0-112 0-009 9.2% 0-000
Volume 3,691 18,438 14,747 399.5% 37,566
Daily Pivots for day following 11-Aug-2020
Classic Woodie Camarilla DeMark
R4 141-180 141-025 139-169
R3 140-265 140-110 139-105
R2 140-030 140-030 139-083
R1 139-195 139-195 139-062 139-155
PP 139-115 139-115 139-115 139-095
S1 138-280 138-280 139-018 138-240
S2 138-200 138-200 138-317
S3 137-285 138-045 138-295
S4 137-050 137-130 138-231
Weekly Pivots for week ending 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 141-207 141-098 140-056
R3 141-032 140-243 140-008
R2 140-177 140-177 139-312
R1 140-068 140-068 139-296 140-035
PP 140-002 140-002 140-002 139-305
S1 139-213 139-213 139-264 139-180
S2 139-147 139-147 139-248
S3 138-292 139-038 139-232
S4 138-117 138-183 139-184
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140-100 139-035 1-065 0.9% 0-139 0.3% 1% False True 7,415
10 140-110 139-035 1-075 0.9% 0-118 0.3% 1% False True 7,632
20 140-110 139-035 1-075 0.9% 0-097 0.2% 1% False True 4,398
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 142-309
2.618 141-245
1.618 141-010
1.000 140-185
0.618 140-095
HIGH 139-270
0.618 139-180
0.500 139-152
0.382 139-125
LOW 139-035
0.618 138-210
1.000 138-120
1.618 137-295
2.618 137-060
4.250 135-316
Fisher Pivots for day following 11-Aug-2020
Pivot 1 day 3 day
R1 139-152 139-212
PP 139-115 139-155
S1 139-078 139-098

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

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