ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 12-Aug-2020
Day Change Summary
Previous Current
11-Aug-2020 12-Aug-2020 Change Change % Previous Week
Open 139-260 139-095 -0-165 -0.4% 140-020
High 139-270 139-120 -0-150 -0.3% 140-110
Low 139-035 138-285 -0-070 -0.2% 139-255
Close 139-040 139-020 -0-020 0.0% 139-280
Range 0-235 0-155 -0-080 -34.0% 0-175
ATR 0-112 0-115 0-003 2.8% 0-000
Volume 18,438 14,508 -3,930 -21.3% 37,566
Daily Pivots for day following 12-Aug-2020
Classic Woodie Camarilla DeMark
R4 140-180 140-095 139-105
R3 140-025 139-260 139-063
R2 139-190 139-190 139-048
R1 139-105 139-105 139-034 139-070
PP 139-035 139-035 139-035 139-018
S1 138-270 138-270 139-006 138-235
S2 138-200 138-200 138-312
S3 138-045 138-115 138-297
S4 137-210 137-280 138-255
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
5 140-100 138-285 1-135 1.0% 0-145 0.3% 12% False True 9,445
10 140-110 138-285 1-145 1.0% 0-124 0.3% 12% False True 8,512
20 140-110 138-285 1-145 1.0% 0-103 0.2% 12% False True 5,108
Crabel Price Patterns
NR True
NR4 False
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 0-017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141-139
2.618 140-206
1.618 140-051
1.000 139-275
0.618 139-216
HIGH 139-120
0.618 139-061
0.500 139-042
0.382 139-024
LOW 138-285
0.618 138-189
1.000 138-130
1.618 138-034
2.618 137-199
4.250 136-266
Fisher Pivots for day following 12-Aug-2020
Pivot 1 day 3 day
R1 139-042 139-152
PP 139-035 139-108
S1 139-028 139-064

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

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