ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 13-Aug-2020
Day Change Summary
Previous Current
12-Aug-2020 13-Aug-2020 Change Change % Previous Week
Open 139-095 139-010 -0-085 -0.2% 140-020
High 139-120 139-100 -0-020 0.0% 140-110
Low 138-285 138-245 -0-040 -0.1% 139-255
Close 139-020 138-265 -0-075 -0.2% 139-280
Range 0-155 0-175 0-020 12.9% 0-175
ATR 0-115 0-119 0-004 3.7% 0-000
Volume 14,508 22,691 8,183 56.4% 37,566
Daily Pivots for day following 13-Aug-2020
Classic Woodie Camarilla DeMark
R4 140-195 140-085 139-041
R3 140-020 139-230 138-313
R2 139-165 139-165 138-297
R1 139-055 139-055 138-281 139-022
PP 138-310 138-310 138-310 138-294
S1 138-200 138-200 138-249 138-168
S2 138-135 138-135 138-233
S3 137-280 138-025 138-217
S4 137-105 137-170 138-169
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
5 140-070 138-245 1-145 1.0% 0-156 0.4% 4% False True 12,698
10 140-110 138-245 1-185 1.1% 0-133 0.3% 4% False True 10,315
20 140-110 138-245 1-185 1.1% 0-107 0.2% 4% False True 6,147
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 0-026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141-204
2.618 140-238
1.618 140-063
1.000 139-275
0.618 139-208
HIGH 139-100
0.618 139-033
0.500 139-012
0.382 138-312
LOW 138-245
0.618 138-137
1.000 138-070
1.618 137-282
2.618 137-107
4.250 136-141
Fisher Pivots for day following 13-Aug-2020
Pivot 1 day 3 day
R1 139-012 139-098
PP 138-310 139-047
S1 138-288 138-316

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

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