ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 14-Aug-2020
Day Change Summary
Previous Current
13-Aug-2020 14-Aug-2020 Change Change % Previous Week
Open 139-010 138-265 -0-065 -0.1% 139-280
High 139-100 139-030 -0-070 -0.2% 140-020
Low 138-245 138-245 0-000 0.0% 138-245
Close 138-265 139-000 0-055 0.1% 139-000
Range 0-175 0-105 -0-070 -40.0% 1-095
ATR 0-119 0-118 -0-001 -0.9% 0-000
Volume 22,691 34,117 11,426 50.4% 93,445
Daily Pivots for day following 14-Aug-2020
Classic Woodie Camarilla DeMark
R4 139-300 139-255 139-058
R3 139-195 139-150 139-029
R2 139-090 139-090 139-019
R1 139-045 139-045 139-010 139-068
PP 138-305 138-305 138-305 138-316
S1 138-260 138-260 138-310 138-282
S2 138-200 138-200 138-301
S3 138-095 138-155 138-291
S4 137-310 138-050 138-262
Weekly Pivots for week ending 14-Aug-2020
Classic Woodie Camarilla DeMark
R4 143-053 142-122 139-228
R3 141-278 141-027 139-114
R2 140-183 140-183 139-076
R1 139-252 139-252 139-038 139-170
PP 139-088 139-088 139-088 139-048
S1 138-157 138-157 138-282 138-075
S2 137-313 137-313 138-244
S3 136-218 137-062 138-206
S4 135-123 135-287 138-092
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140-020 138-245 1-095 0.9% 0-153 0.3% 18% False True 18,689
10 140-110 138-245 1-185 1.1% 0-134 0.3% 15% False True 13,101
20 140-110 138-245 1-185 1.1% 0-109 0.2% 15% False True 7,823
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 0-023
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 140-156
2.618 139-305
1.618 139-200
1.000 139-135
0.618 139-095
HIGH 139-030
0.618 138-310
0.500 138-298
0.382 138-285
LOW 138-245
0.618 138-180
1.000 138-140
1.618 138-075
2.618 137-290
4.250 137-119
Fisher Pivots for day following 14-Aug-2020
Pivot 1 day 3 day
R1 138-312 139-022
PP 138-305 139-015
S1 138-298 139-008

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

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