ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 17-Aug-2020
Day Change Summary
Previous Current
14-Aug-2020 17-Aug-2020 Change Change % Previous Week
Open 138-265 139-010 0-065 0.1% 139-280
High 139-030 139-110 0-080 0.2% 140-020
Low 138-245 138-310 0-065 0.1% 138-245
Close 139-000 139-065 0-065 0.1% 139-000
Range 0-105 0-120 0-015 14.3% 1-095
ATR 0-118 0-118 0-000 0.1% 0-000
Volume 34,117 31,898 -2,219 -6.5% 93,445
Daily Pivots for day following 17-Aug-2020
Classic Woodie Camarilla DeMark
R4 140-095 140-040 139-131
R3 139-295 139-240 139-098
R2 139-175 139-175 139-087
R1 139-120 139-120 139-076 139-148
PP 139-055 139-055 139-055 139-069
S1 139-000 139-000 139-054 139-028
S2 138-255 138-255 139-043
S3 138-135 138-200 139-032
S4 138-015 138-080 138-319
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
5 139-270 138-245 1-025 0.8% 0-158 0.4% 41% False False 24,330
10 140-110 138-245 1-185 1.1% 0-136 0.3% 28% False False 14,769
20 140-110 138-245 1-185 1.1% 0-112 0.3% 28% False False 9,383
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 0-024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 140-300
2.618 140-104
1.618 139-304
1.000 139-230
0.618 139-184
HIGH 139-110
0.618 139-064
0.500 139-050
0.382 139-036
LOW 138-310
0.618 138-236
1.000 138-190
1.618 138-116
2.618 137-316
4.250 137-120
Fisher Pivots for day following 17-Aug-2020
Pivot 1 day 3 day
R1 139-060 139-049
PP 139-055 139-033
S1 139-050 139-018

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

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