ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 18-Aug-2020
Day Change Summary
Previous Current
17-Aug-2020 18-Aug-2020 Change Change % Previous Week
Open 139-010 139-050 0-040 0.1% 139-280
High 139-110 139-125 0-015 0.0% 140-020
Low 138-310 139-050 0-060 0.1% 138-245
Close 139-065 139-090 0-025 0.1% 139-000
Range 0-120 0-075 -0-045 -37.5% 1-095
ATR 0-118 0-115 -0-003 -2.6% 0-000
Volume 31,898 30,170 -1,728 -5.4% 93,445
Daily Pivots for day following 18-Aug-2020
Classic Woodie Camarilla DeMark
R4 139-313 139-277 139-131
R3 139-238 139-202 139-111
R2 139-163 139-163 139-104
R1 139-127 139-127 139-097 139-145
PP 139-088 139-088 139-088 139-098
S1 139-052 139-052 139-083 139-070
S2 139-013 139-013 139-076
S3 138-258 138-297 139-069
S4 138-183 138-222 139-049
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
5 139-125 138-245 0-200 0.4% 0-126 0.3% 83% True False 26,676
10 140-100 138-245 1-175 1.1% 0-132 0.3% 33% False False 17,046
20 140-110 138-245 1-185 1.1% 0-112 0.3% 33% False False 10,790
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-024
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 140-124
2.618 140-001
1.618 139-246
1.000 139-200
0.618 139-171
HIGH 139-125
0.618 139-096
0.500 139-088
0.382 139-079
LOW 139-050
0.618 139-004
1.000 138-295
1.618 138-249
2.618 138-174
4.250 138-051
Fisher Pivots for day following 18-Aug-2020
Pivot 1 day 3 day
R1 139-089 139-068
PP 139-088 139-047
S1 139-088 139-025

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

View Archives - Comment on this page... - Back to Index of Symbols