ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 20-Aug-2020
Day Change Summary
Previous Current
19-Aug-2020 20-Aug-2020 Change Change % Previous Week
Open 139-095 139-075 -0-020 0.0% 139-280
High 139-140 139-165 0-025 0.1% 140-020
Low 139-045 139-065 0-020 0.0% 138-245
Close 139-075 139-140 0-065 0.1% 139-000
Range 0-095 0-100 0-005 5.3% 1-095
ATR 0-114 0-113 -0-001 -0.9% 0-000
Volume 69,033 84,009 14,976 21.7% 93,445
Daily Pivots for day following 20-Aug-2020
Classic Woodie Camarilla DeMark
R4 140-103 140-062 139-195
R3 140-003 139-282 139-168
R2 139-223 139-223 139-158
R1 139-182 139-182 139-149 139-202
PP 139-123 139-123 139-123 139-134
S1 139-082 139-082 139-131 139-102
S2 139-023 139-023 139-122
S3 138-243 138-302 139-112
S4 138-143 138-202 139-085
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
5 139-165 138-245 0-240 0.5% 0-099 0.2% 90% True False 49,845
10 140-070 138-245 1-145 1.0% 0-128 0.3% 46% False False 31,271
20 140-110 138-245 1-185 1.1% 0-117 0.3% 43% False False 18,321
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 0-029
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 140-270
2.618 140-107
1.618 140-007
1.000 139-265
0.618 139-227
HIGH 139-165
0.618 139-127
0.500 139-115
0.382 139-103
LOW 139-065
0.618 139-003
1.000 138-285
1.618 138-223
2.618 138-123
4.250 137-280
Fisher Pivots for day following 20-Aug-2020
Pivot 1 day 3 day
R1 139-132 139-128
PP 139-123 139-117
S1 139-115 139-105

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

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