ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 21-Aug-2020
Day Change Summary
Previous Current
20-Aug-2020 21-Aug-2020 Change Change % Previous Week
Open 139-075 139-115 0-040 0.1% 139-010
High 139-165 139-195 0-030 0.1% 139-195
Low 139-065 139-100 0-035 0.1% 138-310
Close 139-140 139-140 0-000 0.0% 139-140
Range 0-100 0-095 -0-005 -5.0% 0-205
ATR 0-113 0-112 -0-001 -1.1% 0-000
Volume 84,009 150,328 66,319 78.9% 365,438
Daily Pivots for day following 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 140-110 140-060 139-192
R3 140-015 139-285 139-166
R2 139-240 139-240 139-157
R1 139-190 139-190 139-149 139-215
PP 139-145 139-145 139-145 139-158
S1 139-095 139-095 139-131 139-120
S2 139-050 139-050 139-123
S3 138-275 139-000 139-114
S4 138-180 138-225 139-088
Weekly Pivots for week ending 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 141-083 140-317 139-253
R3 140-198 140-112 139-196
R2 139-313 139-313 139-178
R1 139-227 139-227 139-159 139-270
PP 139-108 139-108 139-108 139-130
S1 139-022 139-022 139-121 139-065
S2 138-223 138-223 139-102
S3 138-018 138-137 139-084
S4 137-133 137-252 139-027
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-195 138-310 0-205 0.5% 0-097 0.2% 73% True False 73,087
10 140-020 138-245 1-095 0.9% 0-125 0.3% 52% False False 45,888
20 140-110 138-245 1-185 1.1% 0-118 0.3% 43% False False 25,804
Crabel Price Patterns
NR True
NR4 False
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 0-026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 140-279
2.618 140-124
1.618 140-029
1.000 139-290
0.618 139-254
HIGH 139-195
0.618 139-159
0.500 139-148
0.382 139-136
LOW 139-100
0.618 139-041
1.000 139-005
1.618 138-266
2.618 138-171
4.250 138-016
Fisher Pivots for day following 21-Aug-2020
Pivot 1 day 3 day
R1 139-148 139-133
PP 139-145 139-127
S1 139-142 139-120

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

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