ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 24-Aug-2020
Day Change Summary
Previous Current
21-Aug-2020 24-Aug-2020 Change Change % Previous Week
Open 139-115 139-165 0-050 0.1% 139-010
High 139-195 139-195 0-000 0.0% 139-195
Low 139-100 139-105 0-005 0.0% 138-310
Close 139-140 139-125 -0-015 0.0% 139-140
Range 0-095 0-090 -0-005 -5.3% 0-205
ATR 0-112 0-110 -0-002 -1.4% 0-000
Volume 150,328 840,472 690,144 459.1% 365,438
Daily Pivots for day following 24-Aug-2020
Classic Woodie Camarilla DeMark
R4 140-092 140-038 139-174
R3 140-002 139-268 139-150
R2 139-232 139-232 139-142
R1 139-178 139-178 139-133 139-160
PP 139-142 139-142 139-142 139-132
S1 139-088 139-088 139-117 139-070
S2 139-052 139-052 139-108
S3 138-282 138-318 139-100
S4 138-192 138-228 139-076
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
5 139-195 139-045 0-150 0.3% 0-091 0.2% 53% True False 234,802
10 139-270 138-245 1-025 0.8% 0-124 0.3% 58% False False 129,566
20 140-110 138-245 1-185 1.1% 0-117 0.3% 40% False False 67,754
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 140-258
2.618 140-111
1.618 140-021
1.000 139-285
0.618 139-251
HIGH 139-195
0.618 139-161
0.500 139-150
0.382 139-139
LOW 139-105
0.618 139-049
1.000 139-015
1.618 138-279
2.618 138-189
4.250 138-042
Fisher Pivots for day following 24-Aug-2020
Pivot 1 day 3 day
R1 139-150 139-130
PP 139-142 139-128
S1 139-133 139-127

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

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