ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 25-Aug-2020
Day Change Summary
Previous Current
24-Aug-2020 25-Aug-2020 Change Change % Previous Week
Open 139-165 139-115 -0-050 -0.1% 139-010
High 139-195 139-115 -0-080 -0.2% 139-195
Low 139-105 138-280 -0-145 -0.3% 138-310
Close 139-125 139-055 -0-070 -0.2% 139-140
Range 0-090 0-155 0-065 72.2% 0-205
ATR 0-110 0-114 0-004 3.6% 0-000
Volume 840,472 1,850,901 1,010,429 120.2% 365,438
Daily Pivots for day following 25-Aug-2020
Classic Woodie Camarilla DeMark
R4 140-188 140-117 139-140
R3 140-033 139-282 139-098
R2 139-198 139-198 139-083
R1 139-127 139-127 139-069 139-085
PP 139-043 139-043 139-043 139-022
S1 138-292 138-292 139-041 138-250
S2 138-208 138-208 139-027
S3 138-053 138-137 139-012
S4 137-218 137-302 138-290
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
5 139-195 138-280 0-235 0.5% 0-107 0.2% 40% False True 598,948
10 139-195 138-245 0-270 0.6% 0-116 0.3% 48% False False 312,812
20 140-110 138-245 1-185 1.1% 0-118 0.3% 26% False False 160,222
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-025
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 141-134
2.618 140-201
1.618 140-046
1.000 139-270
0.618 139-211
HIGH 139-115
0.618 139-056
0.500 139-038
0.382 139-019
LOW 138-280
0.618 138-184
1.000 138-125
1.618 138-029
2.618 137-194
4.250 136-261
Fisher Pivots for day following 25-Aug-2020
Pivot 1 day 3 day
R1 139-049 139-078
PP 139-043 139-070
S1 139-038 139-062

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

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