ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 26-Aug-2020
Day Change Summary
Previous Current
25-Aug-2020 26-Aug-2020 Change Change % Previous Week
Open 139-115 139-040 -0-075 -0.2% 139-010
High 139-115 139-060 -0-055 -0.1% 139-195
Low 138-280 138-275 -0-005 0.0% 138-310
Close 139-055 139-055 0-000 0.0% 139-140
Range 0-155 0-105 -0-050 -32.3% 0-205
ATR 0-114 0-113 -0-001 -0.6% 0-000
Volume 1,850,901 2,141,792 290,891 15.7% 365,438
Daily Pivots for day following 26-Aug-2020
Classic Woodie Camarilla DeMark
R4 140-018 139-302 139-113
R3 139-233 139-197 139-084
R2 139-128 139-128 139-074
R1 139-092 139-092 139-065 139-110
PP 139-023 139-023 139-023 139-032
S1 138-307 138-307 139-045 139-005
S2 138-238 138-238 139-036
S3 138-133 138-202 139-026
S4 138-028 138-097 138-317
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
5 139-195 138-275 0-240 0.5% 0-109 0.2% 42% False True 1,013,500
10 139-195 138-245 0-270 0.6% 0-112 0.3% 48% False False 525,541
20 140-110 138-245 1-185 1.1% 0-118 0.3% 26% False False 267,026
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 0-024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 140-186
2.618 140-015
1.618 139-230
1.000 139-165
0.618 139-125
HIGH 139-060
0.618 139-020
0.500 139-008
0.382 138-315
LOW 138-275
0.618 138-210
1.000 138-170
1.618 138-105
2.618 138-000
4.250 137-149
Fisher Pivots for day following 26-Aug-2020
Pivot 1 day 3 day
R1 139-039 139-075
PP 139-023 139-068
S1 139-008 139-062

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

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