ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 28-Aug-2020
Day Change Summary
Previous Current
27-Aug-2020 28-Aug-2020 Change Change % Previous Week
Open 139-055 138-250 -0-125 -0.3% 139-165
High 139-160 139-070 -0-090 -0.2% 139-195
Low 138-240 138-185 -0-055 -0.1% 138-185
Close 138-265 139-030 0-085 0.2% 139-030
Range 0-240 0-205 -0-035 -14.6% 1-010
ATR 0-122 0-128 0-006 4.8% 0-000
Volume 2,018,122 1,360,286 -657,836 -32.6% 8,211,573
Daily Pivots for day following 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 140-283 140-202 139-143
R3 140-078 139-317 139-086
R2 139-193 139-193 139-068
R1 139-112 139-112 139-049 139-152
PP 138-308 138-308 138-308 139-009
S1 138-227 138-227 139-011 138-268
S2 138-103 138-103 138-312
S3 137-218 138-022 138-294
S4 137-013 137-137 138-237
Weekly Pivots for week ending 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 142-060 141-215 139-212
R3 141-050 140-205 139-121
R2 140-040 140-040 139-090
R1 139-195 139-195 139-060 139-112
PP 139-030 139-030 139-030 138-309
S1 138-185 138-185 139-000 138-102
S2 138-020 138-020 138-290
S3 137-010 137-175 138-259
S4 136-000 136-165 138-168
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-195 138-185 1-010 0.7% 0-159 0.4% 50% False True 1,642,314
10 139-195 138-185 1-010 0.7% 0-128 0.3% 50% False True 857,701
20 140-110 138-185 1-245 1.3% 0-131 0.3% 29% False True 435,401
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 0-031
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141-301
2.618 140-287
1.618 140-082
1.000 139-275
0.618 139-197
HIGH 139-070
0.618 138-312
0.500 138-288
0.382 138-263
LOW 138-185
0.618 138-058
1.000 137-300
1.618 137-173
2.618 136-288
4.250 135-274
Fisher Pivots for day following 28-Aug-2020
Pivot 1 day 3 day
R1 139-009 139-024
PP 138-308 139-018
S1 138-288 139-012

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

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