ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 31-Aug-2020
Day Change Summary
Previous Current
28-Aug-2020 31-Aug-2020 Change Change % Previous Week
Open 138-250 139-045 0-115 0.3% 139-165
High 139-070 139-100 0-030 0.1% 139-195
Low 138-185 138-300 0-115 0.3% 138-185
Close 139-030 139-080 0-050 0.1% 139-030
Range 0-205 0-120 -0-085 -41.5% 1-010
ATR 0-128 0-128 -0-001 -0.5% 0-000
Volume 1,360,286 1,713,328 353,042 26.0% 8,211,573
Daily Pivots for day following 31-Aug-2020
Classic Woodie Camarilla DeMark
R4 140-093 140-047 139-146
R3 139-293 139-247 139-113
R2 139-173 139-173 139-102
R1 139-127 139-127 139-091 139-150
PP 139-053 139-053 139-053 139-065
S1 139-007 139-007 139-069 139-030
S2 138-253 138-253 139-058
S3 138-133 138-207 139-047
S4 138-013 138-087 139-014
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
5 139-160 138-185 0-295 0.7% 0-165 0.4% 73% False False 1,816,885
10 139-195 138-185 1-010 0.7% 0-128 0.3% 65% False False 1,025,844
20 140-110 138-185 1-245 1.3% 0-132 0.3% 38% False False 520,306
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 0-034
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 140-290
2.618 140-094
1.618 139-294
1.000 139-220
0.618 139-174
HIGH 139-100
0.618 139-054
0.500 139-040
0.382 139-026
LOW 138-300
0.618 138-226
1.000 138-180
1.618 138-106
2.618 137-306
4.250 137-110
Fisher Pivots for day following 31-Aug-2020
Pivot 1 day 3 day
R1 139-067 139-058
PP 139-053 139-035
S1 139-040 139-012

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

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