ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 01-Sep-2020
Day Change Summary
Previous Current
31-Aug-2020 01-Sep-2020 Change Change % Previous Week
Open 139-045 139-065 0-020 0.0% 139-165
High 139-100 139-145 0-045 0.1% 139-195
Low 138-300 139-010 0-030 0.1% 138-185
Close 139-080 139-140 0-060 0.1% 139-030
Range 0-120 0-135 0-015 12.5% 1-010
ATR 0-128 0-128 0-001 0.4% 0-000
Volume 1,713,328 1,271,604 -441,724 -25.8% 8,211,573
Daily Pivots for day following 01-Sep-2020
Classic Woodie Camarilla DeMark
R4 140-183 140-137 139-214
R3 140-048 140-002 139-177
R2 139-233 139-233 139-165
R1 139-187 139-187 139-152 139-210
PP 139-098 139-098 139-098 139-110
S1 139-052 139-052 139-128 139-075
S2 138-283 138-283 139-115
S3 138-148 138-237 139-103
S4 138-013 138-102 139-066
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% 0-161 0.4% 93% False False 1,701,026
10 139-195 138-185 1-010 0.7% 0-134 0.3% 83% False False 1,149,987
20 140-100 138-185 1-235 1.2% 0-133 0.3% 50% False False 583,516
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-040
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141-079
2.618 140-178
1.618 140-043
1.000 139-280
0.618 139-228
HIGH 139-145
0.618 139-093
0.500 139-078
0.382 139-062
LOW 139-010
0.618 138-247
1.000 138-195
1.618 138-112
2.618 137-297
4.250 137-076
Fisher Pivots for day following 01-Sep-2020
Pivot 1 day 3 day
R1 139-119 139-095
PP 139-098 139-050
S1 139-078 139-005

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

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