ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 04-Sep-2020
Day Change Summary
Previous Current
03-Sep-2020 04-Sep-2020 Change Change % Previous Week
Open 139-175 139-210 0-035 0.1% 139-045
High 139-290 139-240 -0-050 -0.1% 139-290
Low 139-130 139-000 -0-130 -0.3% 138-300
Close 139-250 139-010 -0-240 -0.5% 139-010
Range 0-160 0-240 0-080 50.0% 0-310
ATR 0-129 0-138 0-009 6.7% 0-000
Volume 1,188,115 1,453,985 265,870 22.4% 6,731,348
Daily Pivots for day following 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 141-163 141-007 139-142
R3 140-243 140-087 139-076
R2 140-003 140-003 139-054
R1 139-167 139-167 139-032 139-125
PP 139-083 139-083 139-083 139-062
S1 138-247 138-247 138-308 138-205
S2 138-163 138-163 138-286
S3 137-243 138-007 138-264
S4 137-003 137-087 138-198
Weekly Pivots for week ending 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 142-063 141-187 139-180
R3 141-073 140-197 139-095
R2 140-083 140-083 139-067
R1 139-207 139-207 139-038 139-150
PP 139-093 139-093 139-093 139-065
S1 138-217 138-217 138-302 138-160
S2 138-103 138-103 138-273
S3 137-113 137-227 138-245
S4 136-123 136-237 138-160
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-290 138-300 0-310 0.7% 0-152 0.3% 10% False False 1,346,269
10 139-290 138-185 1-105 1.0% 0-156 0.3% 34% False False 1,494,292
20 140-020 138-185 1-155 1.1% 0-140 0.3% 31% False False 770,090
40 140-110 138-185 1-245 1.3% 0-116 0.3% 26% False False 386,700
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-046
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 142-300
2.618 141-228
1.618 140-308
1.000 140-160
0.618 140-068
HIGH 139-240
0.618 139-148
0.500 139-120
0.382 139-092
LOW 139-000
0.618 138-172
1.000 138-080
1.618 137-252
2.618 137-012
4.250 135-260
Fisher Pivots for day following 04-Sep-2020
Pivot 1 day 3 day
R1 139-120 139-145
PP 139-083 139-100
S1 139-047 139-055

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

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