ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 08-Sep-2020
Day Change Summary
Previous Current
04-Sep-2020 08-Sep-2020 Change Change % Previous Week
Open 139-210 139-030 -0-180 -0.4% 139-045
High 139-240 139-165 -0-075 -0.2% 139-290
Low 139-000 139-005 0-005 0.0% 138-300
Close 139-010 139-125 0-115 0.3% 139-010
Range 0-240 0-160 -0-080 -33.3% 0-310
ATR 0-138 0-139 0-002 1.2% 0-000
Volume 1,453,985 1,363,385 -90,600 -6.2% 6,731,348
Daily Pivots for day following 08-Sep-2020
Classic Woodie Camarilla DeMark
R4 140-258 140-192 139-213
R3 140-098 140-032 139-169
R2 139-258 139-258 139-154
R1 139-192 139-192 139-140 139-225
PP 139-098 139-098 139-098 139-115
S1 139-032 139-032 139-110 139-065
S2 138-258 138-258 139-096
S3 138-098 138-192 139-081
S4 137-258 138-032 139-037
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
5 139-290 139-000 0-290 0.7% 0-160 0.4% 43% False False 1,276,281
10 139-290 138-185 1-105 1.0% 0-162 0.4% 61% False False 1,546,583
20 139-290 138-185 1-105 1.0% 0-144 0.3% 61% False False 838,074
40 140-110 138-185 1-245 1.3% 0-116 0.3% 46% False False 420,780
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-045
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141-205
2.618 140-264
1.618 140-104
1.000 140-005
0.618 139-264
HIGH 139-165
0.618 139-104
0.500 139-085
0.382 139-066
LOW 139-005
0.618 138-226
1.000 138-165
1.618 138-066
2.618 137-226
4.250 136-285
Fisher Pivots for day following 08-Sep-2020
Pivot 1 day 3 day
R1 139-112 139-145
PP 139-098 139-138
S1 139-085 139-132

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

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