ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 09-Sep-2020
Day Change Summary
Previous Current
08-Sep-2020 09-Sep-2020 Change Change % Previous Week
Open 139-030 139-160 0-130 0.3% 139-045
High 139-165 139-200 0-035 0.1% 139-290
Low 139-005 139-070 0-065 0.1% 138-300
Close 139-125 139-095 -0-030 -0.1% 139-010
Range 0-160 0-130 -0-030 -18.8% 0-310
ATR 0-139 0-139 -0-001 -0.5% 0-000
Volume 1,363,385 1,206,560 -156,825 -11.5% 6,731,348
Daily Pivots for day following 09-Sep-2020
Classic Woodie Camarilla DeMark
R4 140-192 140-113 139-166
R3 140-062 139-303 139-131
R2 139-252 139-252 139-119
R1 139-173 139-173 139-107 139-148
PP 139-122 139-122 139-122 139-109
S1 139-043 139-043 139-083 139-018
S2 138-312 138-312 139-071
S3 138-182 138-233 139-059
S4 138-052 138-103 139-024
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% 0-159 0.4% 33% False False 1,263,272
10 139-290 138-185 1-105 1.0% 0-160 0.4% 54% False False 1,482,149
20 139-290 138-185 1-105 1.0% 0-138 0.3% 54% False False 897,481
40 140-110 138-185 1-245 1.3% 0-118 0.3% 41% False False 450,939
Crabel Price Patterns
NR True
NR4 True
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 0-049
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 141-112
2.618 140-220
1.618 140-090
1.000 140-010
0.618 139-280
HIGH 139-200
0.618 139-150
0.500 139-135
0.382 139-120
LOW 139-070
0.618 138-310
1.000 138-260
1.618 138-180
2.618 138-050
4.250 137-158
Fisher Pivots for day following 09-Sep-2020
Pivot 1 day 3 day
R1 139-135 139-120
PP 139-122 139-112
S1 139-108 139-103

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

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