ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 11-Sep-2020
Day Change Summary
Previous Current
10-Sep-2020 11-Sep-2020 Change Change % Previous Week
Open 139-095 139-135 0-040 0.1% 139-030
High 139-160 139-200 0-040 0.1% 139-200
Low 139-050 139-100 0-050 0.1% 139-005
Close 139-140 139-190 0-050 0.1% 139-190
Range 0-110 0-100 -0-010 -9.1% 0-195
ATR 0-136 0-134 -0-003 -1.9% 0-000
Volume 1,177,605 937,794 -239,811 -20.4% 4,685,344
Daily Pivots for day following 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 140-143 140-107 139-245
R3 140-043 140-007 139-218
R2 139-263 139-263 139-208
R1 139-227 139-227 139-199 139-245
PP 139-163 139-163 139-163 139-172
S1 139-127 139-127 139-181 139-145
S2 139-063 139-063 139-172
S3 138-283 139-027 139-162
S4 138-183 138-247 139-135
Weekly Pivots for week ending 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 141-077 141-008 139-297
R3 140-202 140-133 139-244
R2 140-007 140-007 139-226
R1 139-258 139-258 139-208 139-292
PP 139-132 139-132 139-132 139-149
S1 139-063 139-063 139-172 139-098
S2 138-257 138-257 139-154
S3 138-062 138-188 139-136
S4 137-187 137-313 139-083
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-240 139-000 0-240 0.5% 0-148 0.3% 79% False False 1,227,865
10 139-290 138-185 1-105 1.0% 0-146 0.3% 76% False False 1,277,697
20 139-290 138-185 1-105 1.0% 0-132 0.3% 76% False False 1,001,391
40 140-110 138-185 1-245 1.3% 0-120 0.3% 58% False False 503,769
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-044
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 140-305
2.618 140-142
1.618 140-042
1.000 139-300
0.618 139-262
HIGH 139-200
0.618 139-162
0.500 139-150
0.382 139-138
LOW 139-100
0.618 139-038
1.000 139-000
1.618 138-258
2.618 138-158
4.250 137-315
Fisher Pivots for day following 11-Sep-2020
Pivot 1 day 3 day
R1 139-177 139-168
PP 139-163 139-147
S1 139-150 139-125

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

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