ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 14-Sep-2020
Day Change Summary
Previous Current
11-Sep-2020 14-Sep-2020 Change Change % Previous Week
Open 139-135 139-190 0-055 0.1% 139-030
High 139-200 139-230 0-030 0.1% 139-200
Low 139-100 139-160 0-060 0.1% 139-005
Close 139-190 139-185 -0-005 0.0% 139-190
Range 0-100 0-070 -0-030 -30.0% 0-195
ATR 0-134 0-129 -0-005 -3.4% 0-000
Volume 937,794 746,895 -190,899 -20.4% 4,685,344
Daily Pivots for day following 14-Sep-2020
Classic Woodie Camarilla DeMark
R4 140-082 140-043 139-224
R3 140-012 139-293 139-204
R2 139-262 139-262 139-198
R1 139-223 139-223 139-191 139-208
PP 139-192 139-192 139-192 139-184
S1 139-153 139-153 139-179 139-138
S2 139-122 139-122 139-172
S3 139-052 139-083 139-166
S4 138-302 139-013 139-146
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
5 139-230 139-005 0-225 0.5% 0-114 0.3% 80% True False 1,086,447
10 139-290 138-300 0-310 0.7% 0-133 0.3% 66% False False 1,216,358
20 139-290 138-185 1-105 1.0% 0-130 0.3% 75% False False 1,037,029
40 140-110 138-185 1-245 1.3% 0-120 0.3% 57% False False 522,426
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 0-041
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 140-208
2.618 140-093
1.618 140-023
1.000 139-300
0.618 139-273
HIGH 139-230
0.618 139-203
0.500 139-195
0.382 139-187
LOW 139-160
0.618 139-117
1.000 139-090
1.618 139-047
2.618 138-297
4.250 138-182
Fisher Pivots for day following 14-Sep-2020
Pivot 1 day 3 day
R1 139-195 139-170
PP 139-192 139-155
S1 139-188 139-140

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

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