ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 15-Sep-2020
Day Change Summary
Previous Current
14-Sep-2020 15-Sep-2020 Change Change % Previous Week
Open 139-190 139-180 -0-010 0.0% 139-030
High 139-230 139-190 -0-040 -0.1% 139-200
Low 139-160 139-135 -0-025 -0.1% 139-005
Close 139-185 139-160 -0-025 -0.1% 139-190
Range 0-070 0-055 -0-015 -21.4% 0-195
ATR 0-129 0-124 -0-005 -4.1% 0-000
Volume 746,895 747,829 934 0.1% 4,685,344
Daily Pivots for day following 15-Sep-2020
Classic Woodie Camarilla DeMark
R4 140-007 139-298 139-190
R3 139-272 139-243 139-175
R2 139-217 139-217 139-170
R1 139-188 139-188 139-165 139-175
PP 139-162 139-162 139-162 139-155
S1 139-133 139-133 139-155 139-120
S2 139-107 139-107 139-150
S3 139-052 139-078 139-145
S4 138-317 139-023 139-130
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
5 139-230 139-050 0-180 0.4% 0-093 0.2% 61% False False 963,336
10 139-290 139-000 0-290 0.6% 0-126 0.3% 55% False False 1,119,808
20 139-290 138-185 1-105 1.0% 0-127 0.3% 69% False False 1,072,826
40 140-110 138-185 1-245 1.3% 0-120 0.3% 52% False False 541,104
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-036
Narrowest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 140-104
2.618 140-014
1.618 139-279
1.000 139-245
0.618 139-224
HIGH 139-190
0.618 139-169
0.500 139-162
0.382 139-156
LOW 139-135
0.618 139-101
1.000 139-080
1.618 139-046
2.618 138-311
4.250 138-221
Fisher Pivots for day following 15-Sep-2020
Pivot 1 day 3 day
R1 139-162 139-165
PP 139-162 139-163
S1 139-161 139-162

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

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