ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 16-Sep-2020
Day Change Summary
Previous Current
15-Sep-2020 16-Sep-2020 Change Change % Previous Week
Open 139-180 139-155 -0-025 -0.1% 139-030
High 139-190 139-220 0-030 0.1% 139-200
Low 139-135 139-105 -0-030 -0.1% 139-005
Close 139-160 139-145 -0-015 0.0% 139-190
Range 0-055 0-115 0-060 109.1% 0-195
ATR 0-124 0-123 -0-001 -0.5% 0-000
Volume 747,829 872,530 124,701 16.7% 4,685,344
Daily Pivots for day following 16-Sep-2020
Classic Woodie Camarilla DeMark
R4 140-182 140-118 139-208
R3 140-067 140-003 139-177
R2 139-272 139-272 139-166
R1 139-208 139-208 139-156 139-182
PP 139-157 139-157 139-157 139-144
S1 139-093 139-093 139-134 139-068
S2 139-042 139-042 139-124
S3 138-247 138-298 139-113
S4 138-132 138-183 139-082
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% 0-090 0.2% 53% False False 896,530
10 139-290 139-000 0-290 0.6% 0-124 0.3% 50% False False 1,079,901
20 139-290 138-185 1-105 1.0% 0-129 0.3% 66% False False 1,114,944
40 140-110 138-185 1-245 1.3% 0-120 0.3% 50% False False 562,867
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-036
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 141-069
2.618 140-201
1.618 140-086
1.000 140-015
0.618 139-291
HIGH 139-220
0.618 139-176
0.500 139-162
0.382 139-149
LOW 139-105
0.618 139-034
1.000 138-310
1.618 138-239
2.618 138-124
4.250 137-256
Fisher Pivots for day following 16-Sep-2020
Pivot 1 day 3 day
R1 139-162 139-168
PP 139-157 139-160
S1 139-151 139-152

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

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