ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 17-Sep-2020
Day Change Summary
Previous Current
16-Sep-2020 17-Sep-2020 Change Change % Previous Week
Open 139-155 139-120 -0-035 -0.1% 139-030
High 139-220 139-240 0-020 0.0% 139-200
Low 139-105 139-115 0-010 0.0% 139-005
Close 139-145 139-145 0-000 0.0% 139-190
Range 0-115 0-125 0-010 8.7% 0-195
ATR 0-123 0-123 0-000 0.1% 0-000
Volume 872,530 1,045,395 172,865 19.8% 4,685,344
Daily Pivots for day following 17-Sep-2020
Classic Woodie Camarilla DeMark
R4 140-222 140-148 139-214
R3 140-097 140-023 139-179
R2 139-292 139-292 139-168
R1 139-218 139-218 139-156 139-255
PP 139-167 139-167 139-167 139-185
S1 139-093 139-093 139-134 139-130
S2 139-042 139-042 139-122
S3 138-237 138-288 139-111
S4 138-112 138-163 139-076
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
5 139-240 139-100 0-140 0.3% 0-093 0.2% 32% True False 870,088
10 139-290 139-000 0-290 0.6% 0-126 0.3% 50% False False 1,074,009
20 139-290 138-185 1-105 1.0% 0-131 0.3% 66% False False 1,163,762
40 140-110 138-185 1-245 1.3% 0-122 0.3% 50% False False 588,979
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 141-131
2.618 140-247
1.618 140-122
1.000 140-045
0.618 139-317
HIGH 139-240
0.618 139-192
0.500 139-178
0.382 139-163
LOW 139-115
0.618 139-038
1.000 138-310
1.618 138-233
2.618 138-108
4.250 137-224
Fisher Pivots for day following 17-Sep-2020
Pivot 1 day 3 day
R1 139-178 139-172
PP 139-167 139-163
S1 139-156 139-154

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

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