ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 18-Sep-2020
Day Change Summary
Previous Current
17-Sep-2020 18-Sep-2020 Change Change % Previous Week
Open 139-120 139-135 0-015 0.0% 139-190
High 139-240 139-180 -0-060 -0.1% 139-240
Low 139-115 139-110 -0-005 0.0% 139-105
Close 139-145 139-130 -0-015 0.0% 139-130
Range 0-125 0-070 -0-055 -44.0% 0-135
ATR 0-123 0-120 -0-004 -3.1% 0-000
Volume 1,045,395 728,725 -316,670 -30.3% 4,141,374
Daily Pivots for day following 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 140-030 139-310 139-168
R3 139-280 139-240 139-149
R2 139-210 139-210 139-143
R1 139-170 139-170 139-136 139-155
PP 139-140 139-140 139-140 139-132
S1 139-100 139-100 139-124 139-085
S2 139-070 139-070 139-117
S3 139-000 139-030 139-111
S4 138-250 138-280 139-092
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 140-243 140-162 139-204
R3 140-108 140-027 139-167
R2 139-293 139-293 139-155
R1 139-212 139-212 139-142 139-185
PP 139-158 139-158 139-158 139-145
S1 139-077 139-077 139-118 139-050
S2 139-023 139-023 139-105
S3 138-208 138-262 139-093
S4 138-073 138-127 139-056
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-240 139-105 0-135 0.3% 0-087 0.2% 19% False False 828,274
10 139-240 139-000 0-240 0.5% 0-118 0.3% 54% False False 1,028,070
20 139-290 138-185 1-105 1.0% 0-129 0.3% 62% False False 1,195,998
40 140-110 138-185 1-245 1.3% 0-123 0.3% 47% False False 607,159
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-030
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 140-158
2.618 140-043
1.618 139-293
1.000 139-250
0.618 139-223
HIGH 139-180
0.618 139-153
0.500 139-145
0.382 139-137
LOW 139-110
0.618 139-067
1.000 139-040
1.618 138-317
2.618 138-247
4.250 138-132
Fisher Pivots for day following 18-Sep-2020
Pivot 1 day 3 day
R1 139-145 139-172
PP 139-140 139-158
S1 139-135 139-144

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

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