ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 24-Sep-2020
Day Change Summary
Previous Current
23-Sep-2020 24-Sep-2020 Change Change % Previous Week
Open 139-175 139-165 -0-010 0.0% 139-190
High 139-215 139-195 -0-020 0.0% 139-240
Low 139-125 139-150 0-025 0.1% 139-105
Close 139-160 139-185 0-025 0.1% 139-130
Range 0-090 0-045 -0-045 -50.0% 0-135
ATR 0-112 0-107 -0-005 -4.3% 0-000
Volume 980,781 1,041,394 60,613 6.2% 4,141,374
Daily Pivots for day following 24-Sep-2020
Classic Woodie Camarilla DeMark
R4 139-312 139-293 139-210
R3 139-267 139-248 139-197
R2 139-222 139-222 139-193
R1 139-203 139-203 139-189 139-212
PP 139-177 139-177 139-177 139-181
S1 139-158 139-158 139-181 139-168
S2 139-132 139-132 139-177
S3 139-087 139-113 139-173
S4 139-042 139-068 139-160
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
5 139-235 139-110 0-125 0.3% 0-072 0.2% 60% False False 912,966
10 139-240 139-100 0-140 0.3% 0-082 0.2% 61% False False 891,527
20 139-290 138-185 1-105 1.0% 0-122 0.3% 75% False False 1,138,629
40 140-110 138-185 1-245 1.3% 0-120 0.3% 57% False False 702,827
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 140-066
2.618 139-313
1.618 139-268
1.000 139-240
0.618 139-223
HIGH 139-195
0.618 139-178
0.500 139-172
0.382 139-167
LOW 139-150
0.618 139-122
1.000 139-105
1.618 139-077
2.618 139-032
4.250 138-279
Fisher Pivots for day following 24-Sep-2020
Pivot 1 day 3 day
R1 139-181 139-180
PP 139-177 139-175
S1 139-172 139-170

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

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