ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 25-Sep-2020
Day Change Summary
Previous Current
24-Sep-2020 25-Sep-2020 Change Change % Previous Week
Open 139-165 139-175 0-010 0.0% 139-125
High 139-195 139-230 0-035 0.1% 139-235
Low 139-150 139-150 0-000 0.0% 139-125
Close 139-185 139-205 0-020 0.0% 139-205
Range 0-045 0-080 0-035 77.8% 0-110
ATR 0-107 0-105 -0-002 -1.8% 0-000
Volume 1,041,394 774,189 -267,205 -25.7% 4,610,297
Daily Pivots for day following 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 140-115 140-080 139-249
R3 140-035 140-000 139-227
R2 139-275 139-275 139-220
R1 139-240 139-240 139-212 139-258
PP 139-195 139-195 139-195 139-204
S1 139-160 139-160 139-198 139-178
S2 139-115 139-115 139-190
S3 139-035 139-080 139-183
S4 138-275 139-000 139-161
Weekly Pivots for week ending 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 140-198 140-152 139-266
R3 140-088 140-042 139-235
R2 139-298 139-298 139-225
R1 139-252 139-252 139-215 139-275
PP 139-188 139-188 139-188 139-200
S1 139-142 139-142 139-195 139-165
S2 139-078 139-078 139-185
S3 138-288 139-032 139-175
S4 138-178 138-242 139-144
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-235 139-125 0-110 0.2% 0-074 0.2% 73% False False 922,059
10 139-240 139-105 0-135 0.3% 0-080 0.2% 74% False False 875,167
20 139-290 138-185 1-105 1.0% 0-114 0.3% 80% False False 1,076,432
40 140-110 138-185 1-245 1.3% 0-120 0.3% 60% False False 722,066
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 140-250
2.618 140-119
1.618 140-039
1.000 139-310
0.618 139-279
HIGH 139-230
0.618 139-199
0.500 139-190
0.382 139-181
LOW 139-150
0.618 139-101
1.000 139-070
1.618 139-021
2.618 138-261
4.250 138-130
Fisher Pivots for day following 25-Sep-2020
Pivot 1 day 3 day
R1 139-200 139-196
PP 139-195 139-187
S1 139-190 139-178

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

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