ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 30-Sep-2020
Day Change Summary
Previous Current
29-Sep-2020 30-Sep-2020 Change Change % Previous Week
Open 139-225 139-235 0-010 0.0% 139-125
High 139-260 139-255 -0-005 0.0% 139-235
Low 139-200 139-110 -0-090 -0.2% 139-125
Close 139-250 139-170 -0-080 -0.2% 139-205
Range 0-060 0-145 0-085 141.7% 0-110
ATR 0-099 0-102 0-003 3.4% 0-000
Volume 788,134 1,728,153 940,019 119.3% 4,610,297
Daily Pivots for day following 30-Sep-2020
Classic Woodie Camarilla DeMark
R4 140-293 140-217 139-250
R3 140-148 140-072 139-210
R2 140-003 140-003 139-197
R1 139-247 139-247 139-183 139-212
PP 139-178 139-178 139-178 139-161
S1 139-102 139-102 139-157 139-068
S2 139-033 139-033 139-143
S3 138-208 138-277 139-130
S4 138-063 138-132 139-090
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
5 139-260 139-110 0-150 0.3% 0-077 0.2% 40% False True 1,010,262
10 139-260 139-110 0-150 0.3% 0-082 0.2% 40% False True 962,014
20 139-290 139-000 0-290 0.6% 0-104 0.2% 59% False False 1,020,957
40 140-100 138-185 1-235 1.2% 0-118 0.3% 55% False False 802,237
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 141-231
2.618 140-315
1.618 140-170
1.000 140-080
0.618 140-025
HIGH 139-255
0.618 139-200
0.500 139-182
0.382 139-165
LOW 139-110
0.618 139-020
1.000 138-285
1.618 138-195
2.618 138-050
4.250 137-134
Fisher Pivots for day following 30-Sep-2020
Pivot 1 day 3 day
R1 139-182 139-185
PP 139-178 139-180
S1 139-174 139-175

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

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