ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 01-Oct-2020
Day Change Summary
Previous Current
30-Sep-2020 01-Oct-2020 Change Change % Previous Week
Open 139-235 139-150 -0-085 -0.2% 139-125
High 139-255 139-205 -0-050 -0.1% 139-235
Low 139-110 139-065 -0-045 -0.1% 139-125
Close 139-170 139-175 0-005 0.0% 139-205
Range 0-145 0-140 -0-005 -3.4% 0-110
ATR 0-102 0-105 0-003 2.7% 0-000
Volume 1,728,153 1,526,426 -201,727 -11.7% 4,610,297
Daily Pivots for day following 01-Oct-2020
Classic Woodie Camarilla DeMark
R4 140-248 140-192 139-252
R3 140-108 140-052 139-214
R2 139-288 139-288 139-201
R1 139-232 139-232 139-188 139-260
PP 139-148 139-148 139-148 139-162
S1 139-092 139-092 139-162 139-120
S2 139-008 139-008 139-149
S3 138-188 138-272 139-136
S4 138-048 138-132 139-098
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
5 139-260 139-065 0-195 0.4% 0-096 0.2% 56% False True 1,107,268
10 139-260 139-065 0-195 0.4% 0-084 0.2% 56% False True 1,010,117
20 139-290 139-000 0-290 0.6% 0-105 0.2% 60% False False 1,042,063
40 140-100 138-185 1-235 1.2% 0-119 0.3% 56% False False 840,289
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 0-024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141-160
2.618 140-252
1.618 140-112
1.000 140-025
0.618 139-292
HIGH 139-205
0.618 139-152
0.500 139-135
0.382 139-118
LOW 139-065
0.618 138-298
1.000 138-245
1.618 138-158
2.618 138-018
4.250 137-110
Fisher Pivots for day following 01-Oct-2020
Pivot 1 day 3 day
R1 139-162 139-171
PP 139-148 139-167
S1 139-135 139-162

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

View Archives - Comment on this page... - Back to Index of Symbols