ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 08-Oct-2020
Day Change Summary
Previous Current
07-Oct-2020 08-Oct-2020 Change Change % Previous Week
Open 139-040 138-225 -0-135 -0.3% 139-205
High 139-045 138-300 -0-065 -0.1% 139-260
Low 138-205 138-225 0-020 0.0% 139-065
Close 138-230 138-295 0-065 0.1% 139-140
Range 0-160 0-075 -0-085 -53.1% 0-195
ATR 0-121 0-118 -0-003 -2.7% 0-000
Volume 1,348,929 991,733 -357,196 -26.5% 6,206,196
Daily Pivots for day following 08-Oct-2020
Classic Woodie Camarilla DeMark
R4 139-178 139-152 139-016
R3 139-103 139-077 138-316
R2 139-028 139-028 138-309
R1 139-002 139-002 138-302 139-015
PP 138-273 138-273 138-273 138-280
S1 138-247 138-247 138-288 138-260
S2 138-198 138-198 138-281
S3 138-123 138-172 138-274
S4 138-048 138-097 138-254
Weekly Pivots for week ending 02-Oct-2020
Classic Woodie Camarilla DeMark
R4 141-100 140-315 139-247
R3 140-225 140-120 139-194
R2 140-030 140-030 139-176
R1 139-245 139-245 139-158 139-200
PP 139-155 139-155 139-155 139-132
S1 139-050 139-050 139-122 139-005
S2 138-280 138-280 139-104
S3 138-085 138-175 139-086
S4 137-210 137-300 139-033
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-250 138-205 1-045 0.8% 0-149 0.3% 25% False False 1,348,895
10 139-260 138-205 1-055 0.8% 0-122 0.3% 24% False False 1,228,082
20 139-260 138-205 1-055 0.8% 0-102 0.2% 24% False False 1,059,804
40 139-290 138-185 1-105 1.0% 0-119 0.3% 26% False False 1,007,720
60 140-110 138-185 1-245 1.3% 0-114 0.3% 19% False False 673,516
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 139-299
2.618 139-176
1.618 139-101
1.000 139-055
0.618 139-026
HIGH 138-300
0.618 138-271
0.500 138-262
0.382 138-254
LOW 138-225
0.618 138-179
1.000 138-150
1.618 138-104
2.618 138-029
4.250 137-226
Fisher Pivots for day following 08-Oct-2020
Pivot 1 day 3 day
R1 138-284 138-294
PP 138-273 138-293
S1 138-262 138-292

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

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