ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 13-Oct-2020
Day Change Summary
Previous Current
12-Oct-2020 13-Oct-2020 Change Change % Previous Week
Open 138-265 138-290 0-025 0.1% 139-120
High 138-300 139-080 0-100 0.2% 139-145
Low 138-255 138-285 0-030 0.1% 138-205
Close 138-290 139-065 0-095 0.2% 138-265
Range 0-045 0-115 0-070 155.6% 0-260
ATR 0-111 0-111 0-000 0.2% 0-000
Volume 195,305 1,044,436 849,131 434.8% 6,304,861
Daily Pivots for day following 13-Oct-2020
Classic Woodie Camarilla DeMark
R4 140-062 140-018 139-128
R3 139-267 139-223 139-097
R2 139-152 139-152 139-086
R1 139-108 139-108 139-076 139-130
PP 139-037 139-037 139-037 139-048
S1 138-313 138-313 139-054 139-015
S2 138-242 138-242 139-044
S3 138-127 138-198 139-033
S4 138-012 138-083 139-002
Weekly Pivots for week ending 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 141-132 140-298 139-088
R3 140-192 140-038 139-016
R2 139-252 139-252 138-313
R1 139-098 139-098 138-289 139-045
PP 138-312 138-312 138-312 138-285
S1 138-158 138-158 138-241 138-105
S2 138-052 138-052 138-217
S3 137-112 137-218 138-194
S4 136-172 136-278 138-122
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-080 138-205 0-195 0.4% 0-099 0.2% 92% True False 916,965
10 139-255 138-205 1-050 0.8% 0-129 0.3% 49% False False 1,224,322
20 139-260 138-205 1-055 0.8% 0-104 0.2% 48% False False 1,050,387
40 139-290 138-185 1-105 1.0% 0-116 0.3% 47% False False 1,061,606
60 140-110 138-185 1-245 1.3% 0-114 0.3% 35% False False 710,865
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-022
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 140-249
2.618 140-061
1.618 139-266
1.000 139-195
0.618 139-151
HIGH 139-080
0.618 139-036
0.500 139-022
0.382 139-009
LOW 138-285
0.618 138-214
1.000 138-170
1.618 138-099
2.618 137-304
4.250 137-116
Fisher Pivots for day following 13-Oct-2020
Pivot 1 day 3 day
R1 139-051 139-039
PP 139-037 139-013
S1 139-022 138-308

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

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