ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 20-Oct-2020
Day Change Summary
Previous Current
19-Oct-2020 20-Oct-2020 Change Change % Previous Week
Open 139-010 138-265 -0-065 -0.1% 138-265
High 139-015 138-285 -0-050 -0.1% 139-140
Low 138-240 138-210 -0-030 -0.1% 138-255
Close 138-295 138-225 -0-070 -0.2% 139-020
Range 0-095 0-075 -0-020 -21.1% 0-205
ATR 0-106 0-105 -0-002 -1.4% 0-000
Volume 1,040,956 1,249,462 208,506 20.0% 4,116,440
Daily Pivots for day following 20-Oct-2020
Classic Woodie Camarilla DeMark
R4 139-145 139-100 138-266
R3 139-070 139-025 138-246
R2 138-315 138-315 138-239
R1 138-270 138-270 138-232 138-255
PP 138-240 138-240 138-240 138-232
S1 138-195 138-195 138-218 138-180
S2 138-165 138-165 138-211
S3 138-090 138-120 138-204
S4 138-015 138-045 138-184
Weekly Pivots for week ending 16-Oct-2020
Classic Woodie Camarilla DeMark
R4 141-007 140-218 139-133
R3 140-122 140-013 139-076
R2 139-237 139-237 139-058
R1 139-128 139-128 139-039 139-182
PP 139-032 139-032 139-032 139-059
S1 138-243 138-243 139-001 138-298
S2 138-147 138-147 138-302
S3 137-262 138-038 138-284
S4 137-057 137-153 138-227
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-140 138-210 0-250 0.6% 0-087 0.2% 6% False True 1,033,423
10 139-140 138-205 0-255 0.6% 0-093 0.2% 8% False False 975,194
20 139-260 138-205 1-055 0.8% 0-103 0.2% 5% False False 1,085,713
40 139-290 138-185 1-105 1.0% 0-115 0.3% 9% False False 1,161,434
60 140-110 138-185 1-245 1.3% 0-116 0.3% 7% False False 796,874
Crabel Price Patterns
NR True
NR4 True
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 0-019
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 139-284
2.618 139-161
1.618 139-086
1.000 139-040
0.618 139-011
HIGH 138-285
0.618 138-256
0.500 138-248
0.382 138-239
LOW 138-210
0.618 138-164
1.000 138-135
1.618 138-089
2.618 138-014
4.250 137-211
Fisher Pivots for day following 20-Oct-2020
Pivot 1 day 3 day
R1 138-248 138-302
PP 138-240 138-277
S1 138-232 138-251

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

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