ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 22-Oct-2020
Day Change Summary
Previous Current
21-Oct-2020 22-Oct-2020 Change Change % Previous Week
Open 138-240 138-160 -0-080 -0.2% 138-265
High 138-245 138-200 -0-045 -0.1% 139-140
Low 138-130 138-050 -0-080 -0.2% 138-255
Close 138-185 138-105 -0-080 -0.2% 139-020
Range 0-115 0-150 0-035 30.4% 0-205
ATR 0-106 0-109 0-003 3.0% 0-000
Volume 1,517,057 1,390,076 -126,981 -8.4% 4,116,440
Daily Pivots for day following 22-Oct-2020
Classic Woodie Camarilla DeMark
R4 139-248 139-167 138-188
R3 139-098 139-017 138-146
R2 138-268 138-268 138-132
R1 138-187 138-187 138-119 138-152
PP 138-118 138-118 138-118 138-101
S1 138-037 138-037 138-091 138-002
S2 137-288 137-288 138-078
S3 137-138 137-207 138-064
S4 136-308 137-057 138-022
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
5 139-075 138-050 1-025 0.8% 0-104 0.2% 16% False True 1,225,196
10 139-140 138-050 1-090 0.9% 0-096 0.2% 13% False True 1,031,841
20 139-260 138-050 1-210 1.2% 0-109 0.2% 10% False True 1,129,961
40 139-290 138-050 1-240 1.3% 0-115 0.3% 10% False True 1,134,295
60 140-110 138-050 2-060 1.6% 0-116 0.3% 8% False True 845,205
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 0-023
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 140-198
2.618 139-273
1.618 139-123
1.000 139-030
0.618 138-293
HIGH 138-200
0.618 138-143
0.500 138-125
0.382 138-107
LOW 138-050
0.618 137-277
1.000 137-220
1.618 137-127
2.618 136-297
4.250 136-052
Fisher Pivots for day following 22-Oct-2020
Pivot 1 day 3 day
R1 138-125 138-168
PP 138-118 138-147
S1 138-112 138-126

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

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