ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 26-Oct-2020
Day Change Summary
Previous Current
23-Oct-2020 26-Oct-2020 Change Change % Previous Week
Open 138-085 138-110 0-025 0.1% 139-010
High 138-150 138-230 0-080 0.2% 139-015
Low 138-055 138-110 0-055 0.1% 138-050
Close 138-115 138-205 0-090 0.2% 138-115
Range 0-095 0-120 0-025 26.3% 0-285
ATR 0-108 0-109 0-001 0.8% 0-000
Volume 1,190,049 1,168,035 -22,014 -1.8% 6,387,600
Daily Pivots for day following 26-Oct-2020
Classic Woodie Camarilla DeMark
R4 139-222 139-173 138-271
R3 139-102 139-053 138-238
R2 138-302 138-302 138-227
R1 138-253 138-253 138-216 138-278
PP 138-182 138-182 138-182 138-194
S1 138-133 138-133 138-194 138-158
S2 138-062 138-062 138-183
S3 137-262 138-013 138-172
S4 137-142 137-213 138-139
Weekly Pivots for week ending 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 141-062 140-213 138-272
R3 140-097 139-248 138-193
R2 139-132 139-132 138-167
R1 138-283 138-283 138-141 138-225
PP 138-167 138-167 138-167 138-138
S1 137-318 137-318 138-089 137-260
S2 137-202 137-202 138-063
S3 136-237 137-033 138-037
S4 135-272 136-068 137-278
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138-285 138-050 0-235 0.5% 0-111 0.3% 66% False False 1,302,935
10 139-140 138-050 1-090 0.9% 0-103 0.2% 38% False False 1,147,677
20 139-260 138-050 1-210 1.2% 0-113 0.3% 29% False False 1,173,184
40 139-290 138-050 1-240 1.3% 0-110 0.2% 28% False False 1,108,787
60 140-110 138-050 2-060 1.6% 0-117 0.3% 22% False False 884,325
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 140-100
2.618 139-224
1.618 139-104
1.000 139-030
0.618 138-304
HIGH 138-230
0.618 138-184
0.500 138-170
0.382 138-156
LOW 138-110
0.618 138-036
1.000 137-310
1.618 137-236
2.618 137-116
4.250 136-240
Fisher Pivots for day following 26-Oct-2020
Pivot 1 day 3 day
R1 138-193 138-183
PP 138-182 138-162
S1 138-170 138-140

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

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