ECBOT 10 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 12-Oct-2020
Day Change Summary
Previous Current
09-Oct-2020 12-Oct-2020 Change Change % Previous Week
Open 138-155 138-160 0-005 0.0% 138-300
High 138-205 138-185 -0-020 0.0% 139-035
Low 138-110 138-160 0-050 0.1% 138-100
Close 138-155 138-180 0-025 0.1% 138-155
Range 0-095 0-025 -0-070 -73.7% 0-255
ATR 0-097 0-092 -0-005 -4.9% 0-000
Volume 18 4 -14 -77.8% 1,837
Daily Pivots for day following 12-Oct-2020
Classic Woodie Camarilla DeMark
R4 138-250 138-240 138-194
R3 138-225 138-215 138-187
R2 138-200 138-200 138-185
R1 138-190 138-190 138-182 138-195
PP 138-175 138-175 138-175 138-178
S1 138-165 138-165 138-178 138-170
S2 138-150 138-150 138-175
S3 138-125 138-140 138-173
S4 138-100 138-115 138-166
Weekly Pivots for week ending 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 141-008 140-177 138-295
R3 140-073 139-242 138-225
R2 139-138 139-138 138-202
R1 138-307 138-307 138-178 138-255
PP 138-203 138-203 138-203 138-178
S1 138-052 138-052 138-132 138-000
S2 137-268 137-268 138-108
S3 137-013 137-117 138-085
S4 136-078 136-182 138-015
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138-270 138-100 0-170 0.4% 0-096 0.2% 47% False False 318
10 139-160 138-100 1-060 0.9% 0-100 0.2% 21% False False 274
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 0-020
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 138-291
2.618 138-250
1.618 138-225
1.000 138-210
0.618 138-200
HIGH 138-185
0.618 138-175
0.500 138-172
0.382 138-170
LOW 138-160
0.618 138-145
1.000 138-135
1.618 138-120
2.618 138-095
4.250 138-054
Fisher Pivots for day following 12-Oct-2020
Pivot 1 day 3 day
R1 138-178 138-172
PP 138-175 138-165
S1 138-172 138-158

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

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