ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 04-Nov-2020
Day Change Summary
Previous Current
03-Nov-2020 04-Nov-2020 Change Change % Previous Week
Open 138-100 137-305 -0-115 -0.3% 138-110
High 138-110 139-010 0-220 0.5% 139-030
Low 137-305 137-205 -0-100 -0.2% 138-035
Close 138-030 138-315 0-285 0.6% 138-070
Range 0-125 1-125 1-000 256.0% 0-315
ATR 0-116 0-140 0-023 20.2% 0-000
Volume 1,270,460 2,883,115 1,612,655 126.9% 8,042,097
Daily Pivots for day following 04-Nov-2020
Classic Woodie Camarilla DeMark
R4 142-232 142-078 139-240
R3 141-107 140-273 139-117
R2 139-302 139-302 139-077
R1 139-148 139-148 139-036 139-225
PP 138-177 138-177 138-177 138-215
S1 138-023 138-023 138-274 138-100
S2 137-052 137-052 138-233
S3 135-247 136-218 138-193
S4 134-122 135-093 138-070
Weekly Pivots for week ending 30-Oct-2020
Classic Woodie Camarilla DeMark
R4 141-137 140-258 138-243
R3 140-142 139-263 138-157
R2 139-147 139-147 138-128
R1 138-268 138-268 138-099 138-210
PP 138-152 138-152 138-152 138-122
S1 137-273 137-273 138-041 137-215
S2 137-157 137-157 138-012
S3 136-162 136-278 137-303
S4 135-167 135-283 137-217
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-010 137-205 1-125 1.0% 0-202 0.5% 97% True True 1,993,818
10 139-030 137-205 1-145 1.0% 0-158 0.4% 92% False True 1,621,489
20 139-140 137-205 1-255 1.3% 0-124 0.3% 75% False True 1,306,748
40 139-260 137-205 2-055 1.6% 0-114 0.3% 62% False True 1,187,923
60 139-290 137-205 2-085 1.6% 0-122 0.3% 59% False True 1,091,109
80 140-110 137-205 2-225 1.9% 0-116 0.3% 50% False True 819,431
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Widest range in 84 trading days
Fibonacci Retracements and Extensions
4.250 144-301
2.618 142-215
1.618 141-090
1.000 140-135
0.618 139-285
HIGH 139-010
0.618 138-160
0.500 138-108
0.382 138-055
LOW 137-205
0.618 136-250
1.000 136-080
1.618 135-125
2.618 134-000
4.250 131-234
Fisher Pivots for day following 04-Nov-2020
Pivot 1 day 3 day
R1 138-246 138-246
PP 138-177 138-177
S1 138-108 138-108

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

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