ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 06-Nov-2020
Day Change Summary
Previous Current
05-Nov-2020 06-Nov-2020 Change Change % Previous Week
Open 138-310 138-310 0-000 0.0% 138-055
High 139-085 139-010 -0-075 -0.2% 139-085
Low 138-245 138-125 -0-120 -0.3% 137-205
Close 138-280 138-175 -0-105 -0.2% 138-175
Range 0-160 0-205 0-045 28.1% 1-200
ATR 0-141 0-146 0-005 3.2% 0-000
Volume 1,657,504 1,489,220 -168,284 -10.2% 8,739,398
Daily Pivots for day following 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 140-185 140-065 138-288
R3 139-300 139-180 138-231
R2 139-095 139-095 138-213
R1 138-295 138-295 138-194 138-252
PP 138-210 138-210 138-210 138-189
S1 138-090 138-090 138-156 138-048
S2 138-005 138-005 138-137
S3 137-120 137-205 138-119
S4 136-235 137-000 138-062
Weekly Pivots for week ending 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 143-115 142-185 139-141
R3 141-235 140-305 138-318
R2 140-035 140-035 138-270
R1 139-105 139-105 138-223 139-230
PP 138-155 138-155 138-155 138-218
S1 137-225 137-225 138-127 138-030
S2 136-275 136-275 138-080
S3 135-075 136-025 138-032
S4 133-195 134-145 137-209
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-085 137-205 1-200 1.2% 0-209 0.5% 56% False False 1,747,879
10 139-085 137-205 1-200 1.2% 0-170 0.4% 56% False False 1,678,149
20 139-140 137-205 1-255 1.3% 0-133 0.3% 50% False False 1,364,276
40 139-260 137-205 2-055 1.6% 0-118 0.3% 42% False False 1,213,706
60 139-290 137-205 2-085 1.6% 0-123 0.3% 40% False False 1,142,934
80 140-110 137-205 2-225 2.0% 0-119 0.3% 34% False False 858,738
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 0-033
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141-241
2.618 140-227
1.618 140-022
1.000 139-215
0.618 139-137
HIGH 139-010
0.618 138-252
0.500 138-228
0.382 138-203
LOW 138-125
0.618 137-318
1.000 137-240
1.618 137-113
2.618 136-228
4.250 135-214
Fisher Pivots for day following 06-Nov-2020
Pivot 1 day 3 day
R1 138-228 138-165
PP 138-210 138-155
S1 138-192 138-145

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

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