ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 13-Nov-2020
Day Change Summary
Previous Current
12-Nov-2020 13-Nov-2020 Change Change % Previous Week
Open 137-200 138-065 0-185 0.4% 138-160
High 138-075 138-105 0-030 0.1% 138-245
Low 137-195 138-015 0-140 0.3% 137-080
Close 138-050 138-035 -0-015 0.0% 138-035
Range 0-200 0-090 -0-110 -55.0% 1-165
ATR 0-166 0-161 -0-005 -3.3% 0-000
Volume 1,742,283 993,902 -748,381 -43.0% 8,137,088
Daily Pivots for day following 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 139-002 138-268 138-084
R3 138-232 138-178 138-060
R2 138-142 138-142 138-052
R1 138-088 138-088 138-043 138-070
PP 138-052 138-052 138-052 138-042
S1 137-318 137-318 138-027 137-300
S2 137-282 137-282 138-018
S3 137-192 137-228 138-010
S4 137-102 137-138 137-306
Weekly Pivots for week ending 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 142-188 141-277 138-302
R3 141-023 140-112 138-168
R2 139-178 139-178 138-124
R1 138-267 138-267 138-079 138-140
PP 138-013 138-013 138-013 137-270
S1 137-102 137-102 137-311 136-295
S2 136-168 136-168 137-266
S3 135-003 135-257 137-222
S4 133-158 134-092 137-088
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138-245 137-080 1-165 1.1% 0-204 0.5% 57% False False 1,627,417
10 139-085 137-080 2-005 1.5% 0-206 0.5% 43% False False 1,687,648
20 139-085 137-080 2-005 1.5% 0-163 0.4% 43% False False 1,565,309
40 139-260 137-080 2-180 1.9% 0-132 0.3% 34% False False 1,313,599
60 139-290 137-080 2-210 1.9% 0-131 0.3% 32% False False 1,274,399
80 140-110 137-080 3-030 2.2% 0-128 0.3% 28% False False 960,379
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0-042
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 139-168
2.618 139-021
1.618 138-251
1.000 138-195
0.618 138-161
HIGH 138-105
0.618 138-071
0.500 138-060
0.382 138-049
LOW 138-015
0.618 137-279
1.000 137-245
1.618 137-189
2.618 137-099
4.250 136-272
Fisher Pivots for day following 13-Nov-2020
Pivot 1 day 3 day
R1 138-060 138-001
PP 138-052 137-287
S1 138-043 137-252

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

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