ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 27-Nov-2020
Day Change Summary
Previous Current
25-Nov-2020 27-Nov-2020 Change Change % Previous Week
Open 138-080 138-080 0-000 0.0% 138-170
High 138-150 138-175 0-025 0.1% 138-175
Low 138-040 138-075 0-035 0.1% 138-040
Close 138-085 138-175 0-090 0.2% 138-175
Range 0-110 0-100 -0-010 -9.1% 0-135
ATR 0-135 0-133 -0-003 -1.9% 0-000
Volume 1,841,962 447,966 -1,393,996 -75.7% 8,194,625
Daily Pivots for day following 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 139-122 139-088 138-230
R3 139-022 138-308 138-202
R2 138-242 138-242 138-193
R1 138-208 138-208 138-184 138-225
PP 138-142 138-142 138-142 138-150
S1 138-108 138-108 138-166 138-125
S2 138-042 138-042 138-157
S3 137-262 138-008 138-148
S4 137-162 137-228 138-120
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 139-215 139-170 138-249
R3 139-080 139-035 138-212
R2 138-265 138-265 138-200
R1 138-220 138-220 138-187 138-242
PP 138-130 138-130 138-130 138-141
S1 138-085 138-085 138-163 138-108
S2 137-315 137-315 138-150
S3 137-180 137-270 138-138
S4 137-045 137-135 138-101
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138-200 138-040 0-160 0.4% 0-089 0.2% 84% False False 1,947,293
10 138-200 137-270 0-250 0.6% 0-103 0.2% 90% False False 1,632,357
20 139-085 137-080 2-005 1.5% 0-158 0.4% 64% False False 1,730,381
40 139-250 137-080 2-170 1.8% 0-137 0.3% 51% False False 1,462,530
60 139-290 137-080 2-210 1.9% 0-126 0.3% 49% False False 1,322,374
80 140-100 137-080 3-020 2.2% 0-128 0.3% 42% False False 1,151,409
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 139-280
2.618 139-117
1.618 139-017
1.000 138-275
0.618 138-237
HIGH 138-175
0.618 138-137
0.500 138-125
0.382 138-113
LOW 138-075
0.618 138-013
1.000 137-295
1.618 137-233
2.618 137-133
4.250 136-290
Fisher Pivots for day following 27-Nov-2020
Pivot 1 day 3 day
R1 138-158 138-152
PP 138-142 138-130
S1 138-125 138-108

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

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