ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 02-Dec-2020
Day Change Summary
Previous Current
01-Dec-2020 02-Dec-2020 Change Change % Previous Week
Open 138-170 137-315 -0-175 -0.4% 138-170
High 138-190 138-015 -0-175 -0.4% 138-175
Low 137-265 137-225 -0-040 -0.1% 138-040
Close 137-270 137-270 0-000 0.0% 138-175
Range 0-245 0-110 -0-135 -55.1% 0-135
ATR 0-136 0-135 -0-002 -1.4% 0-000
Volume 79,789 53,778 -26,011 -32.6% 8,194,625
Daily Pivots for day following 02-Dec-2020
Classic Woodie Camarilla DeMark
R4 138-287 138-228 138-010
R3 138-177 138-118 137-300
R2 138-067 138-067 137-290
R1 138-008 138-008 137-280 137-302
PP 137-277 137-277 137-277 137-264
S1 137-218 137-218 137-260 137-192
S2 137-167 137-167 137-250
S3 137-057 137-108 137-240
S4 136-267 136-318 137-210
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
5 138-200 137-225 0-295 0.7% 0-126 0.3% 15% False True 508,176
10 138-200 137-225 0-295 0.7% 0-110 0.2% 15% False True 1,299,664
20 139-085 137-080 2-005 1.5% 0-160 0.4% 29% False False 1,487,377
40 139-140 137-080 2-060 1.6% 0-134 0.3% 27% False False 1,358,708
60 139-260 137-080 2-180 1.9% 0-124 0.3% 23% False False 1,259,799
80 139-290 137-080 2-210 1.9% 0-129 0.3% 22% False False 1,154,367
100 140-110 137-080 3-030 2.2% 0-120 0.3% 19% False False 924,191
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 139-162
2.618 138-303
1.618 138-193
1.000 138-125
0.618 138-083
HIGH 138-015
0.618 137-293
0.500 137-280
0.382 137-267
LOW 137-225
0.618 137-157
1.000 137-115
1.618 137-047
2.618 136-257
4.250 136-078
Fisher Pivots for day following 02-Dec-2020
Pivot 1 day 3 day
R1 137-280 138-052
PP 137-277 138-018
S1 137-273 137-304

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

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