ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 07-Dec-2020
Day Change Summary
Previous Current
04-Dec-2020 07-Dec-2020 Change Change % Previous Week
Open 138-045 137-260 -0-105 -0.2% 138-170
High 138-070 138-060 -0-010 0.0% 138-200
Low 137-220 137-245 0-025 0.1% 137-220
Close 137-260 138-045 0-105 0.2% 137-260
Range 0-170 0-135 -0-035 -20.6% 0-300
ATR 0-136 0-136 0-000 0.0% 0-000
Volume 11,150 9,950 -1,200 -10.8% 286,137
Daily Pivots for day following 07-Dec-2020
Classic Woodie Camarilla DeMark
R4 139-095 139-045 138-119
R3 138-280 138-230 138-082
R2 138-145 138-145 138-070
R1 138-095 138-095 138-057 138-120
PP 138-010 138-010 138-010 138-022
S1 137-280 137-280 138-033 137-305
S2 137-195 137-195 138-020
S3 137-060 137-145 138-008
S4 136-245 137-010 137-291
Weekly Pivots for week ending 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 140-273 140-087 138-105
R3 139-293 139-107 138-022
R2 138-313 138-313 137-315
R1 138-127 138-127 137-288 138-070
PP 138-013 138-013 138-013 137-305
S1 137-147 137-147 137-232 137-090
S2 137-033 137-033 137-205
S3 136-053 136-167 137-178
S4 135-073 135-187 137-095
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138-190 137-220 0-290 0.7% 0-154 0.3% 50% False False 35,740
10 138-200 137-220 0-300 0.7% 0-120 0.3% 48% False False 849,071
20 138-245 137-080 1-165 1.1% 0-140 0.3% 59% False False 1,188,142
40 139-140 137-080 2-060 1.6% 0-136 0.3% 41% False False 1,276,209
60 139-260 137-080 2-180 1.9% 0-125 0.3% 35% False False 1,205,185
80 139-290 137-080 2-210 1.9% 0-127 0.3% 34% False False 1,154,236
100 140-110 137-080 3-030 2.2% 0-123 0.3% 29% False False 924,618
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 139-314
2.618 139-093
1.618 138-278
1.000 138-195
0.618 138-143
HIGH 138-060
0.618 138-008
0.500 137-312
0.382 137-297
LOW 137-245
0.618 137-162
1.000 137-110
1.618 137-027
2.618 136-212
4.250 135-311
Fisher Pivots for day following 07-Dec-2020
Pivot 1 day 3 day
R1 138-028 138-025
PP 138-010 138-005
S1 137-312 137-305

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

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