ECBOT 10 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 12-Nov-2020

Day Change Summary
	Previous	Current
	11-Nov-2020	12-Nov-2020	Change	Change %	Previous Week
Open	137-025	137-070	0-045	0.1%	137-265
High	137-075	137-260	0-185	0.4%	138-300
Low	136-265	137-065	0-120	0.3%	137-090
Close	137-060	137-245	0-185	0.4%	138-060
Range	0-130	0-195	0-065	50.0%	1-210
ATR	0-158	0-161	0-003	1.9%	0-000
Volume	6,782	14,439	7,657	112.9%	30,417

Daily Pivots for day following 12-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	139-135	139-065	138-032
R3	138-260	138-190	137-299
R2	138-065	138-065	137-281
R1	137-315	137-315	137-263	138-030
PP	137-190	137-190	137-190	137-208
S1	137-120	137-120	137-227	137-155
S2	136-315	136-315	137-209
S3	136-120	136-245	137-191
S4	135-245	136-050	137-138

Weekly Pivots for week ending 06-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	143-033	142-097	139-032
R3	141-143	140-207	138-206
R2	139-253	139-253	138-157
R1	138-317	138-317	138-109	139-125
PP	138-043	138-043	138-043	138-108
S1	137-107	137-107	138-011	137-235
S2	136-153	136-153	137-283
S3	134-263	135-217	137-234
S4	133-053	134-007	137-088

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	138-210	136-265	1-265	1.3%	0-226	0.5%	51%	False	False	11,149
10	138-300	136-265	2-035	1.5%	0-212	0.5%	44%	False	False	8,126
20	138-300	136-265	2-035	1.5%	0-156	0.4%	44%	False	False	5,359

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	0-044
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	140-129
2.618	139-131
1.618	138-256
1.000	138-135
0.618	138-061
HIGH	137-260
0.618	137-186
0.500	137-162
0.382	137-139
LOW	137-065
0.618	136-264
1.000	136-190
1.618	136-069
2.618	135-194
4.250	134-196

Fisher Pivots for day following 12-Nov-2020
Pivot	1 day	3 day
R1	137-218	137-198
PP	137-190	137-150
S1	137-162	137-102

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols