ECBOT 10 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 16-Nov-2020
Day Change Summary
Previous Current
13-Nov-2020 16-Nov-2020 Change Change % Previous Week
Open 137-260 137-225 -0-035 -0.1% 138-050
High 137-300 137-280 -0-020 0.0% 138-125
Low 137-210 137-145 -0-065 -0.1% 136-265
Close 137-230 137-205 -0-025 -0.1% 137-230
Range 0-090 0-135 0-045 50.0% 1-180
ATR 0-156 0-154 -0-001 -1.0% 0-000
Volume 15,904 18,216 2,312 14.5% 62,929
Daily Pivots for day following 16-Nov-2020
Classic Woodie Camarilla DeMark
R4 138-295 138-225 137-279
R3 138-160 138-090 137-242
R2 138-025 138-025 137-230
R1 137-275 137-275 137-217 137-242
PP 137-210 137-210 137-210 137-194
S1 137-140 137-140 137-193 137-108
S2 137-075 137-075 137-180
S3 136-260 137-005 137-168
S4 136-125 136-190 137-131
Weekly Pivots for week ending 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 142-107 141-188 138-185
R3 140-247 140-008 138-048
R2 139-067 139-067 138-002
R1 138-148 138-148 137-276 138-018
PP 137-207 137-207 137-207 137-141
S1 136-288 136-288 137-184 136-158
S2 136-027 136-027 137-138
S3 134-167 135-108 137-092
S4 132-307 133-248 136-275
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137-300 136-265 1-035 0.8% 0-143 0.3% 73% False False 13,222
10 138-300 136-265 2-035 1.5% 0-208 0.5% 39% False False 10,861
20 138-300 136-265 2-035 1.5% 0-161 0.4% 39% False False 7,009
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 0-047
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 139-214
2.618 138-313
1.618 138-178
1.000 138-095
0.618 138-043
HIGH 137-280
0.618 137-228
0.500 137-212
0.382 137-197
LOW 137-145
0.618 137-062
1.000 137-010
1.618 136-247
2.618 136-112
4.250 135-211
Fisher Pivots for day following 16-Nov-2020
Pivot 1 day 3 day
R1 137-212 137-198
PP 137-210 137-190
S1 137-208 137-182

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

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