ECBOT 10 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 18-Nov-2020
Day Change Summary
Previous Current
17-Nov-2020 18-Nov-2020 Change Change % Previous Week
Open 137-205 137-315 0-110 0.2% 138-050
High 137-310 138-035 0-045 0.1% 138-125
Low 137-180 137-220 0-040 0.1% 136-265
Close 137-290 137-255 -0-035 -0.1% 137-230
Range 0-130 0-135 0-005 3.8% 1-180
ATR 0-153 0-151 -0-001 -0.8% 0-000
Volume 36,707 170,000 133,293 363.1% 62,929
Daily Pivots for day following 18-Nov-2020
Classic Woodie Camarilla DeMark
R4 139-042 138-283 138-009
R3 138-227 138-148 137-292
R2 138-092 138-092 137-280
R1 138-013 138-013 137-267 137-305
PP 137-277 137-277 137-277 137-262
S1 137-198 137-198 137-243 137-170
S2 137-142 137-142 137-230
S3 137-007 137-063 137-218
S4 136-192 136-248 137-181
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
5 138-035 137-065 0-290 0.7% 0-137 0.3% 66% True False 51,053
10 138-300 136-265 2-035 1.5% 0-178 0.4% 46% False False 30,274
20 138-300 136-265 2-035 1.5% 0-165 0.4% 46% False False 17,092
40 139-160 136-265 2-215 1.9% 0-122 0.3% 36% False False 8,830
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 2 trading days
Fibonacci Retracements and Extensions
4.250 139-289
2.618 139-068
1.618 138-253
1.000 138-170
0.618 138-118
HIGH 138-035
0.618 137-303
0.500 137-288
0.382 137-272
LOW 137-220
0.618 137-137
1.000 137-085
1.618 137-002
2.618 136-187
4.250 135-286
Fisher Pivots for day following 18-Nov-2020
Pivot 1 day 3 day
R1 137-288 137-253
PP 137-277 137-252
S1 137-266 137-250

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

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