ECBOT 10 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 19-Nov-2020
Day Change Summary
Previous Current
18-Nov-2020 19-Nov-2020 Change Change % Previous Week
Open 137-315 137-275 -0-040 -0.1% 138-050
High 138-035 138-040 0-005 0.0% 138-125
Low 137-220 137-275 0-055 0.1% 136-265
Close 137-255 137-310 0-055 0.1% 137-230
Range 0-135 0-085 -0-050 -37.0% 1-180
ATR 0-151 0-148 -0-003 -2.2% 0-000
Volume 170,000 426,793 256,793 151.1% 62,929
Daily Pivots for day following 19-Nov-2020
Classic Woodie Camarilla DeMark
R4 138-250 138-205 138-037
R3 138-165 138-120 138-013
R2 138-080 138-080 138-006
R1 138-035 138-035 137-318 138-058
PP 137-315 137-315 137-315 138-006
S1 137-270 137-270 137-302 137-292
S2 137-230 137-230 137-294
S3 137-145 137-185 137-287
S4 137-060 137-100 137-263
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
5 138-040 137-145 0-215 0.5% 0-115 0.3% 77% True False 133,524
10 138-210 136-265 1-265 1.3% 0-170 0.4% 62% False False 72,336
20 138-300 136-265 2-035 1.5% 0-162 0.4% 54% False False 38,257
40 139-160 136-265 2-215 1.9% 0-124 0.3% 43% False False 19,500
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 139-081
2.618 138-263
1.618 138-178
1.000 138-125
0.618 138-093
HIGH 138-040
0.618 138-008
0.500 137-318
0.382 137-307
LOW 137-275
0.618 137-222
1.000 137-190
1.618 137-137
2.618 137-052
4.250 136-234
Fisher Pivots for day following 19-Nov-2020
Pivot 1 day 3 day
R1 137-318 137-297
PP 137-315 137-283
S1 137-312 137-270

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

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