ECBOT 10 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 20-Nov-2020
Day Change Summary
Previous Current
19-Nov-2020 20-Nov-2020 Change Change % Previous Week
Open 137-275 138-050 0-095 0.2% 137-225
High 138-040 138-080 0-040 0.1% 138-080
Low 137-275 138-000 0-045 0.1% 137-145
Close 137-310 138-035 0-045 0.1% 138-035
Range 0-085 0-080 -0-005 -5.9% 0-255
ATR 0-148 0-144 -0-004 -2.8% 0-000
Volume 426,793 508,195 81,402 19.1% 1,159,911
Daily Pivots for day following 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 138-278 138-237 138-079
R3 138-198 138-157 138-057
R2 138-118 138-118 138-050
R1 138-077 138-077 138-042 138-058
PP 138-038 138-038 138-038 138-029
S1 137-317 137-317 138-028 137-298
S2 137-278 137-278 138-020
S3 137-198 137-237 138-013
S4 137-118 137-157 137-311
Weekly Pivots for week ending 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 140-105 140-005 138-175
R3 139-170 139-070 138-105
R2 138-235 138-235 138-082
R1 138-135 138-135 138-058 138-185
PP 137-300 137-300 137-300 138-005
S1 137-200 137-200 138-012 137-250
S2 137-045 137-045 137-308
S3 136-110 136-265 137-285
S4 135-175 136-010 137-215
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138-080 137-145 0-255 0.6% 0-113 0.3% 82% True False 231,982
10 138-125 136-265 1-180 1.1% 0-159 0.4% 82% False False 122,284
20 138-300 136-265 2-035 1.5% 0-161 0.4% 61% False False 63,366
40 139-160 136-265 2-215 1.9% 0-126 0.3% 48% False False 32,205
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 23 trading days
Fibonacci Retracements and Extensions
4.250 139-100
2.618 138-289
1.618 138-209
1.000 138-160
0.618 138-129
HIGH 138-080
0.618 138-049
0.500 138-040
0.382 138-031
LOW 138-000
0.618 137-271
1.000 137-240
1.618 137-191
2.618 137-111
4.250 136-300
Fisher Pivots for day following 20-Nov-2020
Pivot 1 day 3 day
R1 138-040 138-020
PP 138-038 138-005
S1 138-037 137-310

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

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