ECBOT 10 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 25-Nov-2020
Day Change Summary
Previous Current
24-Nov-2020 25-Nov-2020 Change Change % Previous Week
Open 137-300 137-275 -0-025 -0.1% 137-225
High 137-310 138-025 0-035 0.1% 138-080
Low 137-250 137-230 -0-020 0.0% 137-145
Close 137-275 137-285 0-010 0.0% 138-035
Range 0-060 0-115 0-055 91.7% 0-255
ATR 0-134 0-133 -0-001 -1.0% 0-000
Volume 2,443,110 1,484,425 -958,685 -39.2% 1,159,911
Daily Pivots for day following 25-Nov-2020
Classic Woodie Camarilla DeMark
R4 138-312 138-253 138-028
R3 138-197 138-138 137-317
R2 138-082 138-082 137-306
R1 138-023 138-023 137-296 138-052
PP 137-287 137-287 137-287 137-301
S1 137-228 137-228 137-274 137-258
S2 137-172 137-172 137-264
S3 137-057 137-113 137-253
S4 136-262 136-318 137-222
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
5 138-080 137-230 0-170 0.4% 0-086 0.2% 32% False True 1,281,675
10 138-080 137-065 1-015 0.8% 0-112 0.3% 66% False False 666,364
20 138-300 136-265 2-035 1.5% 0-160 0.4% 50% False False 336,688
40 139-150 136-265 2-205 1.9% 0-131 0.3% 40% False False 169,037
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 139-194
2.618 139-006
1.618 138-211
1.000 138-140
0.618 138-096
HIGH 138-025
0.618 137-301
0.500 137-288
0.382 137-274
LOW 137-230
0.618 137-159
1.000 137-115
1.618 137-044
2.618 136-249
4.250 136-061
Fisher Pivots for day following 25-Nov-2020
Pivot 1 day 3 day
R1 137-288 137-300
PP 137-287 137-295
S1 137-286 137-290

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

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