ECBOT 10 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 30-Nov-2020
Day Change Summary
Previous Current
27-Nov-2020 30-Nov-2020 Change Change % Previous Week
Open 137-280 138-055 0-095 0.2% 138-040
High 138-060 138-080 0-020 0.0% 138-060
Low 137-280 138-015 0-055 0.1% 137-230
Close 138-060 138-055 -0-005 0.0% 138-060
Range 0-100 0-065 -0-035 -35.0% 0-150
ATR 0-131 0-126 -0-005 -3.6% 0-000
Volume 646,573 1,750,210 1,103,637 170.7% 6,119,961
Daily Pivots for day following 30-Nov-2020
Classic Woodie Camarilla DeMark
R4 138-245 138-215 138-091
R3 138-180 138-150 138-073
R2 138-115 138-115 138-067
R1 138-085 138-085 138-061 138-088
PP 138-050 138-050 138-050 138-051
S1 138-020 138-020 138-049 138-022
S2 137-305 137-305 138-043
S3 137-240 137-275 138-037
S4 137-175 137-210 138-019
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 139-140 139-090 138-142
R3 138-310 138-260 138-101
R2 138-160 138-160 138-088
R1 138-110 138-110 138-074 138-135
PP 138-010 138-010 138-010 138-022
S1 137-280 137-280 138-046 137-305
S2 137-180 137-180 138-032
S3 137-030 137-130 138-019
S4 136-200 136-300 137-298
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% 85% True False 1,574,034
10 138-080 137-145 0-255 0.6% 0-100 0.2% 90% True False 903,008
20 138-300 136-265 2-035 1.5% 0-152 0.3% 64% False False 456,171
40 139-035 136-265 2-090 1.7% 0-129 0.3% 59% False False 228,937
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-024
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 139-036
2.618 138-250
1.618 138-185
1.000 138-145
0.618 138-120
HIGH 138-080
0.618 138-055
0.500 138-048
0.382 138-040
LOW 138-015
0.618 137-295
1.000 137-270
1.618 137-230
2.618 137-165
4.250 137-059
Fisher Pivots for day following 30-Nov-2020
Pivot 1 day 3 day
R1 138-052 138-035
PP 138-050 138-015
S1 138-048 137-315

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

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