ECBOT 10 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 01-Dec-2020
Day Change Summary
Previous Current
30-Nov-2020 01-Dec-2020 Change Change % Previous Week
Open 138-055 138-060 0-005 0.0% 138-040
High 138-080 138-075 -0-005 0.0% 138-060
Low 138-015 137-130 -0-205 -0.5% 137-230
Close 138-055 137-140 -0-235 -0.5% 138-060
Range 0-065 0-265 0-200 307.7% 0-150
ATR 0-126 0-136 0-010 7.9% 0-000
Volume 1,750,210 2,100,082 349,872 20.0% 6,119,961
Daily Pivots for day following 01-Dec-2020
Classic Woodie Camarilla DeMark
R4 140-057 139-203 137-286
R3 139-112 138-258 137-213
R2 138-167 138-167 137-189
R1 137-313 137-313 137-164 137-268
PP 137-222 137-222 137-222 137-199
S1 137-048 137-048 137-116 137-002
S2 136-277 136-277 137-091
S3 136-012 136-103 137-067
S4 135-067 135-158 136-314
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
5 138-080 137-130 0-270 0.6% 0-121 0.3% 4% False True 1,684,880
10 138-080 137-130 0-270 0.6% 0-112 0.3% 4% False True 1,111,194
20 138-300 136-265 2-035 1.5% 0-160 0.4% 29% False False 561,028
40 139-030 136-265 2-085 1.6% 0-131 0.3% 27% False False 281,432
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 141-241
2.618 140-129
1.618 139-184
1.000 139-020
0.618 138-239
HIGH 138-075
0.618 137-294
0.500 137-262
0.382 137-231
LOW 137-130
0.618 136-286
1.000 136-185
1.618 136-021
2.618 135-076
4.250 133-284
Fisher Pivots for day following 01-Dec-2020
Pivot 1 day 3 day
R1 137-262 137-265
PP 137-222 137-223
S1 137-181 137-182

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

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