ECBOT 10 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 04-Dec-2020
Day Change Summary
Previous Current
03-Dec-2020 04-Dec-2020 Change Change % Previous Week
Open 137-165 137-245 0-080 0.2% 138-055
High 137-260 137-270 0-010 0.0% 138-080
Low 137-140 137-075 -0-065 -0.1% 137-075
Close 137-210 137-120 -0-090 -0.2% 137-120
Range 0-120 0-195 0-075 62.5% 1-005
ATR 0-134 0-139 0-004 3.2% 0-000
Volume 1,233,132 1,471,040 237,908 19.3% 8,058,240
Daily Pivots for day following 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 139-100 138-305 137-227
R3 138-225 138-110 137-174
R2 138-030 138-030 137-156
R1 137-235 137-235 137-138 137-195
PP 137-155 137-155 137-155 137-135
S1 137-040 137-040 137-102 137-000
S2 136-280 136-280 137-084
S3 136-085 136-165 137-066
S4 135-210 135-290 137-013
Weekly Pivots for week ending 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 140-213 140-012 137-299
R3 139-208 139-007 137-209
R2 138-203 138-203 137-180
R1 138-002 138-002 137-150 137-260
PP 137-198 137-198 137-198 137-168
S1 136-317 136-317 137-090 136-255
S2 136-193 136-193 137-060
S3 135-188 135-312 137-031
S4 134-183 134-307 136-261
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138-080 137-075 1-005 0.7% 0-154 0.4% 14% False True 1,611,648
10 138-080 137-075 1-005 0.7% 0-122 0.3% 14% False True 1,468,639
20 138-210 136-265 1-265 1.3% 0-146 0.3% 30% False False 770,488
40 139-030 136-265 2-085 1.6% 0-133 0.3% 24% False False 386,592
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 140-139
2.618 139-141
1.618 138-266
1.000 138-145
0.618 138-071
HIGH 137-270
0.618 137-196
0.500 137-172
0.382 137-149
LOW 137-075
0.618 136-274
1.000 136-200
1.618 136-079
2.618 135-204
4.250 134-206
Fisher Pivots for day following 04-Dec-2020
Pivot 1 day 3 day
R1 137-172 137-172
PP 137-155 137-155
S1 137-138 137-138

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

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