ECBOT 10 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 08-Dec-2020

Day Change Summary
	Previous	Current
	07-Dec-2020	08-Dec-2020	Change	Change %	Previous Week
Open	137-125	137-240	0-115	0.3%	138-055
High	137-245	137-315	0-070	0.2%	138-080
Low	137-090	137-200	0-110	0.3%	137-075
Close	137-230	137-260	0-030	0.1%	137-120
Range	0-155	0-115	-0-040	-25.8%	1-005
ATR	0-140	0-138	-0-002	-1.3%	0-000
Volume	1,078,149	1,021,005	-57,144	-5.3%	8,058,240

Daily Pivots for day following 08-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	138-283	138-227	138-003
R3	138-168	138-112	137-292
R2	138-053	138-053	137-281
R1	137-317	137-317	137-271	138-025
PP	137-258	137-258	137-258	137-272
S1	137-202	137-202	137-249	137-230
S2	137-143	137-143	137-239
S3	137-028	137-087	137-228
S4	136-233	136-292	137-197

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	137-315	137-075	0-240	0.5%	0-142	0.3%	77%	True	False	1,261,420
10	138-080	137-075	1-005	0.7%	0-132	0.3%	57%	False	False	1,473,150
20	138-080	136-265	1-135	1.0%	0-128	0.3%	69%	False	False	874,258
40	139-030	136-265	2-085	1.6%	0-136	0.3%	43%	False	False	439,070

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-026
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	139-164
2.618	138-296
1.618	138-181
1.000	138-110
0.618	138-066
HIGH	137-315
0.618	137-271
0.500	137-258
0.382	137-244
LOW	137-200
0.618	137-129
1.000	137-085
1.618	137-014
2.618	136-219
4.250	136-031

Fisher Pivots for day following 08-Dec-2020
Pivot	1 day	3 day
R1	137-259	137-238
PP	137-258	137-217
S1	137-258	137-195

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols