ECBOT 10 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 14-Dec-2020
Day Change Summary
Previous Current
11-Dec-2020 14-Dec-2020 Change Change % Previous Week
Open 137-280 137-310 0-030 0.1% 137-125
High 138-070 138-040 -0-030 -0.1% 138-070
Low 137-265 137-230 -0-035 -0.1% 137-090
Close 138-030 138-025 -0-005 0.0% 138-030
Range 0-125 0-130 0-005 4.0% 0-300
ATR 0-132 0-132 0-000 -0.1% 0-000
Volume 1,158,061 1,031,410 -126,651 -10.9% 5,630,823
Daily Pivots for day following 14-Dec-2020
Classic Woodie Camarilla DeMark
R4 139-062 139-013 138-096
R3 138-252 138-203 138-061
R2 138-122 138-122 138-049
R1 138-073 138-073 138-037 138-098
PP 137-312 137-312 137-312 138-004
S1 137-263 137-263 138-013 137-288
S2 137-182 137-182 138-001
S3 137-052 137-133 137-309
S4 136-242 137-003 137-274
Weekly Pivots for week ending 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 140-217 140-103 138-195
R3 139-237 139-123 138-112
R2 138-257 138-257 138-085
R1 138-143 138-143 138-058 138-200
PP 137-277 137-277 137-277 137-305
S1 137-163 137-163 138-002 137-220
S2 136-297 136-297 137-295
S3 135-317 136-183 137-268
S4 135-017 135-203 137-185
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138-070 137-150 0-240 0.5% 0-110 0.2% 81% False False 1,116,816
10 138-075 137-075 1-000 0.7% 0-141 0.3% 84% False False 1,297,026
20 138-080 137-075 1-005 0.7% 0-120 0.3% 83% False False 1,100,017
40 138-300 136-265 2-035 1.5% 0-139 0.3% 59% False False 553,064
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 139-272
2.618 139-060
1.618 138-250
1.000 138-170
0.618 138-120
HIGH 138-040
0.618 137-310
0.500 137-295
0.382 137-280
LOW 137-230
0.618 137-150
1.000 137-100
1.618 137-020
2.618 136-210
4.250 135-318
Fisher Pivots for day following 14-Dec-2020
Pivot 1 day 3 day
R1 138-008 138-008
PP 137-312 137-312
S1 137-295 137-295

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

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