ECBOT 10 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 16-Dec-2020
Day Change Summary
Previous Current
15-Dec-2020 16-Dec-2020 Change Change % Previous Week
Open 138-025 137-300 -0-045 -0.1% 137-125
High 138-040 138-005 -0-035 -0.1% 138-070
Low 137-260 137-195 -0-065 -0.1% 137-090
Close 137-275 137-285 0-010 0.0% 138-030
Range 0-100 0-130 0-030 30.0% 0-300
ATR 0-130 0-130 0-000 0.0% 0-000
Volume 979,197 1,415,552 436,355 44.6% 5,630,823
Daily Pivots for day following 16-Dec-2020
Classic Woodie Camarilla DeMark
R4 139-018 138-282 138-036
R3 138-208 138-152 138-001
R2 138-078 138-078 137-309
R1 138-022 138-022 137-297 137-305
PP 137-268 137-268 137-268 137-250
S1 137-212 137-212 137-273 137-175
S2 137-138 137-138 137-261
S3 137-008 137-082 137-249
S4 136-198 136-272 137-214
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
5 138-070 137-195 0-195 0.4% 0-115 0.3% 46% False True 1,167,955
10 138-070 137-075 0-315 0.7% 0-125 0.3% 67% False False 1,176,115
20 138-080 137-075 1-005 0.7% 0-118 0.3% 65% False False 1,217,008
40 138-300 136-265 2-035 1.5% 0-141 0.3% 50% False False 612,899
60 139-315 136-265 3-050 2.3% 0-121 0.3% 34% False False 408,728
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 139-238
2.618 139-025
1.618 138-215
1.000 138-135
0.618 138-085
HIGH 138-005
0.618 137-275
0.500 137-260
0.382 137-245
LOW 137-195
0.618 137-115
1.000 137-065
1.618 136-305
2.618 136-175
4.250 135-282
Fisher Pivots for day following 16-Dec-2020
Pivot 1 day 3 day
R1 137-277 137-282
PP 137-268 137-280
S1 137-260 137-278

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

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