ECBOT 10 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 24-Dec-2020
Day Change Summary
Previous Current
23-Dec-2020 24-Dec-2020 Change Change % Previous Week
Open 137-315 137-255 -0-060 -0.1% 137-310
High 138-030 137-300 -0-050 -0.1% 138-040
Low 137-200 137-235 0-035 0.1% 137-195
Close 137-245 137-280 0-035 0.1% 137-240
Range 0-150 0-065 -0-085 -56.7% 0-165
ATR 0-127 0-122 -0-004 -3.5% 0-000
Volume 1,094,067 256,470 -837,597 -76.6% 5,502,768
Daily Pivots for day following 24-Dec-2020
Classic Woodie Camarilla DeMark
R4 138-147 138-118 137-316
R3 138-082 138-053 137-298
R2 138-017 138-017 137-292
R1 137-308 137-308 137-286 138-002
PP 137-272 137-272 137-272 137-279
S1 137-243 137-243 137-274 137-258
S2 137-207 137-207 137-268
S3 137-142 137-178 137-262
S4 137-077 137-113 137-244
Weekly Pivots for week ending 18-Dec-2020
Classic Woodie Camarilla DeMark
R4 139-120 139-025 138-011
R3 138-275 138-180 137-285
R2 138-110 138-110 137-270
R1 138-015 138-015 137-255 137-300
PP 137-265 137-265 137-265 137-248
S1 137-170 137-170 137-225 137-135
S2 137-100 137-100 137-210
S3 136-255 137-005 137-195
S4 136-090 136-160 137-149
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138-080 137-200 0-200 0.5% 0-106 0.2% 40% False False 845,199
10 138-080 137-195 0-205 0.5% 0-114 0.3% 41% False False 1,008,590
20 138-080 137-075 1-005 0.7% 0-123 0.3% 63% False False 1,163,174
40 138-300 136-265 2-035 1.5% 0-142 0.3% 50% False False 749,931
60 139-150 136-265 2-205 1.9% 0-129 0.3% 40% False False 500,416
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 138-256
2.618 138-150
1.618 138-085
1.000 138-045
0.618 138-020
HIGH 137-300
0.618 137-275
0.500 137-268
0.382 137-260
LOW 137-235
0.618 137-195
1.000 137-170
1.618 137-130
2.618 137-065
4.250 136-279
Fisher Pivots for day following 24-Dec-2020
Pivot 1 day 3 day
R1 137-276 137-278
PP 137-272 137-277
S1 137-268 137-275

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

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