ECBOT 10 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 29-Dec-2020
Day Change Summary
Previous Current
28-Dec-2020 29-Dec-2020 Change Change % Previous Week
Open 137-295 137-310 0-015 0.0% 137-240
High 137-315 137-310 -0-005 0.0% 138-080
Low 137-215 137-255 0-040 0.1% 137-200
Close 137-295 137-295 0-000 0.0% 137-280
Range 0-100 0-055 -0-045 -45.0% 0-200
ATR 0-121 0-116 -0-005 -3.9% 0-000
Volume 610,234 775,267 165,033 27.0% 3,425,080
Daily Pivots for day following 29-Dec-2020
Classic Woodie Camarilla DeMark
R4 138-132 138-108 138-005
R3 138-077 138-053 137-310
R2 138-022 138-022 137-305
R1 137-318 137-318 137-300 137-302
PP 137-287 137-287 137-287 137-279
S1 137-263 137-263 137-290 137-248
S2 137-232 137-232 137-285
S3 137-177 137-208 137-280
S4 137-122 137-153 137-265
Weekly Pivots for week ending 25-Dec-2020
Classic Woodie Camarilla DeMark
R4 139-253 139-147 138-070
R3 139-053 138-267 138-015
R2 138-173 138-173 137-317
R1 138-067 138-067 137-298 138-120
PP 137-293 137-293 137-293 138-000
S1 137-187 137-187 137-262 137-240
S2 137-093 137-093 137-243
S3 136-213 136-307 137-225
S4 136-013 136-107 137-170
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138-030 137-200 0-150 0.3% 0-089 0.2% 63% False False 706,233
10 138-080 137-195 0-205 0.5% 0-104 0.2% 49% False False 928,193
20 138-080 137-075 1-005 0.7% 0-123 0.3% 68% False False 1,112,610
40 138-300 136-265 2-035 1.5% 0-138 0.3% 52% False False 784,390
60 139-035 136-265 2-090 1.7% 0-127 0.3% 48% False False 523,494
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Narrowest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 138-224
2.618 138-134
1.618 138-079
1.000 138-045
0.618 138-024
HIGH 137-310
0.618 137-289
0.500 137-282
0.382 137-276
LOW 137-255
0.618 137-221
1.000 137-200
1.618 137-166
2.618 137-111
4.250 137-021
Fisher Pivots for day following 29-Dec-2020
Pivot 1 day 3 day
R1 137-291 137-285
PP 137-287 137-275
S1 137-282 137-265

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

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