ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 02-Nov-2020
Day Change Summary
Previous Current
30-Oct-2020 02-Nov-2020 Change Change % Previous Week
Open 138-150 138-055 -0-095 -0.2% 138-110
High 138-195 138-155 -0-040 -0.1% 139-030
Low 138-035 138-045 0-010 0.0% 138-035
Close 138-070 138-095 0-025 0.1% 138-070
Range 0-160 0-110 -0-050 -31.3% 0-315
ATR 0-116 0-116 0-000 -0.4% 0-000
Volume 2,401,470 1,439,099 -962,371 -40.1% 8,042,097
Daily Pivots for day following 02-Nov-2020
Classic Woodie Camarilla DeMark
R4 139-108 139-052 138-156
R3 138-318 138-262 138-125
R2 138-208 138-208 138-115
R1 138-152 138-152 138-105 138-180
PP 138-098 138-098 138-098 138-112
S1 138-042 138-042 138-085 138-070
S2 137-308 137-308 138-075
S3 137-198 137-252 138-065
S4 137-088 137-142 138-034
Weekly Pivots for week ending 30-Oct-2020
Classic Woodie Camarilla DeMark
R4 141-137 140-258 138-243
R3 140-142 139-263 138-157
R2 139-147 139-147 138-128
R1 138-268 138-268 138-099 138-210
PP 138-152 138-152 138-152 138-122
S1 137-273 137-273 138-041 137-215
S2 137-157 137-157 138-012
S3 136-162 136-278 137-303
S4 135-167 135-283 137-217
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-030 138-035 0-315 0.7% 0-130 0.3% 19% False False 1,662,632
10 139-030 138-035 0-315 0.7% 0-120 0.3% 19% False False 1,482,784
20 139-140 138-035 1-105 1.0% 0-110 0.2% 14% False False 1,247,510
40 139-260 138-035 1-225 1.2% 0-107 0.2% 11% False False 1,148,332
60 140-020 138-035 1-305 1.4% 0-118 0.3% 10% False False 1,022,251
80 140-110 138-035 2-075 1.6% 0-111 0.3% 8% False False 767,516
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-023
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 139-302
2.618 139-123
1.618 139-013
1.000 138-265
0.618 138-223
HIGH 138-155
0.618 138-113
0.500 138-100
0.382 138-087
LOW 138-045
0.618 137-297
1.000 137-255
1.618 137-187
2.618 137-077
4.250 136-218
Fisher Pivots for day following 02-Nov-2020
Pivot 1 day 3 day
R1 138-100 138-160
PP 138-098 138-138
S1 138-097 138-117

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

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