ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 03-Nov-2020
Day Change Summary
Previous Current
02-Nov-2020 03-Nov-2020 Change Change % Previous Week
Open 138-055 138-100 0-045 0.1% 138-110
High 138-155 138-110 -0-045 -0.1% 139-030
Low 138-045 137-305 -0-060 -0.1% 138-035
Close 138-095 138-030 -0-065 -0.1% 138-070
Range 0-110 0-125 0-015 13.6% 0-315
ATR 0-116 0-116 0-001 0.6% 0-000
Volume 1,439,099 1,270,460 -168,639 -11.7% 8,042,097
Daily Pivots for day following 03-Nov-2020
Classic Woodie Camarilla DeMark
R4 139-097 139-028 138-099
R3 138-292 138-223 138-064
R2 138-167 138-167 138-053
R1 138-098 138-098 138-041 138-070
PP 138-042 138-042 138-042 138-028
S1 137-293 137-293 138-019 137-265
S2 137-237 137-237 138-007
S3 137-112 137-168 137-316
S4 136-307 137-043 137-281
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
5 139-030 137-305 1-045 0.8% 0-134 0.3% 12% False True 1,723,018
10 139-030 137-305 1-045 0.8% 0-126 0.3% 12% False True 1,484,883
20 139-140 137-305 1-155 1.1% 0-109 0.2% 9% False True 1,230,039
40 139-260 137-305 1-275 1.3% 0-106 0.2% 8% False True 1,146,009
60 139-290 137-305 1-305 1.4% 0-118 0.3% 7% False True 1,043,364
80 140-110 137-305 2-125 1.7% 0-111 0.3% 6% False True 783,395
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 0-022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 140-001
2.618 139-117
1.618 138-312
1.000 138-235
0.618 138-187
HIGH 138-110
0.618 138-062
0.500 138-048
0.382 138-033
LOW 137-305
0.618 137-228
1.000 137-180
1.618 137-103
2.618 136-298
4.250 136-094
Fisher Pivots for day following 03-Nov-2020
Pivot 1 day 3 day
R1 138-048 138-090
PP 138-042 138-070
S1 138-036 138-050

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

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