ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 05-Nov-2020
Day Change Summary
Previous Current
04-Nov-2020 05-Nov-2020 Change Change % Previous Week
Open 137-305 138-310 1-005 0.7% 138-110
High 139-010 139-085 0-075 0.2% 139-030
Low 137-205 138-245 1-040 0.8% 138-035
Close 138-315 138-280 -0-035 -0.1% 138-070
Range 1-125 0-160 -0-285 -64.0% 0-315
ATR 0-140 0-141 0-001 1.0% 0-000
Volume 2,883,115 1,657,504 -1,225,611 -42.5% 8,042,097
Daily Pivots for day following 05-Nov-2020
Classic Woodie Camarilla DeMark
R4 140-150 140-055 139-048
R3 139-310 139-215 139-004
R2 139-150 139-150 138-309
R1 139-055 139-055 138-295 139-022
PP 138-310 138-310 138-310 138-294
S1 138-215 138-215 138-265 138-182
S2 138-150 138-150 138-251
S3 137-310 138-055 138-236
S4 137-150 137-215 138-192
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
5 139-085 137-205 1-200 1.2% 0-200 0.5% 76% True False 1,930,329
10 139-085 137-205 1-200 1.2% 0-160 0.4% 76% True False 1,648,232
20 139-140 137-205 1-255 1.3% 0-128 0.3% 69% False False 1,340,037
40 139-260 137-205 2-055 1.6% 0-115 0.3% 57% False False 1,199,920
60 139-290 137-205 2-085 1.6% 0-122 0.3% 54% False False 1,118,492
80 140-110 137-205 2-225 1.9% 0-117 0.3% 46% False False 840,146
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141-125
2.618 140-184
1.618 140-024
1.000 139-245
0.618 139-184
HIGH 139-085
0.618 139-024
0.500 139-005
0.382 138-306
LOW 138-245
0.618 138-146
1.000 138-085
1.618 137-306
2.618 137-146
4.250 136-205
Fisher Pivots for day following 05-Nov-2020
Pivot 1 day 3 day
R1 139-005 138-235
PP 138-310 138-190
S1 138-295 138-145

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

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