ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 10-Nov-2020
Day Change Summary
Previous Current
09-Nov-2020 10-Nov-2020 Change Change % Previous Week
Open 138-160 137-260 -0-220 -0.5% 138-055
High 138-245 137-295 -0-270 -0.6% 139-085
Low 137-130 137-135 0-005 0.0% 137-205
Close 137-185 137-140 -0-045 -0.1% 138-175
Range 1-115 0-160 -0-275 -63.2% 1-200
ATR 0-166 0-166 0-000 -0.3% 0-000
Volume 2,778,418 2,068,812 -709,606 -25.5% 8,739,398
Daily Pivots for day following 10-Nov-2020
Classic Woodie Camarilla DeMark
R4 139-030 138-245 137-228
R3 138-190 138-085 137-184
R2 138-030 138-030 137-169
R1 137-245 137-245 137-155 137-218
PP 137-190 137-190 137-190 137-176
S1 137-085 137-085 137-125 137-058
S2 137-030 137-030 137-111
S3 136-190 136-245 137-096
S4 136-030 136-085 137-052
Weekly Pivots for week ending 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 143-115 142-185 139-141
R3 141-235 140-305 138-318
R2 140-035 140-035 138-270
R1 139-105 139-105 138-223 139-230
PP 138-155 138-155 138-155 138-218
S1 137-225 137-225 138-127 138-030
S2 136-275 136-275 138-080
S3 135-075 136-025 138-032
S4 133-195 134-145 137-209
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-085 137-130 1-275 1.4% 0-281 0.6% 2% False False 2,175,413
10 139-085 137-130 1-275 1.4% 0-208 0.5% 2% False False 1,949,215
20 139-140 137-130 2-010 1.5% 0-155 0.4% 2% False False 1,544,651
40 139-260 137-130 2-130 1.8% 0-130 0.3% 1% False False 1,297,519
60 139-290 137-130 2-160 1.8% 0-129 0.3% 1% False False 1,222,621
80 140-110 137-130 2-300 2.1% 0-124 0.3% 1% False False 919,312
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 0-044
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 140-015
2.618 139-074
1.618 138-234
1.000 138-135
0.618 138-074
HIGH 137-295
0.618 137-234
0.500 137-215
0.382 137-196
LOW 137-135
0.618 137-036
1.000 136-295
1.618 136-196
2.618 136-036
4.250 135-095
Fisher Pivots for day following 10-Nov-2020
Pivot 1 day 3 day
R1 137-215 138-070
PP 137-190 137-307
S1 137-165 137-223

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

View Archives - Comment on this page... - Back to Index of Symbols