ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 11-Nov-2020
Day Change Summary
Previous Current
10-Nov-2020 11-Nov-2020 Change Change % Previous Week
Open 137-260 137-160 -0-100 -0.2% 138-055
High 137-295 137-215 -0-080 -0.2% 139-085
Low 137-135 137-080 -0-055 -0.1% 137-205
Close 137-140 137-195 0-055 0.1% 138-175
Range 0-160 0-135 -0-025 -15.6% 1-200
ATR 0-166 0-164 -0-002 -1.3% 0-000
Volume 2,068,812 553,673 -1,515,139 -73.2% 8,739,398
Daily Pivots for day following 11-Nov-2020
Classic Woodie Camarilla DeMark
R4 138-248 138-197 137-269
R3 138-113 138-062 137-232
R2 137-298 137-298 137-220
R1 137-247 137-247 137-207 137-272
PP 137-163 137-163 137-163 137-176
S1 137-112 137-112 137-183 137-138
S2 137-028 137-028 137-170
S3 136-213 136-297 137-158
S4 136-078 136-162 137-121
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
5 139-085 137-080 2-005 1.5% 0-219 0.5% 18% False True 1,709,525
10 139-085 137-080 2-005 1.5% 0-210 0.5% 18% False True 1,851,672
20 139-140 137-080 2-060 1.6% 0-158 0.4% 16% False True 1,532,246
40 139-260 137-080 2-180 1.9% 0-130 0.3% 14% False True 1,289,547
60 139-290 137-080 2-210 1.9% 0-130 0.3% 14% False True 1,231,346
80 140-110 137-080 3-030 2.2% 0-125 0.3% 12% False True 926,207
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-045
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 139-149
2.618 138-248
1.618 138-113
1.000 138-030
0.618 137-298
HIGH 137-215
0.618 137-163
0.500 137-148
0.382 137-132
LOW 137-080
0.618 136-317
1.000 136-265
1.618 136-182
2.618 136-047
4.250 135-146
Fisher Pivots for day following 11-Nov-2020
Pivot 1 day 3 day
R1 137-179 138-002
PP 137-163 137-280
S1 137-148 137-238

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

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