ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 12-Nov-2020
Day Change Summary
Previous Current
11-Nov-2020 12-Nov-2020 Change Change % Previous Week
Open 137-160 137-200 0-040 0.1% 138-055
High 137-215 138-075 0-180 0.4% 139-085
Low 137-080 137-195 0-115 0.3% 137-205
Close 137-195 138-050 0-175 0.4% 138-175
Range 0-135 0-200 0-065 48.1% 1-200
ATR 0-164 0-166 0-003 1.6% 0-000
Volume 553,673 1,742,283 1,188,610 214.7% 8,739,398
Daily Pivots for day following 12-Nov-2020
Classic Woodie Camarilla DeMark
R4 139-280 139-205 138-160
R3 139-080 139-005 138-105
R2 138-200 138-200 138-087
R1 138-125 138-125 138-068 138-162
PP 138-000 138-000 138-000 138-019
S1 137-245 137-245 138-032 137-282
S2 137-120 137-120 138-013
S3 136-240 137-045 137-315
S4 136-040 136-165 137-260
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
5 139-010 137-080 1-250 1.3% 0-227 0.5% 51% False False 1,726,481
10 139-085 137-080 2-005 1.5% 0-214 0.5% 45% False False 1,828,405
20 139-085 137-080 2-005 1.5% 0-162 0.4% 45% False False 1,562,035
40 139-260 137-080 2-180 1.9% 0-132 0.3% 35% False False 1,306,970
60 139-290 137-080 2-210 1.9% 0-132 0.3% 34% False False 1,259,234
80 140-110 137-080 3-030 2.2% 0-127 0.3% 29% False False 947,974
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 0-043
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 140-285
2.618 139-279
1.618 139-079
1.000 138-275
0.618 138-199
HIGH 138-075
0.618 137-319
0.500 137-295
0.382 137-271
LOW 137-195
0.618 137-071
1.000 136-315
1.618 136-191
2.618 135-311
4.250 134-305
Fisher Pivots for day following 12-Nov-2020
Pivot 1 day 3 day
R1 138-025 138-006
PP 138-000 137-282
S1 137-295 137-238

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

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