ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 16-Nov-2020
Day Change Summary
Previous Current
13-Nov-2020 16-Nov-2020 Change Change % Previous Week
Open 138-065 138-025 -0-040 -0.1% 138-160
High 138-105 138-080 -0-025 -0.1% 138-245
Low 138-015 137-270 -0-065 -0.1% 137-080
Close 138-035 138-010 -0-025 -0.1% 138-035
Range 0-090 0-130 0-040 44.4% 1-165
ATR 0-161 0-159 -0-002 -1.4% 0-000
Volume 993,902 1,254,900 260,998 26.3% 8,137,088
Daily Pivots for day following 16-Nov-2020
Classic Woodie Camarilla DeMark
R4 139-083 139-017 138-082
R3 138-273 138-207 138-046
R2 138-143 138-143 138-034
R1 138-077 138-077 138-022 138-045
PP 138-013 138-013 138-013 137-318
S1 137-267 137-267 137-318 137-235
S2 137-203 137-203 137-306
S3 137-073 137-137 137-294
S4 136-263 137-007 137-258
Weekly Pivots for week ending 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 142-188 141-277 138-302
R3 141-023 140-112 138-168
R2 139-178 139-178 138-124
R1 138-267 138-267 138-079 138-140
PP 138-013 138-013 138-013 137-270
S1 137-102 137-102 137-311 136-295
S2 136-168 136-168 137-266
S3 135-003 135-257 137-222
S4 133-158 134-092 137-088
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138-105 137-080 1-025 0.8% 0-143 0.3% 72% False False 1,322,714
10 139-085 137-080 2-005 1.5% 0-208 0.5% 39% False False 1,669,228
20 139-085 137-080 2-005 1.5% 0-164 0.4% 39% False False 1,576,006
40 139-260 137-080 2-180 1.9% 0-133 0.3% 30% False False 1,320,038
60 139-290 137-080 2-210 1.9% 0-132 0.3% 29% False False 1,292,808
80 140-110 137-080 3-030 2.2% 0-128 0.3% 25% False False 976,057
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 0-047
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 139-312
2.618 139-100
1.618 138-290
1.000 138-210
0.618 138-160
HIGH 138-080
0.618 138-030
0.500 138-015
0.382 138-000
LOW 137-270
0.618 137-190
1.000 137-140
1.618 137-060
2.618 136-250
4.250 136-038
Fisher Pivots for day following 16-Nov-2020
Pivot 1 day 3 day
R1 138-015 138-003
PP 138-013 137-317
S1 138-012 137-310

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

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