ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 17-Nov-2020
Day Change Summary
Previous Current
16-Nov-2020 17-Nov-2020 Change Change % Previous Week
Open 138-025 138-010 -0-015 0.0% 138-160
High 138-080 138-115 0-035 0.1% 138-245
Low 137-270 137-305 0-035 0.1% 137-080
Close 138-010 138-095 0-085 0.2% 138-035
Range 0-130 0-130 0-000 0.0% 1-165
ATR 0-159 0-157 -0-002 -1.3% 0-000
Volume 1,254,900 1,329,088 74,188 5.9% 8,137,088
Daily Pivots for day following 17-Nov-2020
Classic Woodie Camarilla DeMark
R4 139-135 139-085 138-166
R3 139-005 138-275 138-131
R2 138-195 138-195 138-119
R1 138-145 138-145 138-107 138-170
PP 138-065 138-065 138-065 138-078
S1 138-015 138-015 138-083 138-040
S2 137-255 137-255 138-071
S3 137-125 137-205 138-059
S4 136-315 137-075 138-024
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
5 138-115 137-080 1-035 0.8% 0-137 0.3% 94% True False 1,174,769
10 139-085 137-080 2-005 1.5% 0-209 0.5% 52% False False 1,675,091
20 139-085 137-080 2-005 1.5% 0-167 0.4% 52% False False 1,579,987
40 139-260 137-080 2-180 1.9% 0-135 0.3% 41% False False 1,332,850
60 139-290 137-080 2-210 1.9% 0-133 0.3% 39% False False 1,300,952
80 140-110 137-080 3-030 2.2% 0-129 0.3% 34% False False 992,652
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-048
Fibonacci Retracements and Extensions
4.250 140-028
2.618 139-135
1.618 139-005
1.000 138-245
0.618 138-195
HIGH 138-115
0.618 138-065
0.500 138-050
0.382 138-035
LOW 137-305
0.618 137-225
1.000 137-175
1.618 137-095
2.618 136-285
4.250 136-072
Fisher Pivots for day following 17-Nov-2020
Pivot 1 day 3 day
R1 138-080 138-074
PP 138-065 138-053
S1 138-050 138-032

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

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