ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 18-Nov-2020
Day Change Summary
Previous Current
17-Nov-2020 18-Nov-2020 Change Change % Previous Week
Open 138-010 138-115 0-105 0.2% 138-160
High 138-115 138-165 0-050 0.1% 138-245
Low 137-305 138-025 0-040 0.1% 137-080
Close 138-095 138-060 -0-035 -0.1% 138-035
Range 0-130 0-140 0-010 7.7% 1-165
ATR 0-157 0-155 -0-001 -0.8% 0-000
Volume 1,329,088 1,486,514 157,426 11.8% 8,137,088
Daily Pivots for day following 18-Nov-2020
Classic Woodie Camarilla DeMark
R4 139-183 139-102 138-137
R3 139-043 138-282 138-098
R2 138-223 138-223 138-086
R1 138-142 138-142 138-073 138-112
PP 138-083 138-083 138-083 138-069
S1 138-002 138-002 138-047 137-292
S2 137-263 137-263 138-034
S3 137-123 137-182 138-022
S4 136-303 137-042 137-303
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
5 138-165 137-195 0-290 0.7% 0-138 0.3% 64% True False 1,361,337
10 139-085 137-080 2-005 1.5% 0-178 0.4% 47% False False 1,535,431
20 139-085 137-080 2-005 1.5% 0-168 0.4% 47% False False 1,578,460
40 139-260 137-080 2-180 1.9% 0-136 0.3% 37% False False 1,345,494
60 139-290 137-080 2-210 1.9% 0-132 0.3% 35% False False 1,294,879
80 140-110 137-080 3-030 2.2% 0-129 0.3% 30% False False 1,011,214
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-044
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 140-120
2.618 139-212
1.618 139-072
1.000 138-305
0.618 138-252
HIGH 138-165
0.618 138-112
0.500 138-095
0.382 138-078
LOW 138-025
0.618 137-258
1.000 137-205
1.618 137-118
2.618 136-298
4.250 136-070
Fisher Pivots for day following 18-Nov-2020
Pivot 1 day 3 day
R1 138-095 138-059
PP 138-083 138-058
S1 138-072 138-058

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

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