ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 19-Nov-2020
Day Change Summary
Previous Current
18-Nov-2020 19-Nov-2020 Change Change % Previous Week
Open 138-115 138-070 -0-045 -0.1% 138-160
High 138-165 138-165 0-000 0.0% 138-245
Low 138-025 138-070 0-045 0.1% 137-080
Close 138-060 138-115 0-055 0.1% 138-035
Range 0-140 0-095 -0-045 -32.1% 1-165
ATR 0-155 0-152 -0-004 -2.3% 0-000
Volume 1,486,514 1,522,705 36,191 2.4% 8,137,088
Daily Pivots for day following 19-Nov-2020
Classic Woodie Camarilla DeMark
R4 139-082 139-033 138-167
R3 138-307 138-258 138-141
R2 138-212 138-212 138-132
R1 138-163 138-163 138-124 138-188
PP 138-117 138-117 138-117 138-129
S1 138-068 138-068 138-106 138-092
S2 138-022 138-022 138-098
S3 137-247 137-293 138-089
S4 137-152 137-198 138-063
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
5 138-165 137-270 0-215 0.5% 0-117 0.3% 77% True False 1,317,421
10 139-010 137-080 1-250 1.3% 0-172 0.4% 62% False False 1,521,951
20 139-085 137-080 2-005 1.5% 0-166 0.4% 55% False False 1,585,091
40 139-260 137-080 2-180 1.9% 0-138 0.3% 43% False False 1,357,526
60 139-290 137-080 2-210 1.9% 0-132 0.3% 42% False False 1,284,560
80 140-110 137-080 3-030 2.2% 0-129 0.3% 36% False False 1,030,177
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-037
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 139-249
2.618 139-094
1.618 138-319
1.000 138-260
0.618 138-224
HIGH 138-165
0.618 138-129
0.500 138-118
0.382 138-106
LOW 138-070
0.618 138-011
1.000 137-295
1.618 137-236
2.618 137-141
4.250 136-306
Fisher Pivots for day following 19-Nov-2020
Pivot 1 day 3 day
R1 138-118 138-102
PP 138-117 138-088
S1 138-116 138-075

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

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