ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 20-Nov-2020
Day Change Summary
Previous Current
19-Nov-2020 20-Nov-2020 Change Change % Previous Week
Open 138-070 138-165 0-095 0.2% 138-025
High 138-165 138-200 0-035 0.1% 138-200
Low 138-070 138-120 0-050 0.1% 137-270
Close 138-115 138-160 0-045 0.1% 138-160
Range 0-095 0-080 -0-015 -15.8% 0-250
ATR 0-152 0-147 -0-005 -3.1% 0-000
Volume 1,522,705 1,541,844 19,139 1.3% 7,135,051
Daily Pivots for day following 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 139-080 139-040 138-204
R3 139-000 138-280 138-182
R2 138-240 138-240 138-175
R1 138-200 138-200 138-167 138-180
PP 138-160 138-160 138-160 138-150
S1 138-120 138-120 138-153 138-100
S2 138-080 138-080 138-145
S3 138-000 138-040 138-138
S4 137-240 137-280 138-116
Weekly Pivots for week ending 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 140-213 140-117 138-298
R3 139-283 139-187 138-229
R2 139-033 139-033 138-206
R1 138-257 138-257 138-183 138-305
PP 138-103 138-103 138-103 138-128
S1 138-007 138-007 138-137 138-055
S2 137-173 137-173 138-114
S3 136-243 137-077 138-091
S4 135-313 136-147 138-022
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138-200 137-270 0-250 0.6% 0-115 0.3% 84% True False 1,427,010
10 138-245 137-080 1-165 1.1% 0-160 0.4% 82% False False 1,527,213
20 139-085 137-080 2-005 1.5% 0-165 0.4% 62% False False 1,602,681
40 139-260 137-080 2-180 1.9% 0-138 0.3% 49% False False 1,376,718
60 139-290 137-080 2-210 1.9% 0-130 0.3% 47% False False 1,276,623
80 140-110 137-080 3-030 2.2% 0-128 0.3% 40% False False 1,049,392
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-038
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 139-220
2.618 139-089
1.618 139-009
1.000 138-280
0.618 138-249
HIGH 138-200
0.618 138-169
0.500 138-160
0.382 138-151
LOW 138-120
0.618 138-071
1.000 138-040
1.618 137-311
2.618 137-231
4.250 137-100
Fisher Pivots for day following 20-Nov-2020
Pivot 1 day 3 day
R1 138-160 138-144
PP 138-160 138-128
S1 138-160 138-112

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

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