ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 23-Nov-2020
Day Change Summary
Previous Current
20-Nov-2020 23-Nov-2020 Change Change % Previous Week
Open 138-165 138-170 0-005 0.0% 138-025
High 138-200 138-175 -0-025 -0.1% 138-200
Low 138-120 138-085 -0-035 -0.1% 137-270
Close 138-160 138-100 -0-060 -0.1% 138-160
Range 0-080 0-090 0-010 12.5% 0-250
ATR 0-147 0-143 -0-004 -2.8% 0-000
Volume 1,541,844 2,573,621 1,031,777 66.9% 7,135,051
Daily Pivots for day following 23-Nov-2020
Classic Woodie Camarilla DeMark
R4 139-070 139-015 138-150
R3 138-300 138-245 138-125
R2 138-210 138-210 138-116
R1 138-155 138-155 138-108 138-138
PP 138-120 138-120 138-120 138-111
S1 138-065 138-065 138-092 138-048
S2 138-030 138-030 138-084
S3 137-260 137-295 138-075
S4 137-170 137-205 138-050
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
5 138-200 137-305 0-215 0.5% 0-107 0.2% 53% False False 1,690,754
10 138-200 137-080 1-120 1.0% 0-125 0.3% 77% False False 1,506,734
20 139-085 137-080 2-005 1.5% 0-164 0.4% 53% False False 1,672,961
40 139-260 137-080 2-180 1.9% 0-138 0.3% 41% False False 1,423,072
60 139-290 137-080 2-210 1.9% 0-128 0.3% 40% False False 1,296,845
80 140-110 137-080 3-030 2.2% 0-128 0.3% 34% False False 1,081,484
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 139-238
2.618 139-091
1.618 139-001
1.000 138-265
0.618 138-231
HIGH 138-175
0.618 138-141
0.500 138-130
0.382 138-119
LOW 138-085
0.618 138-029
1.000 137-315
1.618 137-259
2.618 137-169
4.250 137-022
Fisher Pivots for day following 23-Nov-2020
Pivot 1 day 3 day
R1 138-130 138-135
PP 138-120 138-123
S1 138-110 138-112

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

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