ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 24-Nov-2020
Day Change Summary
Previous Current
23-Nov-2020 24-Nov-2020 Change Change % Previous Week
Open 138-170 138-105 -0-065 -0.1% 138-025
High 138-175 138-120 -0-055 -0.1% 138-200
Low 138-085 138-055 -0-030 -0.1% 137-270
Close 138-100 138-080 -0-020 0.0% 138-160
Range 0-090 0-065 -0-025 -27.8% 0-250
ATR 0-143 0-137 -0-006 -3.9% 0-000
Volume 2,573,621 3,331,076 757,455 29.4% 7,135,051
Daily Pivots for day following 24-Nov-2020
Classic Woodie Camarilla DeMark
R4 138-280 138-245 138-116
R3 138-215 138-180 138-098
R2 138-150 138-150 138-092
R1 138-115 138-115 138-086 138-100
PP 138-085 138-085 138-085 138-078
S1 138-050 138-050 138-074 138-035
S2 138-020 138-020 138-068
S3 137-275 137-305 138-062
S4 137-210 137-240 138-044
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
5 138-200 138-025 0-175 0.4% 0-094 0.2% 31% False False 2,091,152
10 138-200 137-080 1-120 1.0% 0-116 0.3% 73% False False 1,632,960
20 139-085 137-080 2-005 1.5% 0-162 0.4% 50% False False 1,791,088
40 139-255 137-080 2-175 1.8% 0-138 0.3% 39% False False 1,486,646
60 139-290 137-080 2-210 1.9% 0-127 0.3% 38% False False 1,323,807
80 140-110 137-080 3-030 2.2% 0-128 0.3% 32% False False 1,122,932
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 False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 139-076
2.618 138-290
1.618 138-225
1.000 138-185
0.618 138-160
HIGH 138-120
0.618 138-095
0.500 138-088
0.382 138-080
LOW 138-055
0.618 138-015
1.000 137-310
1.618 137-270
2.618 137-205
4.250 137-099
Fisher Pivots for day following 24-Nov-2020
Pivot 1 day 3 day
R1 138-088 138-128
PP 138-085 138-112
S1 138-082 138-096

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

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