ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 30-Nov-2020
Day Change Summary
Previous Current
27-Nov-2020 30-Nov-2020 Change Change % Previous Week
Open 138-080 138-170 0-090 0.2% 138-170
High 138-175 138-200 0-025 0.1% 138-175
Low 138-075 138-135 0-060 0.1% 138-040
Close 138-175 138-170 -0-005 0.0% 138-175
Range 0-100 0-065 -0-035 -35.0% 0-135
ATR 0-133 0-128 -0-005 -3.6% 0-000
Volume 447,966 117,387 -330,579 -73.8% 8,194,625
Daily Pivots for day following 30-Nov-2020
Classic Woodie Camarilla DeMark
R4 139-043 139-012 138-206
R3 138-298 138-267 138-188
R2 138-233 138-233 138-182
R1 138-202 138-202 138-176 138-202
PP 138-168 138-168 138-168 138-169
S1 138-137 138-137 138-164 138-138
S2 138-103 138-103 138-158
S3 138-038 138-072 138-152
S4 137-293 138-007 138-134
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 139-215 139-170 138-249
R3 139-080 139-035 138-212
R2 138-265 138-265 138-200
R1 138-220 138-220 138-187 138-242
PP 138-130 138-130 138-130 138-141
S1 138-085 138-085 138-163 138-108
S2 137-315 137-315 138-150
S3 137-180 137-270 138-138
S4 137-045 137-135 138-101
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138-200 138-040 0-160 0.4% 0-086 0.2% 81% True False 1,662,402
10 138-200 137-270 0-250 0.6% 0-100 0.2% 88% True False 1,544,706
20 139-085 137-080 2-005 1.5% 0-154 0.3% 64% False False 1,616,177
40 139-145 137-080 2-065 1.6% 0-135 0.3% 58% False False 1,429,363
60 139-260 137-080 2-180 1.8% 0-125 0.3% 50% False False 1,304,529
80 140-070 137-080 2-310 2.1% 0-127 0.3% 43% False False 1,152,796
100 140-110 137-080 3-030 2.2% 0-120 0.3% 41% False False 922,857
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-026
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 139-156
2.618 139-050
1.618 138-305
1.000 138-265
0.618 138-240
HIGH 138-200
0.618 138-175
0.500 138-168
0.382 138-160
LOW 138-135
0.618 138-095
1.000 138-070
1.618 138-030
2.618 137-285
4.250 137-179
Fisher Pivots for day following 30-Nov-2020
Pivot 1 day 3 day
R1 138-169 138-153
PP 138-168 138-137
S1 138-168 138-120

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

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