ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 01-Dec-2020
Day Change Summary
Previous Current
30-Nov-2020 01-Dec-2020 Change Change % Previous Week
Open 138-170 138-170 0-000 0.0% 138-170
High 138-200 138-190 -0-010 0.0% 138-175
Low 138-135 137-265 -0-190 -0.4% 138-040
Close 138-170 137-270 -0-220 -0.5% 138-175
Range 0-065 0-245 0-180 276.9% 0-135
ATR 0-128 0-136 0-008 6.5% 0-000
Volume 117,387 79,789 -37,598 -32.0% 8,194,625
Daily Pivots for day following 01-Dec-2020
Classic Woodie Camarilla DeMark
R4 140-123 139-282 138-085
R3 139-198 139-037 138-017
R2 138-273 138-273 137-315
R1 138-112 138-112 137-292 138-070
PP 138-028 138-028 138-028 138-008
S1 137-187 137-187 137-248 137-145
S2 137-103 137-103 137-225
S3 136-178 136-262 137-203
S4 135-253 136-017 137-135
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
5 138-200 137-265 0-255 0.6% 0-117 0.3% 2% False True 1,163,636
10 138-200 137-265 0-255 0.6% 0-112 0.3% 2% False True 1,427,195
20 139-085 137-080 2-005 1.5% 0-160 0.4% 29% False False 1,548,211
40 139-140 137-080 2-060 1.6% 0-135 0.3% 27% False False 1,397,861
60 139-260 137-080 2-180 1.9% 0-125 0.3% 23% False False 1,281,625
80 140-020 137-080 2-260 2.0% 0-129 0.3% 21% False False 1,153,741
100 140-110 137-080 3-030 2.2% 0-121 0.3% 19% False False 923,655
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 141-271
2.618 140-191
1.618 139-266
1.000 139-115
0.618 139-021
HIGH 138-190
0.618 138-096
0.500 138-068
0.382 138-039
LOW 137-265
0.618 137-114
1.000 137-020
1.618 136-189
2.618 135-264
4.250 134-184
Fisher Pivots for day following 01-Dec-2020
Pivot 1 day 3 day
R1 138-068 138-072
PP 138-028 138-032
S1 137-309 137-311

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

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