ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 03-Dec-2020
Day Change Summary
Previous Current
02-Dec-2020 03-Dec-2020 Change Change % Previous Week
Open 137-315 137-305 -0-010 0.0% 138-170
High 138-015 138-065 0-050 0.1% 138-175
Low 137-225 137-275 0-050 0.1% 138-040
Close 137-270 138-025 0-075 0.2% 138-175
Range 0-110 0-110 0-000 0.0% 0-135
ATR 0-135 0-133 -0-001 -1.0% 0-000
Volume 53,778 24,033 -29,745 -55.3% 8,194,625
Daily Pivots for day following 03-Dec-2020
Classic Woodie Camarilla DeMark
R4 139-025 138-295 138-086
R3 138-235 138-185 138-055
R2 138-125 138-125 138-045
R1 138-075 138-075 138-035 138-100
PP 138-015 138-015 138-015 138-028
S1 137-285 137-285 138-015 137-310
S2 137-225 137-225 138-005
S3 137-115 137-175 137-315
S4 137-005 137-065 137-284
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
5 138-200 137-225 0-295 0.7% 0-126 0.3% 41% False False 144,590
10 138-200 137-225 0-295 0.7% 0-107 0.2% 41% False False 1,153,416
20 139-085 137-080 2-005 1.5% 0-143 0.3% 41% False False 1,344,423
40 139-140 137-080 2-060 1.6% 0-133 0.3% 38% False False 1,325,586
60 139-260 137-080 2-180 1.9% 0-124 0.3% 32% False False 1,240,090
80 139-290 137-080 2-210 1.9% 0-127 0.3% 31% False False 1,154,437
100 140-110 137-080 3-030 2.2% 0-121 0.3% 27% False False 924,429
Crabel Price Patterns
NR False
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 False
Bear Hook False
Bull Hook False
Stretch 0-020
Fibonacci Retracements and Extensions
4.250 139-212
2.618 139-033
1.618 138-243
1.000 138-175
0.618 138-133
HIGH 138-065
0.618 138-023
0.500 138-010
0.382 137-317
LOW 137-275
0.618 137-207
1.000 137-165
1.618 137-097
2.618 136-307
4.250 136-128
Fisher Pivots for day following 03-Dec-2020
Pivot 1 day 3 day
R1 138-020 138-048
PP 138-015 138-040
S1 138-010 138-032

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

View Archives - Comment on this page... - Back to Index of Symbols