ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 04-Dec-2020
Day Change Summary
Previous Current
03-Dec-2020 04-Dec-2020 Change Change % Previous Week
Open 137-305 138-045 0-060 0.1% 138-170
High 138-065 138-070 0-005 0.0% 138-200
Low 137-275 137-220 -0-055 -0.1% 137-220
Close 138-025 137-260 -0-085 -0.2% 137-260
Range 0-110 0-170 0-060 54.5% 0-300
ATR 0-133 0-136 0-003 2.0% 0-000
Volume 24,033 11,150 -12,883 -53.6% 286,137
Daily Pivots for day following 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 139-160 139-060 138-034
R3 138-310 138-210 137-307
R2 138-140 138-140 137-291
R1 138-040 138-040 137-276 138-005
PP 137-290 137-290 137-290 137-272
S1 137-190 137-190 137-244 137-155
S2 137-120 137-120 137-229
S3 136-270 137-020 137-213
S4 136-100 136-170 137-166
Weekly Pivots for week ending 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 140-273 140-087 138-105
R3 139-293 139-107 138-022
R2 138-313 138-313 137-315
R1 138-127 138-127 137-288 138-070
PP 138-013 138-013 138-013 137-305
S1 137-147 137-147 137-232 137-090
S2 137-033 137-033 137-205
S3 136-053 136-167 137-178
S4 135-073 135-187 137-095
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138-200 137-220 0-300 0.7% 0-140 0.3% 13% False True 57,227
10 138-200 137-220 0-300 0.7% 0-114 0.3% 13% False True 1,002,260
20 139-010 137-080 1-250 1.3% 0-143 0.3% 32% False False 1,262,106
40 139-140 137-080 2-060 1.6% 0-136 0.3% 26% False False 1,301,071
60 139-260 137-080 2-180 1.9% 0-124 0.3% 22% False False 1,220,649
80 139-290 137-080 2-210 1.9% 0-127 0.3% 21% False False 1,154,395
100 140-110 137-080 3-030 2.2% 0-122 0.3% 18% False False 924,538
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 140-152
2.618 139-195
1.618 139-025
1.000 138-240
0.618 138-175
HIGH 138-070
0.618 138-005
0.500 137-305
0.382 137-285
LOW 137-220
0.618 137-115
1.000 137-050
1.618 136-265
2.618 136-095
4.250 135-138
Fisher Pivots for day following 04-Dec-2020
Pivot 1 day 3 day
R1 137-305 137-305
PP 137-290 137-290
S1 137-275 137-275

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

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