ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 08-Dec-2020
Day Change Summary
Previous Current
07-Dec-2020 08-Dec-2020 Change Change % Previous Week
Open 137-260 138-060 0-120 0.3% 138-170
High 138-060 138-125 0-065 0.1% 138-200
Low 137-245 138-025 0-100 0.2% 137-220
Close 138-045 138-070 0-025 0.1% 137-260
Range 0-135 0-100 -0-035 -25.9% 0-300
ATR 0-136 0-133 -0-003 -1.9% 0-000
Volume 9,950 8,635 -1,315 -13.2% 286,137
Daily Pivots for day following 08-Dec-2020
Classic Woodie Camarilla DeMark
R4 139-053 139-002 138-125
R3 138-273 138-222 138-098
R2 138-173 138-173 138-088
R1 138-122 138-122 138-079 138-148
PP 138-073 138-073 138-073 138-086
S1 138-022 138-022 138-061 138-048
S2 137-293 137-293 138-052
S3 137-193 137-242 138-042
S4 137-093 137-142 138-015
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
5 138-125 137-220 0-225 0.5% 0-125 0.3% 76% True False 21,509
10 138-200 137-220 0-300 0.7% 0-121 0.3% 57% False False 592,572
20 138-200 137-080 1-120 1.0% 0-123 0.3% 70% False False 1,049,653
40 139-140 137-080 2-060 1.6% 0-138 0.3% 44% False False 1,271,542
60 139-260 137-080 2-180 1.9% 0-126 0.3% 38% False False 1,192,880
80 139-290 137-080 2-210 1.9% 0-127 0.3% 36% False False 1,153,918
100 140-110 137-080 3-030 2.2% 0-123 0.3% 31% False False 924,699
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-024
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 139-230
2.618 139-067
1.618 138-287
1.000 138-225
0.618 138-187
HIGH 138-125
0.618 138-087
0.500 138-075
0.382 138-063
LOW 138-025
0.618 137-283
1.000 137-245
1.618 137-183
2.618 137-083
4.250 136-240
Fisher Pivots for day following 08-Dec-2020
Pivot 1 day 3 day
R1 138-075 138-051
PP 138-073 138-032
S1 138-072 138-012

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

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