ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 11-Dec-2020
Day Change Summary
Previous Current
10-Dec-2020 11-Dec-2020 Change Change % Previous Week
Open 138-040 138-095 0-055 0.1% 137-260
High 138-100 138-190 0-090 0.2% 138-190
Low 138-020 138-085 0-065 0.1% 137-245
Close 138-100 138-160 0-060 0.1% 138-160
Range 0-080 0-105 0-025 31.3% 0-265
ATR 0-127 0-126 -0-002 -1.2% 0-000
Volume 4,238 2,020 -2,218 -52.3% 28,579
Daily Pivots for day following 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 139-140 139-095 138-218
R3 139-035 138-310 138-189
R2 138-250 138-250 138-179
R1 138-205 138-205 138-170 138-228
PP 138-145 138-145 138-145 138-156
S1 138-100 138-100 138-150 138-122
S2 138-040 138-040 138-141
S3 137-255 137-315 138-131
S4 137-150 137-210 138-102
Weekly Pivots for week ending 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 140-247 140-148 138-306
R3 139-302 139-203 138-233
R2 139-037 139-037 138-209
R1 138-258 138-258 138-184 138-308
PP 138-092 138-092 138-092 138-116
S1 137-313 137-313 138-136 138-042
S2 137-147 137-147 138-111
S3 136-202 137-048 138-087
S4 135-257 136-103 138-014
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138-190 137-245 0-265 0.6% 0-099 0.2% 89% True False 5,715
10 138-200 137-220 0-300 0.7% 0-120 0.3% 87% False False 31,471
20 138-200 137-220 0-300 0.7% 0-111 0.3% 87% False False 831,914
40 139-085 137-080 2-005 1.5% 0-137 0.3% 62% False False 1,196,975
60 139-260 137-080 2-180 1.9% 0-125 0.3% 49% False False 1,148,618
80 139-290 137-080 2-210 1.9% 0-126 0.3% 47% False False 1,152,404
100 140-110 137-080 3-030 2.2% 0-124 0.3% 40% False False 924,762
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-022
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 139-316
2.618 139-145
1.618 139-040
1.000 138-295
0.618 138-255
HIGH 138-190
0.618 138-150
0.500 138-138
0.382 138-125
LOW 138-085
0.618 138-020
1.000 137-300
1.618 137-235
2.618 137-130
4.250 136-279
Fisher Pivots for day following 11-Dec-2020
Pivot 1 day 3 day
R1 138-152 138-134
PP 138-145 138-108
S1 138-138 138-082

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

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