ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 15-Dec-2020
Day Change Summary
Previous Current
14-Dec-2020 15-Dec-2020 Change Change % Previous Week
Open 138-115 138-155 0-040 0.1% 137-260
High 138-170 138-185 0-015 0.0% 138-190
Low 138-055 138-085 0-030 0.1% 137-245
Close 138-160 138-095 -0-065 -0.1% 138-160
Range 0-115 0-100 -0-015 -13.0% 0-265
ATR 0-125 0-123 -0-002 -1.4% 0-000
Volume 9,401 7,781 -1,620 -17.2% 28,579
Daily Pivots for day following 15-Dec-2020
Classic Woodie Camarilla DeMark
R4 139-102 139-038 138-150
R3 139-002 138-258 138-122
R2 138-222 138-222 138-113
R1 138-158 138-158 138-104 138-140
PP 138-122 138-122 138-122 138-112
S1 138-058 138-058 138-086 138-040
S2 138-022 138-022 138-077
S3 137-242 137-278 138-068
S4 137-142 137-178 138-040
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
5 138-190 137-295 0-215 0.5% 0-095 0.2% 56% False False 5,435
10 138-190 137-220 0-290 0.7% 0-110 0.2% 67% False False 13,472
20 138-200 137-220 0-300 0.7% 0-111 0.3% 65% False False 720,333
40 139-085 137-080 2-005 1.5% 0-138 0.3% 52% False False 1,148,170
60 139-260 137-080 2-180 1.9% 0-126 0.3% 41% False False 1,120,137
80 139-290 137-080 2-210 1.9% 0-127 0.3% 39% False False 1,149,689
100 140-110 137-080 3-030 2.2% 0-125 0.3% 34% False False 924,912
Crabel Price Patterns
NR True
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 0-025
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 139-290
2.618 139-127
1.618 139-027
1.000 138-285
0.618 138-247
HIGH 138-185
0.618 138-147
0.500 138-135
0.382 138-123
LOW 138-085
0.618 138-023
1.000 137-305
1.618 137-243
2.618 137-143
4.250 136-300
Fisher Pivots for day following 15-Dec-2020
Pivot 1 day 3 day
R1 138-135 138-122
PP 138-122 138-113
S1 138-108 138-104

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

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