ECBOT 10 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 21-Dec-2020
Day Change Summary
Previous Current
18-Dec-2020 21-Dec-2020 Change Change % Previous Week
Open 138-115 138-210 0-095 0.2% 138-115
High 138-125 138-225 0-100 0.2% 138-185
Low 138-060 138-105 0-045 0.1% 138-025
Close 138-065 138-130 0-065 0.1% 138-065
Range 0-065 0-120 0-055 84.6% 0-160
ATR 0-118 0-121 0-003 2.6% 0-000
Volume 4,874 1,133 -3,741 -76.8% 25,565
Daily Pivots for day following 21-Dec-2020
Classic Woodie Camarilla DeMark
R4 139-193 139-122 138-196
R3 139-073 139-002 138-163
R2 138-273 138-273 138-152
R1 138-202 138-202 138-141 138-178
PP 138-153 138-153 138-153 138-141
S1 138-082 138-082 138-119 138-058
S2 138-033 138-033 138-108
S3 137-233 137-282 138-097
S4 137-113 137-162 138-064
Weekly Pivots for week ending 18-Dec-2020
Classic Woodie Camarilla DeMark
R4 139-252 139-158 138-153
R3 139-092 138-318 138-109
R2 138-252 138-252 138-094
R1 138-158 138-158 138-080 138-125
PP 138-092 138-092 138-092 138-075
S1 137-318 137-318 138-050 137-285
S2 137-252 137-252 138-036
S3 137-092 137-158 138-021
S4 136-252 136-318 137-297
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138-225 138-025 0-200 0.5% 0-103 0.2% 53% True False 3,459
10 138-225 137-295 0-250 0.6% 0-099 0.2% 62% True False 4,532
20 138-225 137-220 1-005 0.7% 0-110 0.2% 71% True False 426,801
40 139-085 137-080 2-005 1.5% 0-137 0.3% 57% False False 1,014,741
60 139-260 137-080 2-180 1.9% 0-128 0.3% 45% False False 1,060,079
80 139-290 137-080 2-210 1.9% 0-124 0.3% 44% False False 1,064,167
100 140-110 137-080 3-030 2.2% 0-125 0.3% 37% False False 924,874
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 10 trading days
Fibonacci Retracements and Extensions
4.250 140-095
2.618 139-219
1.618 139-099
1.000 139-025
0.618 138-299
HIGH 138-225
0.618 138-179
0.500 138-165
0.382 138-151
LOW 138-105
0.618 138-031
1.000 137-305
1.618 137-231
2.618 137-111
4.250 136-235
Fisher Pivots for day following 21-Dec-2020
Pivot 1 day 3 day
R1 138-165 138-142
PP 138-153 138-138
S1 138-142 138-134

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

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