ECBOT 10 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 27-Oct-2020
Day Change Summary
Previous Current
26-Oct-2020 27-Oct-2020 Change Change % Previous Week
Open 138-025 138-075 0-050 0.1% 138-175
High 138-115 138-175 0-060 0.1% 138-195
Low 138-025 138-075 0-050 0.1% 137-255
Close 138-090 138-160 0-070 0.2% 137-315
Range 0-090 0-100 0-010 11.1% 0-260
ATR 0-097 0-097 0-000 0.2% 0-000
Volume 431 1,548 1,117 259.2% 14,842
Daily Pivots for day following 27-Oct-2020
Classic Woodie Camarilla DeMark
R4 139-117 139-078 138-215
R3 139-017 138-298 138-188
R2 138-237 138-237 138-178
R1 138-198 138-198 138-169 138-218
PP 138-137 138-137 138-137 138-146
S1 138-098 138-098 138-151 138-118
S2 138-037 138-037 138-142
S3 137-257 137-318 138-132
S4 137-157 137-218 138-105
Weekly Pivots for week ending 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 140-182 140-028 138-138
R3 139-242 139-088 138-066
R2 138-302 138-302 138-043
R1 138-148 138-148 138-019 138-095
PP 138-042 138-042 138-042 138-015
S1 137-208 137-208 137-291 137-155
S2 137-102 137-102 137-267
S3 136-162 136-268 137-244
S4 135-222 136-008 137-172
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138-175 137-255 0-240 0.5% 0-109 0.2% 94% True False 3,094
10 139-030 137-255 1-095 0.9% 0-091 0.2% 54% False False 1,951
20 139-150 137-255 1-215 1.2% 0-100 0.2% 42% False False 1,143
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 139-280
2.618 139-117
1.618 139-017
1.000 138-275
0.618 138-237
HIGH 138-175
0.618 138-137
0.500 138-125
0.382 138-113
LOW 138-075
0.618 138-013
1.000 137-295
1.618 137-233
2.618 137-133
4.250 136-290
Fisher Pivots for day following 27-Oct-2020
Pivot 1 day 3 day
R1 138-148 138-125
PP 138-137 138-090
S1 138-125 138-055

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

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