ECBOT 10 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 03-Nov-2020
Day Change Summary
Previous Current
02-Nov-2020 03-Nov-2020 Change Change % Previous Week
Open 137-265 137-290 0-025 0.1% 138-025
High 138-030 137-300 -0-050 -0.1% 138-235
Low 137-245 137-185 -0-060 -0.1% 137-230
Close 137-290 137-230 -0-060 -0.1% 137-265
Range 0-105 0-115 0-010 9.5% 1-005
ATR 0-106 0-107 0-001 0.6% 0-000
Volume 2,950 5,531 2,581 87.5% 14,066
Daily Pivots for day following 03-Nov-2020
Classic Woodie Camarilla DeMark
R4 138-263 138-202 137-293
R3 138-148 138-087 137-262
R2 138-033 138-033 137-251
R1 137-292 137-292 137-241 137-265
PP 137-238 137-238 137-238 137-225
S1 137-177 137-177 137-219 137-150
S2 137-123 137-123 137-209
S3 137-008 137-062 137-198
S4 136-213 136-267 137-167
Weekly Pivots for week ending 30-Oct-2020
Classic Woodie Camarilla DeMark
R4 141-045 140-160 138-124
R3 140-040 139-155 138-034
R2 139-035 139-035 138-005
R1 138-150 138-150 137-295 138-090
PP 138-030 138-030 138-030 138-000
S1 137-145 137-145 137-235 137-085
S2 137-025 137-025 137-205
S3 136-020 136-140 137-176
S4 135-015 135-135 137-086
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138-235 137-185 1-050 0.8% 0-128 0.3% 12% False True 4,113
10 138-235 137-185 1-050 0.8% 0-118 0.3% 12% False True 3,603
20 139-030 137-185 1-165 1.1% 0-100 0.2% 9% False True 2,113
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 0-020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 139-149
2.618 138-281
1.618 138-166
1.000 138-095
0.618 138-051
HIGH 137-300
0.618 137-256
0.500 137-242
0.382 137-229
LOW 137-185
0.618 137-114
1.000 137-070
1.618 136-319
2.618 136-204
4.250 136-016
Fisher Pivots for day following 03-Nov-2020
Pivot 1 day 3 day
R1 137-242 137-288
PP 137-238 137-268
S1 137-234 137-249

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

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