ECBOT 10 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 04-Nov-2020
Day Change Summary
Previous Current
03-Nov-2020 04-Nov-2020 Change Change % Previous Week
Open 137-290 137-170 -0-120 -0.3% 138-025
High 137-300 138-215 0-235 0.5% 138-235
Low 137-185 137-090 -0-095 -0.2% 137-230
Close 137-230 138-200 0-290 0.7% 137-265
Range 0-115 1-125 1-010 287.0% 1-005
ATR 0-107 0-131 0-024 22.7% 0-000
Volume 5,531 7,047 1,516 27.4% 14,066
Daily Pivots for day following 04-Nov-2020
Classic Woodie Camarilla DeMark
R4 142-117 141-283 139-125
R3 140-312 140-158 139-002
R2 139-187 139-187 138-282
R1 139-033 139-033 138-241 139-110
PP 138-062 138-062 138-062 138-100
S1 137-228 137-228 138-159 137-305
S2 136-257 136-257 138-118
S3 135-132 136-103 138-078
S4 134-007 134-298 137-275
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
5 138-215 137-090 1-125 1.0% 0-198 0.4% 97% True True 4,528
10 138-235 137-090 1-145 1.0% 0-151 0.3% 92% False True 3,911
20 139-030 137-090 1-260 1.3% 0-114 0.3% 74% False True 2,391
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-027
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 144-186
2.618 142-100
1.618 140-295
1.000 140-020
0.618 139-170
HIGH 138-215
0.618 138-045
0.500 137-312
0.382 137-260
LOW 137-090
0.618 136-135
1.000 135-285
1.618 135-010
2.618 133-205
4.250 131-119
Fisher Pivots for day following 04-Nov-2020
Pivot 1 day 3 day
R1 138-131 138-131
PP 138-062 138-062
S1 137-312 137-312

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

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