ECBOT 10 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 05-Nov-2020
Day Change Summary
Previous Current
04-Nov-2020 05-Nov-2020 Change Change % Previous Week
Open 137-170 138-200 1-030 0.8% 138-025
High 138-215 138-300 0-085 0.2% 138-235
Low 137-090 138-135 1-045 0.8% 137-230
Close 138-200 138-170 -0-030 -0.1% 137-265
Range 1-125 0-165 -0-280 -62.9% 1-005
ATR 0-131 0-133 0-002 1.9% 0-000
Volume 7,047 6,167 -880 -12.5% 14,066
Daily Pivots for day following 05-Nov-2020
Classic Woodie Camarilla DeMark
R4 140-057 139-278 138-261
R3 139-212 139-113 138-215
R2 139-047 139-047 138-200
R1 138-268 138-268 138-185 138-235
PP 138-202 138-202 138-202 138-185
S1 138-103 138-103 138-155 138-070
S2 138-037 138-037 138-140
S3 137-192 137-258 138-125
S4 137-027 137-093 138-079
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
5 138-300 137-090 1-210 1.2% 0-198 0.4% 75% True False 5,104
10 138-300 137-090 1-210 1.2% 0-153 0.3% 75% True False 4,178
20 139-030 137-090 1-260 1.3% 0-119 0.3% 69% False False 2,696
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 0-031
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141-041
2.618 140-092
1.618 139-247
1.000 139-145
0.618 139-082
HIGH 138-300
0.618 138-237
0.500 138-218
0.382 138-198
LOW 138-135
0.618 138-033
1.000 137-290
1.618 137-188
2.618 137-023
4.250 136-074
Fisher Pivots for day following 05-Nov-2020
Pivot 1 day 3 day
R1 138-218 138-125
PP 138-202 138-080
S1 138-186 138-035

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

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