ECBOT 10 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 11-Nov-2020
Day Change Summary
Previous Current
10-Nov-2020 11-Nov-2020 Change Change % Previous Week
Open 137-105 137-025 -0-080 -0.2% 137-265
High 137-165 137-075 -0-090 -0.2% 138-300
Low 137-000 136-265 -0-055 -0.1% 137-090
Close 137-005 137-060 0-055 0.1% 138-060
Range 0-165 0-130 -0-035 -21.2% 1-210
ATR 0-160 0-158 -0-002 -1.3% 0-000
Volume 10,769 6,782 -3,987 -37.0% 30,417
Daily Pivots for day following 11-Nov-2020
Classic Woodie Camarilla DeMark
R4 138-097 138-048 137-132
R3 137-287 137-238 137-096
R2 137-157 137-157 137-084
R1 137-108 137-108 137-072 137-132
PP 137-027 137-027 137-027 137-039
S1 136-298 136-298 137-048 137-002
S2 136-217 136-217 137-036
S3 136-087 136-168 137-024
S4 135-277 136-038 136-308
Weekly Pivots for week ending 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 143-033 142-097 139-032
R3 141-143 140-207 138-206
R2 139-253 139-253 138-157
R1 138-317 138-317 138-109 139-125
PP 138-043 138-043 138-043 138-108
S1 137-107 137-107 138-011 137-235
S2 136-153 136-153 137-283
S3 134-263 135-217 137-234
S4 133-053 134-007 137-088
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138-300 136-265 2-035 1.5% 0-220 0.5% 17% False True 9,495
10 138-300 136-265 2-035 1.5% 0-209 0.5% 17% False True 7,011
20 139-030 136-265 2-085 1.7% 0-152 0.3% 16% False True 4,718
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-046
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 138-308
2.618 138-095
1.618 137-285
1.000 137-205
0.618 137-155
HIGH 137-075
0.618 137-025
0.500 137-010
0.382 136-315
LOW 136-265
0.618 136-185
1.000 136-135
1.618 136-055
2.618 135-245
4.250 135-032
Fisher Pivots for day following 11-Nov-2020
Pivot 1 day 3 day
R1 137-043 137-195
PP 137-027 137-150
S1 137-010 137-105

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

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