ECBOT 10 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 12-Nov-2020
Day Change Summary
Previous Current
11-Nov-2020 12-Nov-2020 Change Change % Previous Week
Open 137-025 137-070 0-045 0.1% 137-265
High 137-075 137-260 0-185 0.4% 138-300
Low 136-265 137-065 0-120 0.3% 137-090
Close 137-060 137-245 0-185 0.4% 138-060
Range 0-130 0-195 0-065 50.0% 1-210
ATR 0-158 0-161 0-003 1.9% 0-000
Volume 6,782 14,439 7,657 112.9% 30,417
Daily Pivots for day following 12-Nov-2020
Classic Woodie Camarilla DeMark
R4 139-135 139-065 138-032
R3 138-260 138-190 137-299
R2 138-065 138-065 137-281
R1 137-315 137-315 137-263 138-030
PP 137-190 137-190 137-190 137-208
S1 137-120 137-120 137-227 137-155
S2 136-315 136-315 137-209
S3 136-120 136-245 137-191
S4 135-245 136-050 137-138
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
5 138-210 136-265 1-265 1.3% 0-226 0.5% 51% False False 11,149
10 138-300 136-265 2-035 1.5% 0-212 0.5% 44% False False 8,126
20 138-300 136-265 2-035 1.5% 0-156 0.4% 44% False False 5,359
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 0-044
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 140-129
2.618 139-131
1.618 138-256
1.000 138-135
0.618 138-061
HIGH 137-260
0.618 137-186
0.500 137-162
0.382 137-139
LOW 137-065
0.618 136-264
1.000 136-190
1.618 136-069
2.618 135-194
4.250 134-196
Fisher Pivots for day following 12-Nov-2020
Pivot 1 day 3 day
R1 137-218 137-198
PP 137-190 137-150
S1 137-162 137-102

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

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