ECBOT 10 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 13-Nov-2020
Day Change Summary
Previous Current
12-Nov-2020 13-Nov-2020 Change Change % Previous Week
Open 137-070 137-260 0-190 0.4% 138-050
High 137-260 137-300 0-040 0.1% 138-125
Low 137-065 137-210 0-145 0.3% 136-265
Close 137-245 137-230 -0-015 0.0% 137-230
Range 0-195 0-090 -0-105 -53.8% 1-180
ATR 0-161 0-156 -0-005 -3.1% 0-000
Volume 14,439 15,904 1,465 10.1% 62,929
Daily Pivots for day following 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 138-197 138-143 137-280
R3 138-107 138-053 137-255
R2 138-017 138-017 137-246
R1 137-283 137-283 137-238 137-265
PP 137-247 137-247 137-247 137-238
S1 137-193 137-193 137-222 137-175
S2 137-157 137-157 137-214
S3 137-067 137-103 137-205
S4 136-297 137-013 137-180
Weekly Pivots for week ending 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 142-107 141-188 138-185
R3 140-247 140-008 138-048
R2 139-067 139-067 138-002
R1 138-148 138-148 137-276 138-018
PP 137-207 137-207 137-207 137-141
S1 136-288 136-288 137-184 136-158
S2 136-027 136-027 137-138
S3 134-167 135-108 137-092
S4 132-307 133-248 136-275
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138-125 136-265 1-180 1.1% 0-205 0.5% 57% False False 12,585
10 138-300 136-265 2-035 1.5% 0-205 0.5% 42% False False 9,334
20 138-300 136-265 2-035 1.5% 0-157 0.4% 42% False False 6,112
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-044
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 139-042
2.618 138-216
1.618 138-126
1.000 138-070
0.618 138-036
HIGH 137-300
0.618 137-266
0.500 137-255
0.382 137-244
LOW 137-210
0.618 137-154
1.000 137-120
1.618 137-064
2.618 136-294
4.250 136-148
Fisher Pivots for day following 13-Nov-2020
Pivot 1 day 3 day
R1 137-255 137-194
PP 137-247 137-158
S1 137-238 137-122

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

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