ECBOT 10 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 27-Nov-2020
Day Change Summary
Previous Current
25-Nov-2020 27-Nov-2020 Change Change % Previous Week
Open 137-275 137-280 0-005 0.0% 138-040
High 138-025 138-060 0-035 0.1% 138-060
Low 137-230 137-280 0-050 0.1% 137-230
Close 137-285 138-060 0-095 0.2% 138-060
Range 0-115 0-100 -0-015 -13.0% 0-150
ATR 0-133 0-131 -0-002 -1.8% 0-000
Volume 1,484,425 646,573 -837,852 -56.4% 6,119,961
Daily Pivots for day following 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 139-007 138-293 138-115
R3 138-227 138-193 138-088
R2 138-127 138-127 138-078
R1 138-093 138-093 138-069 138-110
PP 138-027 138-027 138-027 138-035
S1 137-313 137-313 138-051 138-010
S2 137-247 137-247 138-042
S3 137-147 137-213 138-032
S4 137-047 137-113 138-005
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 139-140 139-090 138-142
R3 138-310 138-260 138-101
R2 138-160 138-160 138-088
R1 138-110 138-110 138-074 138-135
PP 138-010 138-010 138-010 138-022
S1 137-280 137-280 138-046 137-305
S2 137-180 137-180 138-032
S3 137-030 137-130 138-019
S4 136-200 136-300 137-298
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138-080 137-230 0-170 0.4% 0-089 0.2% 88% False False 1,325,631
10 138-080 137-145 0-255 0.6% 0-102 0.2% 92% False False 729,577
20 138-300 136-265 2-035 1.5% 0-157 0.4% 64% False False 368,852
40 139-150 136-265 2-205 1.9% 0-131 0.3% 51% False False 185,195
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 139-165
2.618 139-002
1.618 138-222
1.000 138-160
0.618 138-122
HIGH 138-060
0.618 138-022
0.500 138-010
0.382 137-318
LOW 137-280
0.618 137-218
1.000 137-180
1.618 137-118
2.618 137-018
4.250 136-175
Fisher Pivots for day following 27-Nov-2020
Pivot 1 day 3 day
R1 138-043 138-035
PP 138-027 138-010
S1 138-010 137-305

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

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