ECBOT 10 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 02-Dec-2020
Day Change Summary
Previous Current
01-Dec-2020 02-Dec-2020 Change Change % Previous Week
Open 138-060 137-170 -0-210 -0.5% 138-040
High 138-075 137-210 -0-185 -0.4% 138-060
Low 137-130 137-085 -0-045 -0.1% 137-230
Close 137-140 137-135 -0-005 0.0% 138-060
Range 0-265 0-125 -0-140 -52.8% 0-150
ATR 0-136 0-135 -0-001 -0.6% 0-000
Volume 2,100,082 1,503,776 -596,306 -28.4% 6,119,961
Daily Pivots for day following 02-Dec-2020
Classic Woodie Camarilla DeMark
R4 138-198 138-132 137-204
R3 138-073 138-007 137-169
R2 137-268 137-268 137-158
R1 137-202 137-202 137-146 137-172
PP 137-143 137-143 137-143 137-129
S1 137-077 137-077 137-124 137-048
S2 137-018 137-018 137-112
S3 136-213 136-272 137-101
S4 136-088 136-147 137-066
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
5 138-080 137-085 0-315 0.7% 0-134 0.3% 16% False True 1,497,013
10 138-080 137-085 0-315 0.7% 0-112 0.3% 16% False True 1,257,901
20 138-300 136-265 2-035 1.5% 0-161 0.4% 28% False False 635,940
40 139-030 136-265 2-085 1.6% 0-130 0.3% 26% False False 319,026
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 0-022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 139-101
2.618 138-217
1.618 138-092
1.000 138-015
0.618 137-287
HIGH 137-210
0.618 137-162
0.500 137-148
0.382 137-133
LOW 137-085
0.618 137-008
1.000 136-280
1.618 136-203
2.618 136-078
4.250 135-194
Fisher Pivots for day following 02-Dec-2020
Pivot 1 day 3 day
R1 137-148 137-242
PP 137-143 137-207
S1 137-139 137-171

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

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