ECBOT 10 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 11-Dec-2020
Day Change Summary
Previous Current
10-Dec-2020 11-Dec-2020 Change Change % Previous Week
Open 137-220 137-280 0-060 0.1% 137-125
High 137-290 138-070 0-100 0.2% 138-070
Low 137-200 137-265 0-065 0.1% 137-090
Close 137-285 138-030 0-065 0.1% 138-030
Range 0-090 0-125 0-035 38.9% 0-300
ATR 0-133 0-132 -0-001 -0.4% 0-000
Volume 1,255,556 1,158,061 -97,495 -7.8% 5,630,823
Daily Pivots for day following 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 139-070 139-015 138-099
R3 138-265 138-210 138-064
R2 138-140 138-140 138-053
R1 138-085 138-085 138-041 138-112
PP 138-015 138-015 138-015 138-029
S1 137-280 137-280 138-019 137-308
S2 137-210 137-210 138-007
S3 137-085 137-155 137-316
S4 136-280 137-030 137-281
Weekly Pivots for week ending 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 140-217 140-103 138-195
R3 139-237 139-123 138-112
R2 138-257 138-257 138-085
R1 138-143 138-143 138-058 138-200
PP 137-277 137-277 137-277 137-305
S1 137-163 137-163 138-002 137-220
S2 136-297 136-297 137-295
S3 135-317 136-183 137-268
S4 135-017 135-203 137-185
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138-070 137-090 0-300 0.7% 0-115 0.3% 87% True False 1,126,164
10 138-080 137-075 1-005 0.7% 0-134 0.3% 85% False False 1,368,906
20 138-080 137-075 1-005 0.7% 0-118 0.3% 85% False False 1,049,241
40 138-300 136-265 2-035 1.5% 0-137 0.3% 60% False False 527,300
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-025
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 139-281
2.618 139-077
1.618 138-272
1.000 138-195
0.618 138-147
HIGH 138-070
0.618 138-022
0.500 138-008
0.382 137-313
LOW 137-265
0.618 137-188
1.000 137-140
1.618 137-063
2.618 136-258
4.250 136-054
Fisher Pivots for day following 11-Dec-2020
Pivot 1 day 3 day
R1 138-022 138-003
PP 138-015 137-297
S1 138-008 137-270

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

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