ECBOT 10 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 15-Dec-2020
Day Change Summary
Previous Current
14-Dec-2020 15-Dec-2020 Change Change % Previous Week
Open 137-310 138-025 0-035 0.1% 137-125
High 138-040 138-040 0-000 0.0% 138-070
Low 137-230 137-260 0-030 0.1% 137-090
Close 138-025 137-275 -0-070 -0.2% 138-030
Range 0-130 0-100 -0-030 -23.1% 0-300
ATR 0-132 0-130 -0-002 -1.7% 0-000
Volume 1,031,410 979,197 -52,213 -5.1% 5,630,823
Daily Pivots for day following 15-Dec-2020
Classic Woodie Camarilla DeMark
R4 138-278 138-217 138-010
R3 138-178 138-117 137-302
R2 138-078 138-078 137-293
R1 138-017 138-017 137-284 137-318
PP 137-298 137-298 137-298 137-289
S1 137-237 137-237 137-266 137-218
S2 137-198 137-198 137-257
S3 137-098 137-137 137-248
S4 136-318 137-037 137-220
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
5 138-070 137-150 0-240 0.5% 0-107 0.2% 52% False False 1,108,455
10 138-070 137-075 0-315 0.7% 0-124 0.3% 63% False False 1,184,937
20 138-080 137-075 1-005 0.7% 0-118 0.3% 62% False False 1,148,066
40 138-300 136-265 2-035 1.5% 0-140 0.3% 49% False False 577,537
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 0-028
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 139-145
2.618 138-302
1.618 138-202
1.000 138-140
0.618 138-102
HIGH 138-040
0.618 138-002
0.500 137-310
0.382 137-298
LOW 137-260
0.618 137-198
1.000 137-160
1.618 137-098
2.618 136-318
4.250 136-155
Fisher Pivots for day following 15-Dec-2020
Pivot 1 day 3 day
R1 137-310 137-310
PP 137-298 137-298
S1 137-287 137-287

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

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