ECBOT 10 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 21-Dec-2020
Day Change Summary
Previous Current
18-Dec-2020 21-Dec-2020 Change Change % Previous Week
Open 137-255 137-240 -0-015 0.0% 137-310
High 137-305 138-080 0-095 0.2% 138-040
Low 137-235 137-230 -0-005 0.0% 137-195
Close 137-240 137-245 0-005 0.0% 137-240
Range 0-070 0-170 0-100 142.9% 0-165
ATR 0-126 0-129 0-003 2.5% 0-000
Volume 800,916 1,279,412 478,496 59.7% 5,502,768
Daily Pivots for day following 21-Dec-2020
Classic Woodie Camarilla DeMark
R4 139-162 139-053 138-018
R3 138-312 138-203 137-292
R2 138-142 138-142 137-276
R1 138-033 138-033 137-261 138-088
PP 137-292 137-292 137-292 137-319
S1 137-183 137-183 137-229 137-238
S2 137-122 137-122 137-214
S3 136-272 137-013 137-198
S4 136-102 136-163 137-152
Weekly Pivots for week ending 18-Dec-2020
Classic Woodie Camarilla DeMark
R4 139-120 139-025 138-011
R3 138-275 138-180 137-285
R2 138-110 138-110 137-270
R1 138-015 138-015 137-255 137-300
PP 137-265 137-265 137-265 137-248
S1 137-170 137-170 137-225 137-135
S2 137-100 137-100 137-210
S3 136-255 137-005 137-195
S4 136-090 136-160 137-149
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138-080 137-195 0-205 0.5% 0-120 0.3% 24% True False 1,150,154
10 138-080 137-150 0-250 0.6% 0-115 0.3% 38% True False 1,133,485
20 138-080 137-075 1-005 0.7% 0-122 0.3% 52% True False 1,329,560
40 138-300 136-265 2-035 1.5% 0-142 0.3% 44% False False 696,463
60 139-160 136-265 2-215 1.9% 0-125 0.3% 35% False False 464,657
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 140-162
2.618 139-205
1.618 139-035
1.000 138-250
0.618 138-185
HIGH 138-080
0.618 138-015
0.500 137-315
0.382 137-295
LOW 137-230
0.618 137-125
1.000 137-060
1.618 136-275
2.618 136-105
4.250 135-148
Fisher Pivots for day following 21-Dec-2020
Pivot 1 day 3 day
R1 137-315 137-315
PP 137-292 137-292
S1 137-268 137-268

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

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