ECBOT 10 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 22-Dec-2020
Day Change Summary
Previous Current
21-Dec-2020 22-Dec-2020 Change Change % Previous Week
Open 137-240 137-255 0-015 0.0% 137-310
High 138-080 138-000 -0-080 -0.2% 138-040
Low 137-230 137-245 0-015 0.0% 137-195
Close 137-245 137-315 0-070 0.2% 137-240
Range 0-170 0-075 -0-095 -55.9% 0-165
ATR 0-129 0-125 -0-004 -3.0% 0-000
Volume 1,279,412 795,131 -484,281 -37.9% 5,502,768
Daily Pivots for day following 22-Dec-2020
Classic Woodie Camarilla DeMark
R4 138-198 138-172 138-036
R3 138-123 138-097 138-016
R2 138-048 138-048 138-009
R1 138-022 138-022 138-002 138-035
PP 137-293 137-293 137-293 137-300
S1 137-267 137-267 137-308 137-280
S2 137-218 137-218 137-301
S3 137-143 137-192 137-294
S4 137-068 137-117 137-274
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% 0-115 0.3% 59% False False 1,113,340
10 138-080 137-150 0-250 0.6% 0-111 0.3% 66% False False 1,110,898
20 138-080 137-075 1-005 0.7% 0-121 0.3% 74% False False 1,292,024
40 138-300 136-265 2-035 1.5% 0-141 0.3% 55% False False 716,330
60 139-160 136-265 2-215 1.9% 0-126 0.3% 43% False False 477,909
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 138-319
2.618 138-196
1.618 138-121
1.000 138-075
0.618 138-046
HIGH 138-000
0.618 137-291
0.500 137-282
0.382 137-274
LOW 137-245
0.618 137-199
1.000 137-170
1.618 137-124
2.618 137-049
4.250 136-246
Fisher Pivots for day following 22-Dec-2020
Pivot 1 day 3 day
R1 137-304 137-315
PP 137-293 137-315
S1 137-282 137-315

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

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