ECBOT 10 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 23-Dec-2020
Day Change Summary
Previous Current
22-Dec-2020 23-Dec-2020 Change Change % Previous Week
Open 137-255 137-315 0-060 0.1% 137-310
High 138-000 138-030 0-030 0.1% 138-040
Low 137-245 137-200 -0-045 -0.1% 137-195
Close 137-315 137-245 -0-070 -0.2% 137-240
Range 0-075 0-150 0-075 100.0% 0-165
ATR 0-125 0-127 0-002 1.4% 0-000
Volume 795,131 1,094,067 298,936 37.6% 5,502,768
Daily Pivots for day following 23-Dec-2020
Classic Woodie Camarilla DeMark
R4 139-075 138-310 138-008
R3 138-245 138-160 137-286
R2 138-095 138-095 137-272
R1 138-010 138-010 137-259 137-298
PP 137-265 137-265 137-265 137-249
S1 137-180 137-180 137-231 137-148
S2 137-115 137-115 137-218
S3 136-285 137-030 137-204
S4 136-135 136-200 137-162
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
5 138-080 137-200 0-200 0.5% 0-119 0.3% 23% False True 1,049,043
10 138-080 137-195 0-205 0.5% 0-117 0.3% 24% False False 1,108,499
20 138-080 137-075 1-005 0.7% 0-126 0.3% 52% False False 1,224,571
40 138-300 136-265 2-035 1.5% 0-142 0.3% 44% False False 743,643
60 139-150 136-265 2-205 1.9% 0-128 0.3% 36% False False 496,143
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 140-028
2.618 139-103
1.618 138-273
1.000 138-180
0.618 138-123
HIGH 138-030
0.618 137-293
0.500 137-275
0.382 137-257
LOW 137-200
0.618 137-107
1.000 137-050
1.618 136-277
2.618 136-127
4.250 135-202
Fisher Pivots for day following 23-Dec-2020
Pivot 1 day 3 day
R1 137-275 137-300
PP 137-265 137-282
S1 137-255 137-263

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

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