ECBOT 10 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 28-Dec-2020
Day Change Summary
Previous Current
24-Dec-2020 28-Dec-2020 Change Change % Previous Week
Open 137-255 137-295 0-040 0.1% 137-240
High 137-300 137-315 0-015 0.0% 138-080
Low 137-235 137-215 -0-020 0.0% 137-200
Close 137-280 137-295 0-015 0.0% 137-280
Range 0-065 0-100 0-035 53.8% 0-200
ATR 0-122 0-121 -0-002 -1.3% 0-000
Volume 256,470 610,234 353,764 137.9% 3,425,080
Daily Pivots for day following 28-Dec-2020
Classic Woodie Camarilla DeMark
R4 138-255 138-215 138-030
R3 138-155 138-115 138-002
R2 138-055 138-055 137-313
R1 138-015 138-015 137-304 138-025
PP 137-275 137-275 137-275 137-280
S1 137-235 137-235 137-286 137-245
S2 137-175 137-175 137-277
S3 137-075 137-135 137-268
S4 136-295 137-035 137-240
Weekly Pivots for week ending 25-Dec-2020
Classic Woodie Camarilla DeMark
R4 139-253 139-147 138-070
R3 139-053 138-267 138-015
R2 138-173 138-173 137-317
R1 138-067 138-067 137-298 138-120
PP 137-293 137-293 137-293 138-000
S1 137-187 137-187 137-262 137-240
S2 137-093 137-093 137-243
S3 136-213 136-307 137-225
S4 136-013 136-107 137-170
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% 0-112 0.3% 48% False False 807,062
10 138-080 137-195 0-205 0.5% 0-112 0.3% 49% False False 953,808
20 138-080 137-075 1-005 0.7% 0-123 0.3% 68% False False 1,161,357
40 138-300 136-265 2-035 1.5% 0-140 0.3% 52% False False 765,104
60 139-150 136-265 2-205 1.9% 0-128 0.3% 41% False False 510,582
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 139-100
2.618 138-257
1.618 138-157
1.000 138-095
0.618 138-057
HIGH 137-315
0.618 137-277
0.500 137-265
0.382 137-253
LOW 137-215
0.618 137-153
1.000 137-115
1.618 137-053
2.618 136-273
4.250 136-110
Fisher Pivots for day following 28-Dec-2020
Pivot 1 day 3 day
R1 137-285 137-288
PP 137-275 137-282
S1 137-265 137-275

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

View Archives - Comment on this page... - Back to Index of Symbols