ECBOT 10 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 31-Dec-2020
Day Change Summary
Previous Current
30-Dec-2020 31-Dec-2020 Change Change % Previous Week
Open 137-285 137-310 0-025 0.1% 137-240
High 137-315 138-035 0-040 0.1% 138-080
Low 137-240 137-285 0-045 0.1% 137-200
Close 137-310 138-025 0-035 0.1% 137-280
Range 0-075 0-070 -0-005 -6.7% 0-200
ATR 0-113 0-110 -0-003 -2.7% 0-000
Volume 741,740 852,085 110,345 14.9% 3,425,080
Daily Pivots for day following 31-Dec-2020
Classic Woodie Camarilla DeMark
R4 138-218 138-192 138-064
R3 138-148 138-122 138-044
R2 138-078 138-078 138-038
R1 138-052 138-052 138-031 138-065
PP 138-008 138-008 138-008 138-015
S1 137-302 137-302 138-019 137-315
S2 137-258 137-258 138-012
S3 137-188 137-232 138-006
S4 137-118 137-162 137-306
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
5 138-035 137-215 0-140 0.3% 0-073 0.2% 93% True False 647,159
10 138-080 137-200 0-200 0.5% 0-096 0.2% 73% False False 848,101
20 138-080 137-075 1-005 0.7% 0-110 0.3% 83% False False 1,012,108
40 138-300 136-265 2-035 1.5% 0-136 0.3% 59% False False 824,024
60 139-030 136-265 2-085 1.6% 0-124 0.3% 55% False False 550,053
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 0-023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 139-012
2.618 138-218
1.618 138-148
1.000 138-105
0.618 138-078
HIGH 138-035
0.618 138-008
0.500 138-000
0.382 137-312
LOW 137-285
0.618 137-242
1.000 137-215
1.618 137-172
2.618 137-102
4.250 136-308
Fisher Pivots for day following 31-Dec-2020
Pivot 1 day 3 day
R1 138-017 138-009
PP 138-008 137-313
S1 138-000 137-298

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

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