ECBOT 10 Year T-Note Future June 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 137-020 137-010 -0-010 0.0% 137-010
High 137-040 137-060 0-020 0.0% 137-075
Low 136-305 137-010 0-025 0.1% 136-235
Close 137-030 137-060 0-030 0.1% 137-030
Range 0-055 0-050 -0-005 -9.1% 0-160
ATR
Volume 3 5 2 66.7% 45
Daily Pivots for day following 31-Dec-2020
Classic Woodie Camarilla DeMark
R4 137-193 137-177 137-088
R3 137-143 137-127 137-074
R2 137-093 137-093 137-069
R1 137-077 137-077 137-065 137-085
PP 137-043 137-043 137-043 137-048
S1 137-027 137-027 137-055 137-035
S2 136-313 136-313 137-051
S3 136-263 136-297 137-046
S4 136-213 136-247 137-032
Weekly Pivots for week ending 25-Dec-2020
Classic Woodie Camarilla DeMark
R4 138-167 138-098 137-118
R3 138-007 137-258 137-074
R2 137-167 137-167 137-059
R1 137-098 137-098 137-045 137-132
PP 137-007 137-007 137-007 137-024
S1 136-258 136-258 137-015 136-292
S2 136-167 136-167 137-001
S3 136-007 136-098 136-306
S4 135-167 135-258 136-262
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137-060 136-250 0-130 0.3% 0-060 0.1% 100% True False 23
10 137-075 136-235 0-160 0.4% 0-054 0.1% 91% False False 16
Crabel Price Patterns
NR True
NR4 True
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 0-008
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 137-272
2.618 137-191
1.618 137-141
1.000 137-110
0.618 137-091
HIGH 137-060
0.618 137-041
0.500 137-035
0.382 137-029
LOW 137-010
0.618 136-299
1.000 136-280
1.618 136-249
2.618 136-199
4.250 136-118
Fisher Pivots for day following 31-Dec-2020
Pivot 1 day 3 day
R1 137-052 137-048
PP 137-043 137-035
S1 137-035 137-022

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

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