ECBOT 10 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 05-Nov-2021
Day Change Summary
Previous Current
04-Nov-2021 05-Nov-2021 Change Change % Previous Week
Open 130-190 131-070 0-200 0.5% 130-205
High 131-140 131-305 0-165 0.4% 131-305
Low 130-180 131-015 0-155 0.4% 130-125
Close 131-100 131-265 0-165 0.4% 131-265
Range 0-280 0-290 0-010 3.6% 1-180
ATR 0-179 0-187 0-008 4.4% 0-000
Volume 1,713,598 2,046,414 332,816 19.4% 8,563,846
Daily Pivots for day following 05-Nov-2021
Classic Woodie Camarilla DeMark
R4 134-105 133-315 132-104
R3 133-135 133-025 132-025
R2 132-165 132-165 131-318
R1 132-055 132-055 131-292 132-110
PP 131-195 131-195 131-195 131-222
S1 131-085 131-085 131-238 131-140
S2 130-225 130-225 131-212
S3 129-255 130-115 131-185
S4 128-285 129-145 131-106
Weekly Pivots for week ending 05-Nov-2021
Classic Woodie Camarilla DeMark
R4 136-025 135-165 132-220
R3 134-165 133-305 132-082
R2 132-305 132-305 132-037
R1 132-125 132-125 131-311 132-215
PP 131-125 131-125 131-125 131-170
S1 130-265 130-265 131-219 131-035
S2 129-265 129-265 131-173
S3 128-085 129-085 131-128
S4 126-225 127-225 130-310
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-305 130-125 1-180 1.2% 0-216 0.5% 92% True False 1,712,769
10 131-305 130-075 1-230 1.3% 0-194 0.5% 93% True False 1,869,951
20 131-305 129-310 1-315 1.5% 0-178 0.4% 94% True False 1,767,954
40 133-230 129-310 3-240 2.8% 0-172 0.4% 50% False False 1,730,164
60 134-005 129-310 4-015 3.1% 0-160 0.4% 46% False False 1,498,239
80 134-265 129-310 4-275 3.7% 0-164 0.4% 38% False False 1,124,711
100 134-265 129-310 4-275 3.7% 0-160 0.4% 38% False False 899,798
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-048
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 135-258
2.618 134-104
1.618 133-134
1.000 132-275
0.618 132-164
HIGH 131-305
0.618 131-194
0.500 131-160
0.382 131-126
LOW 131-015
0.618 130-156
1.000 130-045
1.618 129-186
2.618 128-216
4.250 127-062
Fisher Pivots for day following 05-Nov-2021
Pivot 1 day 3 day
R1 131-230 131-200
PP 131-195 131-135
S1 131-160 131-070

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

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