ECBOT 10 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 15-Nov-2021
Day Change Summary
Previous Current
12-Nov-2021 15-Nov-2021 Change Change % Previous Week
Open 130-115 130-200 0-085 0.2% 131-230
High 130-260 130-275 0-015 0.0% 131-295
Low 130-100 130-075 -0-025 -0.1% 130-090
Close 130-170 130-095 -0-075 -0.2% 130-170
Range 0-160 0-200 0-040 25.0% 1-205
ATR 0-198 0-198 0-000 0.1% 0-000
Volume 1,363,018 1,183,106 -179,912 -13.2% 6,997,080
Daily Pivots for day following 15-Nov-2021
Classic Woodie Camarilla DeMark
R4 132-108 131-302 130-205
R3 131-228 131-102 130-150
R2 131-028 131-028 130-132
R1 130-222 130-222 130-113 130-185
PP 130-148 130-148 130-148 130-130
S1 130-022 130-022 130-077 129-305
S2 129-268 129-268 130-058
S3 129-068 129-142 130-040
S4 128-188 128-262 129-305
Weekly Pivots for week ending 12-Nov-2021
Classic Woodie Camarilla DeMark
R4 135-267 134-263 131-139
R3 134-062 133-058 130-314
R2 132-177 132-177 130-266
R1 131-173 131-173 130-218 131-072
PP 130-292 130-292 130-292 130-241
S1 129-288 129-288 130-122 129-188
S2 129-087 129-087 130-074
S3 127-202 128-083 130-026
S4 125-317 126-198 129-201
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-295 130-075 1-220 1.3% 0-222 0.5% 4% False True 1,400,162
10 131-305 130-075 1-230 1.3% 0-224 0.5% 4% False True 1,526,498
20 131-305 129-310 1-315 1.5% 0-195 0.5% 17% False False 1,686,765
40 133-125 129-310 3-135 2.6% 0-181 0.4% 10% False False 1,732,681
60 133-280 129-310 3-290 3.0% 0-167 0.4% 8% False False 1,630,282
80 134-265 129-310 4-275 3.7% 0-164 0.4% 7% False False 1,226,807
100 134-265 129-310 4-275 3.7% 0-164 0.4% 7% False False 981,597
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-033
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 133-165
2.618 132-159
1.618 131-279
1.000 131-155
0.618 131-079
HIGH 130-275
0.618 130-199
0.500 130-175
0.382 130-151
LOW 130-075
0.618 129-271
1.000 129-195
1.618 129-071
2.618 128-191
4.250 127-185
Fisher Pivots for day following 15-Nov-2021
Pivot 1 day 3 day
R1 130-175 130-175
PP 130-148 130-148
S1 130-122 130-122

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

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