ECBOT 10 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 26-Nov-2021
Day Change Summary
Previous Current
24-Nov-2021 26-Nov-2021 Change Change % Previous Week
Open 129-245 129-270 0-025 0.1% 130-240
High 130-035 131-105 1-070 0.9% 131-105
Low 129-160 129-240 0-080 0.2% 129-160
Close 129-265 131-055 1-110 1.0% 131-055
Range 0-195 1-185 0-310 159.0% 1-265
ATR 0-197 0-219 0-022 11.2% 0-000
Volume 3,184,097 2,089,384 -1,094,713 -34.4% 11,749,295
Daily Pivots for day following 26-Nov-2021
Classic Woodie Camarilla DeMark
R4 135-155 134-290 132-013
R3 133-290 133-105 131-194
R2 132-105 132-105 131-148
R1 131-240 131-240 131-101 132-012
PP 130-240 130-240 130-240 130-286
S1 130-055 130-055 131-009 130-148
S2 129-055 129-055 130-282
S3 127-190 128-190 130-236
S4 126-005 127-005 130-097
Weekly Pivots for week ending 26-Nov-2021
Classic Woodie Camarilla DeMark
R4 136-048 135-157 132-057
R3 134-103 133-212 131-216
R2 132-158 132-158 131-162
R1 131-267 131-267 131-109 132-052
PP 130-213 130-213 130-213 130-266
S1 130-002 130-002 131-001 130-108
S2 128-268 128-268 130-268
S3 127-003 128-057 130-214
S4 125-058 126-112 130-053
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-105 129-160 1-265 1.4% 0-277 0.7% 91% True False 2,777,174
10 131-105 129-160 1-265 1.4% 0-216 0.5% 91% True False 2,049,350
20 131-305 129-160 2-145 1.9% 0-218 0.5% 68% False False 1,868,877
40 132-085 129-160 2-245 2.1% 0-188 0.4% 60% False False 1,796,957
60 133-280 129-160 4-120 3.3% 0-180 0.4% 38% False False 1,716,358
80 134-095 129-160 4-255 3.7% 0-170 0.4% 35% False False 1,450,929
100 134-265 129-160 5-105 4.1% 0-171 0.4% 31% False False 1,161,054
120 134-265 129-160 5-105 4.1% 0-169 0.4% 31% False False 967,562
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 0-044
Widest range in 126 trading days
Fibonacci Retracements and Extensions
4.250 138-011
2.618 135-147
1.618 133-282
1.000 132-290
0.618 132-097
HIGH 131-105
0.618 130-232
0.500 130-172
0.382 130-113
LOW 129-240
0.618 128-248
1.000 128-055
1.618 127-063
2.618 125-198
4.250 123-014
Fisher Pivots for day following 26-Nov-2021
Pivot 1 day 3 day
R1 130-308 130-294
PP 130-240 130-213
S1 130-172 130-132

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

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