ECBOT 10 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 29-Nov-2021
Day Change Summary
Previous Current
26-Nov-2021 29-Nov-2021 Change Change % Previous Week
Open 129-270 130-310 1-040 0.9% 130-240
High 131-105 131-105 0-000 0.0% 131-105
Low 129-240 130-205 0-285 0.7% 129-160
Close 131-055 131-015 -0-040 -0.1% 131-055
Range 1-185 0-220 -0-285 -56.4% 1-265
ATR 0-219 0-219 0-000 0.0% 0-000
Volume 2,089,384 908,346 -1,181,038 -56.5% 11,749,295
Daily Pivots for day following 29-Nov-2021
Classic Woodie Camarilla DeMark
R4 133-022 132-238 131-136
R3 132-122 132-018 131-076
R2 131-222 131-222 131-055
R1 131-118 131-118 131-035 131-170
PP 131-002 131-002 131-002 131-028
S1 130-218 130-218 130-315 130-270
S2 130-102 130-102 130-295
S3 129-202 129-318 130-274
S4 128-302 129-098 130-214
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% 0-268 0.6% 85% True False 2,531,528
10 131-105 129-160 1-265 1.4% 0-222 0.5% 85% True False 2,003,883
20 131-305 129-160 2-145 1.9% 0-219 0.5% 63% False False 1,779,988
40 132-085 129-160 2-245 2.1% 0-190 0.5% 56% False False 1,768,976
60 133-280 129-160 4-120 3.3% 0-183 0.4% 35% False False 1,716,348
80 134-005 129-160 4-165 3.4% 0-171 0.4% 34% False False 1,462,206
100 134-265 129-160 5-105 4.1% 0-171 0.4% 29% False False 1,170,135
120 134-265 129-160 5-105 4.1% 0-170 0.4% 29% False False 975,132
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 0-053
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-080
2.618 133-041
1.618 132-141
1.000 132-005
0.618 131-241
HIGH 131-105
0.618 131-021
0.500 130-315
0.382 130-289
LOW 130-205
0.618 130-069
1.000 129-305
1.618 129-169
2.618 128-269
4.250 127-230
Fisher Pivots for day following 29-Nov-2021
Pivot 1 day 3 day
R1 131-008 130-268
PP 131-002 130-200
S1 130-315 130-132

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

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