ECBOT 10 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 16-Oct-2020

Day Change Summary
	Previous	Current
	15-Oct-2020	16-Oct-2020	Change	Change %	Previous Week
Open	139-065	139-030	-0-035	-0.1%	138-265
High	139-140	139-075	-0-065	-0.1%	139-140
Low	139-020	138-310	-0-030	-0.1%	138-255
Close	139-040	139-020	-0-020	0.0%	139-020
Range	0-120	0-085	-0-035	-29.2%	0-205
ATR	0-109	0-107	-0-002	-1.6%	0-000
Volume	1,146,506	928,432	-218,074	-19.0%	4,116,440

Daily Pivots for day following 16-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	139-283	139-237	139-067
R3	139-198	139-152	139-043
R2	139-113	139-113	139-036
R1	139-067	139-067	139-028	139-048
PP	139-028	139-028	139-028	139-019
S1	138-302	138-302	139-012	138-282
S2	138-263	138-263	139-004
S3	138-178	138-217	138-317
S4	138-093	138-132	138-293

Weekly Pivots for week ending 16-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	141-007	140-218	139-133
R3	140-122	140-013	139-076
R2	139-237	139-237	139-058
R1	139-128	139-128	139-039	139-182
PP	139-032	139-032	139-032	139-059
S1	138-243	138-243	139-001	138-298
S2	138-147	138-147	138-302
S3	137-262	138-038	138-284
S4	137-057	137-153	138-227

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139-140	138-255	0-205	0.5%	0-085	0.2%	41%	False	False	823,288
10	139-145	138-205	0-260	0.6%	0-114	0.3%	52%	False	False	1,042,130
20	139-260	138-205	1-055	0.8%	0-102	0.2%	36%	False	False	1,061,889
40	139-290	138-185	1-105	1.0%	0-116	0.3%	36%	False	False	1,128,944
60	140-110	138-185	1-245	1.3%	0-116	0.3%	27%	False	False	758,736

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	0-020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	140-116
2.618	139-298
1.618	139-213
1.000	139-160
0.618	139-128
HIGH	139-075
0.618	139-043
0.500	139-032
0.382	139-022
LOW	138-310
0.618	138-257
1.000	138-225
1.618	138-172
2.618	138-087
4.250	137-269

Fisher Pivots for day following 16-Oct-2020
Pivot	1 day	3 day
R1	139-032	139-065
PP	139-028	139-050
S1	139-024	139-035

Download as Excel Spreadsheet

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

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