ECBOT 10 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 22-Oct-2020

Day Change Summary
	Previous	Current
	21-Oct-2020	22-Oct-2020	Change	Change %	Previous Week
Open	138-240	138-160	-0-080	-0.2%	138-265
High	138-245	138-200	-0-045	-0.1%	139-140
Low	138-130	138-050	-0-080	-0.2%	138-255
Close	138-185	138-105	-0-080	-0.2%	139-020
Range	0-115	0-150	0-035	30.4%	0-205
ATR	0-106	0-109	0-003	3.0%	0-000
Volume	1,517,057	1,390,076	-126,981	-8.4%	4,116,440

Daily Pivots for day following 22-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	139-248	139-167	138-188
R3	139-098	139-017	138-146
R2	138-268	138-268	138-132
R1	138-187	138-187	138-119	138-152
PP	138-118	138-118	138-118	138-101
S1	138-037	138-037	138-091	138-002
S2	137-288	137-288	138-078
S3	137-138	137-207	138-064
S4	136-308	137-057	138-022

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	139-075	138-050	1-025	0.8%	0-104	0.2%	16%	False	True	1,225,196
10	139-140	138-050	1-090	0.9%	0-096	0.2%	13%	False	True	1,031,841
20	139-260	138-050	1-210	1.2%	0-109	0.2%	10%	False	True	1,129,961
40	139-290	138-050	1-240	1.3%	0-115	0.3%	10%	False	True	1,134,295
60	140-110	138-050	2-060	1.6%	0-116	0.3%	8%	False	True	845,205

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	0-023
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	140-198
2.618	139-273
1.618	139-123
1.000	139-030
0.618	138-293
HIGH	138-200
0.618	138-143
0.500	138-125
0.382	138-107
LOW	138-050
0.618	137-277
1.000	137-220
1.618	137-127
2.618	136-297
4.250	136-052

Fisher Pivots for day following 22-Oct-2020
Pivot	1 day	3 day
R1	138-125	138-168
PP	138-118	138-147
S1	138-112	138-126

Download as Excel Spreadsheet

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

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