ECBOT 10 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 30-Oct-2020

Day Change Summary
	Previous	Current
	29-Oct-2020	30-Oct-2020	Change	Change %	Previous Week
Open	138-260	138-150	-0-110	-0.2%	138-110
High	138-285	138-195	-0-090	-0.2%	139-030
Low	138-115	138-035	-0-080	-0.2%	138-035
Close	138-130	138-070	-0-060	-0.1%	138-070
Range	0-170	0-160	-0-010	-5.9%	0-315
ATR	0-113	0-116	0-003	3.0%	0-000
Volume	1,974,950	2,401,470	426,520	21.6%	8,042,097

Daily Pivots for day following 30-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	139-260	139-165	138-158
R3	139-100	139-005	138-114
R2	138-260	138-260	138-099
R1	138-165	138-165	138-085	138-132
PP	138-100	138-100	138-100	138-084
S1	138-005	138-005	138-055	137-292
S2	137-260	137-260	138-041
S3	137-100	137-165	138-026
S4	136-260	137-005	137-302

Weekly Pivots for week ending 30-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	141-137	140-258	138-243
R3	140-142	139-263	138-157
R2	139-147	139-147	138-128
R1	138-268	138-268	138-099	138-210
PP	138-152	138-152	138-152	138-122
S1	137-273	137-273	138-041	137-215
S2	137-157	137-157	138-012
S3	136-162	136-278	137-303
S4	135-167	135-283	137-217

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139-030	138-035	0-315	0.7%	0-132	0.3%	11%	False	True	1,608,419
10	139-030	138-035	0-315	0.7%	0-119	0.3%	11%	False	True	1,442,969
20	139-145	138-035	1-110	1.0%	0-116	0.3%	8%	False	True	1,242,549
40	139-260	138-035	1-225	1.2%	0-110	0.2%	6%	False	True	1,148,704
60	140-070	138-035	2-035	1.5%	0-118	0.3%	5%	False	True	998,336
80	140-110	138-035	2-075	1.6%	0-112	0.3%	5%	False	True	749,527

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	0-022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	140-235
2.618	139-294
1.618	139-134
1.000	139-035
0.618	138-294
HIGH	138-195
0.618	138-134
0.500	138-115
0.382	138-096
LOW	138-035
0.618	137-256
1.000	137-195
1.618	137-096
2.618	136-256
4.250	135-315

Fisher Pivots for day following 30-Oct-2020
Pivot	1 day	3 day
R1	138-115	138-192
PP	138-100	138-152
S1	138-085	138-111

Download as Excel Spreadsheet

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

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