ECBOT 10 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 02-Nov-2020

Day Change Summary
	Previous	Current
	30-Oct-2020	02-Nov-2020	Change	Change %	Previous Week
Open	138-150	138-055	-0-095	-0.2%	138-110
High	138-195	138-155	-0-040	-0.1%	139-030
Low	138-035	138-045	0-010	0.0%	138-035
Close	138-070	138-095	0-025	0.1%	138-070
Range	0-160	0-110	-0-050	-31.3%	0-315
ATR	0-116	0-116	0-000	-0.4%	0-000
Volume	2,401,470	1,439,099	-962,371	-40.1%	8,042,097

Daily Pivots for day following 02-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	139-108	139-052	138-156
R3	138-318	138-262	138-125
R2	138-208	138-208	138-115
R1	138-152	138-152	138-105	138-180
PP	138-098	138-098	138-098	138-112
S1	138-042	138-042	138-085	138-070
S2	137-308	137-308	138-075
S3	137-198	137-252	138-065
S4	137-088	137-142	138-034

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%	0-130	0.3%	19%	False	False	1,662,632
10	139-030	138-035	0-315	0.7%	0-120	0.3%	19%	False	False	1,482,784
20	139-140	138-035	1-105	1.0%	0-110	0.2%	14%	False	False	1,247,510
40	139-260	138-035	1-225	1.2%	0-107	0.2%	11%	False	False	1,148,332
60	140-020	138-035	1-305	1.4%	0-118	0.3%	10%	False	False	1,022,251
80	140-110	138-035	2-075	1.6%	0-111	0.3%	8%	False	False	767,516

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-023
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	139-302
2.618	139-123
1.618	139-013
1.000	138-265
0.618	138-223
HIGH	138-155
0.618	138-113
0.500	138-100
0.382	138-087
LOW	138-045
0.618	137-297
1.000	137-255
1.618	137-187
2.618	137-077
4.250	136-218

Fisher Pivots for day following 02-Nov-2020
Pivot	1 day	3 day
R1	138-100	138-160
PP	138-098	138-138
S1	138-097	138-117

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols