ECBOT 10 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 03-Nov-2020

Day Change Summary
	Previous	Current
	02-Nov-2020	03-Nov-2020	Change	Change %	Previous Week
Open	138-055	138-100	0-045	0.1%	138-110
High	138-155	138-110	-0-045	-0.1%	139-030
Low	138-045	137-305	-0-060	-0.1%	138-035
Close	138-095	138-030	-0-065	-0.1%	138-070
Range	0-110	0-125	0-015	13.6%	0-315
ATR	0-116	0-116	0-001	0.6%	0-000
Volume	1,439,099	1,270,460	-168,639	-11.7%	8,042,097

Daily Pivots for day following 03-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	139-097	139-028	138-099
R3	138-292	138-223	138-064
R2	138-167	138-167	138-053
R1	138-098	138-098	138-041	138-070
PP	138-042	138-042	138-042	138-028
S1	137-293	137-293	138-019	137-265
S2	137-237	137-237	138-007
S3	137-112	137-168	137-316
S4	136-307	137-043	137-281

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	137-305	1-045	0.8%	0-134	0.3%	12%	False	True	1,723,018
10	139-030	137-305	1-045	0.8%	0-126	0.3%	12%	False	True	1,484,883
20	139-140	137-305	1-155	1.1%	0-109	0.2%	9%	False	True	1,230,039
40	139-260	137-305	1-275	1.3%	0-106	0.2%	8%	False	True	1,146,009
60	139-290	137-305	1-305	1.4%	0-118	0.3%	7%	False	True	1,043,364
80	140-110	137-305	2-125	1.7%	0-111	0.3%	6%	False	True	783,395

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	140-001
2.618	139-117
1.618	138-312
1.000	138-235
0.618	138-187
HIGH	138-110
0.618	138-062
0.500	138-048
0.382	138-033
LOW	137-305
0.618	137-228
1.000	137-180
1.618	137-103
2.618	136-298
4.250	136-094

Fisher Pivots for day following 03-Nov-2020
Pivot	1 day	3 day
R1	138-048	138-090
PP	138-042	138-070
S1	138-036	138-050

Download as Excel Spreadsheet

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

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