ECBOT 10 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 05-Nov-2020

Day Change Summary
	Previous	Current
	04-Nov-2020	05-Nov-2020	Change	Change %	Previous Week
Open	137-305	138-310	1-005	0.7%	138-110
High	139-010	139-085	0-075	0.2%	139-030
Low	137-205	138-245	1-040	0.8%	138-035
Close	138-315	138-280	-0-035	-0.1%	138-070
Range	1-125	0-160	-0-285	-64.0%	0-315
ATR	0-140	0-141	0-001	1.0%	0-000
Volume	2,883,115	1,657,504	-1,225,611	-42.5%	8,042,097

Daily Pivots for day following 05-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-150	140-055	139-048
R3	139-310	139-215	139-004
R2	139-150	139-150	138-309
R1	139-055	139-055	138-295	139-022
PP	138-310	138-310	138-310	138-294
S1	138-215	138-215	138-265	138-182
S2	138-150	138-150	138-251
S3	137-310	138-055	138-236
S4	137-150	137-215	138-192

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	139-085	137-205	1-200	1.2%	0-200	0.5%	76%	True	False	1,930,329
10	139-085	137-205	1-200	1.2%	0-160	0.4%	76%	True	False	1,648,232
20	139-140	137-205	1-255	1.3%	0-128	0.3%	69%	False	False	1,340,037
40	139-260	137-205	2-055	1.6%	0-115	0.3%	57%	False	False	1,199,920
60	139-290	137-205	2-085	1.6%	0-122	0.3%	54%	False	False	1,118,492
80	140-110	137-205	2-225	1.9%	0-117	0.3%	46%	False	False	840,146

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	0-034
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	141-125
2.618	140-184
1.618	140-024
1.000	139-245
0.618	139-184
HIGH	139-085
0.618	139-024
0.500	139-005
0.382	138-306
LOW	138-245
0.618	138-146
1.000	138-085
1.618	137-306
2.618	137-146
4.250	136-205

Fisher Pivots for day following 05-Nov-2020
Pivot	1 day	3 day
R1	139-005	138-235
PP	138-310	138-190
S1	138-295	138-145

Download as Excel Spreadsheet

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

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