ECBOT 10 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 10-Nov-2020

Day Change Summary
	Previous	Current
	09-Nov-2020	10-Nov-2020	Change	Change %	Previous Week
Open	138-160	137-260	-0-220	-0.5%	138-055
High	138-245	137-295	-0-270	-0.6%	139-085
Low	137-130	137-135	0-005	0.0%	137-205
Close	137-185	137-140	-0-045	-0.1%	138-175
Range	1-115	0-160	-0-275	-63.2%	1-200
ATR	0-166	0-166	0-000	-0.3%	0-000
Volume	2,778,418	2,068,812	-709,606	-25.5%	8,739,398

Daily Pivots for day following 10-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	139-030	138-245	137-228
R3	138-190	138-085	137-184
R2	138-030	138-030	137-169
R1	137-245	137-245	137-155	137-218
PP	137-190	137-190	137-190	137-176
S1	137-085	137-085	137-125	137-058
S2	137-030	137-030	137-111
S3	136-190	136-245	137-096
S4	136-030	136-085	137-052

Weekly Pivots for week ending 06-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	143-115	142-185	139-141
R3	141-235	140-305	138-318
R2	140-035	140-035	138-270
R1	139-105	139-105	138-223	139-230
PP	138-155	138-155	138-155	138-218
S1	137-225	137-225	138-127	138-030
S2	136-275	136-275	138-080
S3	135-075	136-025	138-032
S4	133-195	134-145	137-209

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139-085	137-130	1-275	1.4%	0-281	0.6%	2%	False	False	2,175,413
10	139-085	137-130	1-275	1.4%	0-208	0.5%	2%	False	False	1,949,215
20	139-140	137-130	2-010	1.5%	0-155	0.4%	2%	False	False	1,544,651
40	139-260	137-130	2-130	1.8%	0-130	0.3%	1%	False	False	1,297,519
60	139-290	137-130	2-160	1.8%	0-129	0.3%	1%	False	False	1,222,621
80	140-110	137-130	2-300	2.1%	0-124	0.3%	1%	False	False	919,312

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	0-044
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	140-015
2.618	139-074
1.618	138-234
1.000	138-135
0.618	138-074
HIGH	137-295
0.618	137-234
0.500	137-215
0.382	137-196
LOW	137-135
0.618	137-036
1.000	136-295
1.618	136-196
2.618	136-036
4.250	135-095

Fisher Pivots for day following 10-Nov-2020
Pivot	1 day	3 day
R1	137-215	138-070
PP	137-190	137-307
S1	137-165	137-223

Download as Excel Spreadsheet

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

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