ECBOT 10 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 11-Nov-2020

Day Change Summary
	Previous	Current
	10-Nov-2020	11-Nov-2020	Change	Change %	Previous Week
Open	137-260	137-160	-0-100	-0.2%	138-055
High	137-295	137-215	-0-080	-0.2%	139-085
Low	137-135	137-080	-0-055	-0.1%	137-205
Close	137-140	137-195	0-055	0.1%	138-175
Range	0-160	0-135	-0-025	-15.6%	1-200
ATR	0-166	0-164	-0-002	-1.3%	0-000
Volume	2,068,812	553,673	-1,515,139	-73.2%	8,739,398

Daily Pivots for day following 11-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	138-248	138-197	137-269
R3	138-113	138-062	137-232
R2	137-298	137-298	137-220
R1	137-247	137-247	137-207	137-272
PP	137-163	137-163	137-163	137-176
S1	137-112	137-112	137-183	137-138
S2	137-028	137-028	137-170
S3	136-213	136-297	137-158
S4	136-078	136-162	137-121

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	137-080	2-005	1.5%	0-219	0.5%	18%	False	True	1,709,525
10	139-085	137-080	2-005	1.5%	0-210	0.5%	18%	False	True	1,851,672
20	139-140	137-080	2-060	1.6%	0-158	0.4%	16%	False	True	1,532,246
40	139-260	137-080	2-180	1.9%	0-130	0.3%	14%	False	True	1,289,547
60	139-290	137-080	2-210	1.9%	0-130	0.3%	14%	False	True	1,231,346
80	140-110	137-080	3-030	2.2%	0-125	0.3%	12%	False	True	926,207

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-045
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	139-149
2.618	138-248
1.618	138-113
1.000	138-030
0.618	137-298
HIGH	137-215
0.618	137-163
0.500	137-148
0.382	137-132
LOW	137-080
0.618	136-317
1.000	136-265
1.618	136-182
2.618	136-047
4.250	135-146

Fisher Pivots for day following 11-Nov-2020
Pivot	1 day	3 day
R1	137-179	138-002
PP	137-163	137-280
S1	137-148	137-238

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