ECBOT 10 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 12-Nov-2020

Day Change Summary
	Previous	Current
	11-Nov-2020	12-Nov-2020	Change	Change %	Previous Week
Open	137-160	137-200	0-040	0.1%	138-055
High	137-215	138-075	0-180	0.4%	139-085
Low	137-080	137-195	0-115	0.3%	137-205
Close	137-195	138-050	0-175	0.4%	138-175
Range	0-135	0-200	0-065	48.1%	1-200
ATR	0-164	0-166	0-003	1.6%	0-000
Volume	553,673	1,742,283	1,188,610	214.7%	8,739,398

Daily Pivots for day following 12-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	139-280	139-205	138-160
R3	139-080	139-005	138-105
R2	138-200	138-200	138-087
R1	138-125	138-125	138-068	138-162
PP	138-000	138-000	138-000	138-019
S1	137-245	137-245	138-032	137-282
S2	137-120	137-120	138-013
S3	136-240	137-045	137-315
S4	136-040	136-165	137-260

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	139-010	137-080	1-250	1.3%	0-227	0.5%	51%	False	False	1,726,481
10	139-085	137-080	2-005	1.5%	0-214	0.5%	45%	False	False	1,828,405
20	139-085	137-080	2-005	1.5%	0-162	0.4%	45%	False	False	1,562,035
40	139-260	137-080	2-180	1.9%	0-132	0.3%	35%	False	False	1,306,970
60	139-290	137-080	2-210	1.9%	0-132	0.3%	34%	False	False	1,259,234
80	140-110	137-080	3-030	2.2%	0-127	0.3%	29%	False	False	947,974

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	0-043
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	140-285
2.618	139-279
1.618	139-079
1.000	138-275
0.618	138-199
HIGH	138-075
0.618	137-319
0.500	137-295
0.382	137-271
LOW	137-195
0.618	137-071
1.000	136-315
1.618	136-191
2.618	135-311
4.250	134-305

Fisher Pivots for day following 12-Nov-2020
Pivot	1 day	3 day
R1	138-025	138-006
PP	138-000	137-282
S1	137-295	137-238

Download as Excel Spreadsheet

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

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