ECBOT 10 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 16-Nov-2020

Day Change Summary
	Previous	Current
	13-Nov-2020	16-Nov-2020	Change	Change %	Previous Week
Open	138-065	138-025	-0-040	-0.1%	138-160
High	138-105	138-080	-0-025	-0.1%	138-245
Low	138-015	137-270	-0-065	-0.1%	137-080
Close	138-035	138-010	-0-025	-0.1%	138-035
Range	0-090	0-130	0-040	44.4%	1-165
ATR	0-161	0-159	-0-002	-1.4%	0-000
Volume	993,902	1,254,900	260,998	26.3%	8,137,088

Daily Pivots for day following 16-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	139-083	139-017	138-082
R3	138-273	138-207	138-046
R2	138-143	138-143	138-034
R1	138-077	138-077	138-022	138-045
PP	138-013	138-013	138-013	137-318
S1	137-267	137-267	137-318	137-235
S2	137-203	137-203	137-306
S3	137-073	137-137	137-294
S4	136-263	137-007	137-258

Weekly Pivots for week ending 13-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	142-188	141-277	138-302
R3	141-023	140-112	138-168
R2	139-178	139-178	138-124
R1	138-267	138-267	138-079	138-140
PP	138-013	138-013	138-013	137-270
S1	137-102	137-102	137-311	136-295
S2	136-168	136-168	137-266
S3	135-003	135-257	137-222
S4	133-158	134-092	137-088

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	138-105	137-080	1-025	0.8%	0-143	0.3%	72%	False	False	1,322,714
10	139-085	137-080	2-005	1.5%	0-208	0.5%	39%	False	False	1,669,228
20	139-085	137-080	2-005	1.5%	0-164	0.4%	39%	False	False	1,576,006
40	139-260	137-080	2-180	1.9%	0-133	0.3%	30%	False	False	1,320,038
60	139-290	137-080	2-210	1.9%	0-132	0.3%	29%	False	False	1,292,808
80	140-110	137-080	3-030	2.2%	0-128	0.3%	25%	False	False	976,057

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	0-047
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	139-312
2.618	139-100
1.618	138-290
1.000	138-210
0.618	138-160
HIGH	138-080
0.618	138-030
0.500	138-015
0.382	138-000
LOW	137-270
0.618	137-190
1.000	137-140
1.618	137-060
2.618	136-250
4.250	136-038

Fisher Pivots for day following 16-Nov-2020
Pivot	1 day	3 day
R1	138-015	138-003
PP	138-013	137-317
S1	138-012	137-310

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