ECBOT 10 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 17-Nov-2020

Day Change Summary
	Previous	Current
	16-Nov-2020	17-Nov-2020	Change	Change %	Previous Week
Open	138-025	138-010	-0-015	0.0%	138-160
High	138-080	138-115	0-035	0.1%	138-245
Low	137-270	137-305	0-035	0.1%	137-080
Close	138-010	138-095	0-085	0.2%	138-035
Range	0-130	0-130	0-000	0.0%	1-165
ATR	0-159	0-157	-0-002	-1.3%	0-000
Volume	1,254,900	1,329,088	74,188	5.9%	8,137,088

Daily Pivots for day following 17-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	139-135	139-085	138-166
R3	139-005	138-275	138-131
R2	138-195	138-195	138-119
R1	138-145	138-145	138-107	138-170
PP	138-065	138-065	138-065	138-078
S1	138-015	138-015	138-083	138-040
S2	137-255	137-255	138-071
S3	137-125	137-205	138-059
S4	136-315	137-075	138-024

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	138-115	137-080	1-035	0.8%	0-137	0.3%	94%	True	False	1,174,769
10	139-085	137-080	2-005	1.5%	0-209	0.5%	52%	False	False	1,675,091
20	139-085	137-080	2-005	1.5%	0-167	0.4%	52%	False	False	1,579,987
40	139-260	137-080	2-180	1.9%	0-135	0.3%	41%	False	False	1,332,850
60	139-290	137-080	2-210	1.9%	0-133	0.3%	39%	False	False	1,300,952
80	140-110	137-080	3-030	2.2%	0-129	0.3%	34%	False	False	992,652

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-048

Fibonacci Retracements and Extensions
4.250	140-028
2.618	139-135
1.618	139-005
1.000	138-245
0.618	138-195
HIGH	138-115
0.618	138-065
0.500	138-050
0.382	138-035
LOW	137-305
0.618	137-225
1.000	137-175
1.618	137-095
2.618	136-285
4.250	136-072

Fisher Pivots for day following 17-Nov-2020
Pivot	1 day	3 day
R1	138-080	138-074
PP	138-065	138-053
S1	138-050	138-032

Download as Excel Spreadsheet

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

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