ECBOT 10 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 24-Nov-2020

Day Change Summary
	Previous	Current
	23-Nov-2020	24-Nov-2020	Change	Change %	Previous Week
Open	138-170	138-105	-0-065	-0.1%	138-025
High	138-175	138-120	-0-055	-0.1%	138-200
Low	138-085	138-055	-0-030	-0.1%	137-270
Close	138-100	138-080	-0-020	0.0%	138-160
Range	0-090	0-065	-0-025	-27.8%	0-250
ATR	0-143	0-137	-0-006	-3.9%	0-000
Volume	2,573,621	3,331,076	757,455	29.4%	7,135,051

Daily Pivots for day following 24-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	138-280	138-245	138-116
R3	138-215	138-180	138-098
R2	138-150	138-150	138-092
R1	138-115	138-115	138-086	138-100
PP	138-085	138-085	138-085	138-078
S1	138-050	138-050	138-074	138-035
S2	138-020	138-020	138-068
S3	137-275	137-305	138-062
S4	137-210	137-240	138-044

Weekly Pivots for week ending 20-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-213	140-117	138-298
R3	139-283	139-187	138-229
R2	139-033	139-033	138-206
R1	138-257	138-257	138-183	138-305
PP	138-103	138-103	138-103	138-128
S1	138-007	138-007	138-137	138-055
S2	137-173	137-173	138-114
S3	136-243	137-077	138-091
S4	135-313	136-147	138-022

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	138-200	138-025	0-175	0.4%	0-094	0.2%	31%	False	False	2,091,152
10	138-200	137-080	1-120	1.0%	0-116	0.3%	73%	False	False	1,632,960
20	139-085	137-080	2-005	1.5%	0-162	0.4%	50%	False	False	1,791,088
40	139-255	137-080	2-175	1.8%	0-138	0.3%	39%	False	False	1,486,646
60	139-290	137-080	2-210	1.9%	0-127	0.3%	38%	False	False	1,323,807
80	140-110	137-080	3-030	2.2%	0-128	0.3%	32%	False	False	1,122,932

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-028
Narrowest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	139-076
2.618	138-290
1.618	138-225
1.000	138-185
0.618	138-160
HIGH	138-120
0.618	138-095
0.500	138-088
0.382	138-080
LOW	138-055
0.618	138-015
1.000	137-310
1.618	137-270
2.618	137-205
4.250	137-099

Fisher Pivots for day following 24-Nov-2020
Pivot	1 day	3 day
R1	138-088	138-128
PP	138-085	138-112
S1	138-082	138-096

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

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