ECBOT 10 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 25-Nov-2020

Day Change Summary
	Previous	Current
	24-Nov-2020	25-Nov-2020	Change	Change %	Previous Week
Open	138-105	138-080	-0-025	-0.1%	138-025
High	138-120	138-150	0-030	0.1%	138-200
Low	138-055	138-040	-0-015	0.0%	137-270
Close	138-080	138-085	0-005	0.0%	138-160
Range	0-065	0-110	0-045	69.2%	0-250
ATR	0-137	0-135	-0-002	-1.4%	0-000
Volume	3,331,076	1,841,962	-1,489,114	-44.7%	7,135,051

Daily Pivots for day following 25-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	139-102	139-043	138-146
R3	138-312	138-253	138-115
R2	138-202	138-202	138-105
R1	138-143	138-143	138-095	138-172
PP	138-092	138-092	138-092	138-106
S1	138-033	138-033	138-075	138-062
S2	137-302	137-302	138-065
S3	137-192	137-243	138-055
S4	137-082	137-133	138-024

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	138-040	0-160	0.4%	0-088	0.2%	28%	False	True	2,162,241
10	138-200	137-195	1-005	0.7%	0-113	0.3%	65%	False	False	1,761,789
20	139-085	137-080	2-005	1.5%	0-162	0.4%	50%	False	False	1,806,730
40	139-250	137-080	2-170	1.8%	0-138	0.3%	40%	False	False	1,489,491
60	139-290	137-080	2-210	1.9%	0-126	0.3%	38%	False	False	1,333,313
80	140-100	137-080	3-020	2.2%	0-128	0.3%	33%	False	False	1,145,864

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-027
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	139-298
2.618	139-118
1.618	139-008
1.000	138-260
0.618	138-218
HIGH	138-150
0.618	138-108
0.500	138-095
0.382	138-082
LOW	138-040
0.618	137-292
1.000	137-250
1.618	137-182
2.618	137-072
4.250	136-212

Fisher Pivots for day following 25-Nov-2020
Pivot	1 day	3 day
R1	138-095	138-108
PP	138-092	138-100
S1	138-088	138-092

Download as Excel Spreadsheet

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

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