ECBOT 10 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 01-Dec-2020

Day Change Summary
	Previous	Current
	30-Nov-2020	01-Dec-2020	Change	Change %	Previous Week
Open	138-170	138-170	0-000	0.0%	138-170
High	138-200	138-190	-0-010	0.0%	138-175
Low	138-135	137-265	-0-190	-0.4%	138-040
Close	138-170	137-270	-0-220	-0.5%	138-175
Range	0-065	0-245	0-180	276.9%	0-135
ATR	0-128	0-136	0-008	6.5%	0-000
Volume	117,387	79,789	-37,598	-32.0%	8,194,625

Daily Pivots for day following 01-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-123	139-282	138-085
R3	139-198	139-037	138-017
R2	138-273	138-273	137-315
R1	138-112	138-112	137-292	138-070
PP	138-028	138-028	138-028	138-008
S1	137-187	137-187	137-248	137-145
S2	137-103	137-103	137-225
S3	136-178	136-262	137-203
S4	135-253	136-017	137-135

Weekly Pivots for week ending 27-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	139-215	139-170	138-249
R3	139-080	139-035	138-212
R2	138-265	138-265	138-200
R1	138-220	138-220	138-187	138-242
PP	138-130	138-130	138-130	138-141
S1	138-085	138-085	138-163	138-108
S2	137-315	137-315	138-150
S3	137-180	137-270	138-138
S4	137-045	137-135	138-101

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	138-200	137-265	0-255	0.6%	0-117	0.3%	2%	False	True	1,163,636
10	138-200	137-265	0-255	0.6%	0-112	0.3%	2%	False	True	1,427,195
20	139-085	137-080	2-005	1.5%	0-160	0.4%	29%	False	False	1,548,211
40	139-140	137-080	2-060	1.6%	0-135	0.3%	27%	False	False	1,397,861
60	139-260	137-080	2-180	1.9%	0-125	0.3%	23%	False	False	1,281,625
80	140-020	137-080	2-260	2.0%	0-129	0.3%	21%	False	False	1,153,741
100	140-110	137-080	3-030	2.2%	0-121	0.3%	19%	False	False	923,655

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-022
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	141-271
2.618	140-191
1.618	139-266
1.000	139-115
0.618	139-021
HIGH	138-190
0.618	138-096
0.500	138-068
0.382	138-039
LOW	137-265
0.618	137-114
1.000	137-020
1.618	136-189
2.618	135-264
4.250	134-184

Fisher Pivots for day following 01-Dec-2020
Pivot	1 day	3 day
R1	138-068	138-072
PP	138-028	138-032
S1	137-309	137-311

Download as Excel Spreadsheet

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

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