ECBOT 10 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 03-Dec-2020

Day Change Summary
	Previous	Current
	02-Dec-2020	03-Dec-2020	Change	Change %	Previous Week
Open	137-315	137-305	-0-010	0.0%	138-170
High	138-015	138-065	0-050	0.1%	138-175
Low	137-225	137-275	0-050	0.1%	138-040
Close	137-270	138-025	0-075	0.2%	138-175
Range	0-110	0-110	0-000	0.0%	0-135
ATR	0-135	0-133	-0-001	-1.0%	0-000
Volume	53,778	24,033	-29,745	-55.3%	8,194,625

Daily Pivots for day following 03-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	139-025	138-295	138-086
R3	138-235	138-185	138-055
R2	138-125	138-125	138-045
R1	138-075	138-075	138-035	138-100
PP	138-015	138-015	138-015	138-028
S1	137-285	137-285	138-015	137-310
S2	137-225	137-225	138-005
S3	137-115	137-175	137-315
S4	137-005	137-065	137-284

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	137-225	0-295	0.7%	0-126	0.3%	41%	False	False	144,590
10	138-200	137-225	0-295	0.7%	0-107	0.2%	41%	False	False	1,153,416
20	139-085	137-080	2-005	1.5%	0-143	0.3%	41%	False	False	1,344,423
40	139-140	137-080	2-060	1.6%	0-133	0.3%	38%	False	False	1,325,586
60	139-260	137-080	2-180	1.9%	0-124	0.3%	32%	False	False	1,240,090
80	139-290	137-080	2-210	1.9%	0-127	0.3%	31%	False	False	1,154,437
100	140-110	137-080	3-030	2.2%	0-121	0.3%	27%	False	False	924,429

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-020

Fibonacci Retracements and Extensions
4.250	139-212
2.618	139-033
1.618	138-243
1.000	138-175
0.618	138-133
HIGH	138-065
0.618	138-023
0.500	138-010
0.382	137-317
LOW	137-275
0.618	137-207
1.000	137-165
1.618	137-097
2.618	136-307
4.250	136-128

Fisher Pivots for day following 03-Dec-2020
Pivot	1 day	3 day
R1	138-020	138-048
PP	138-015	138-040
S1	138-010	138-032

Download as Excel Spreadsheet

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

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