ECBOT 10 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 04-Dec-2020

Day Change Summary
	Previous	Current
	03-Dec-2020	04-Dec-2020	Change	Change %	Previous Week
Open	137-305	138-045	0-060	0.1%	138-170
High	138-065	138-070	0-005	0.0%	138-200
Low	137-275	137-220	-0-055	-0.1%	137-220
Close	138-025	137-260	-0-085	-0.2%	137-260
Range	0-110	0-170	0-060	54.5%	0-300
ATR	0-133	0-136	0-003	2.0%	0-000
Volume	24,033	11,150	-12,883	-53.6%	286,137

Daily Pivots for day following 04-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	139-160	139-060	138-034
R3	138-310	138-210	137-307
R2	138-140	138-140	137-291
R1	138-040	138-040	137-276	138-005
PP	137-290	137-290	137-290	137-272
S1	137-190	137-190	137-244	137-155
S2	137-120	137-120	137-229
S3	136-270	137-020	137-213
S4	136-100	136-170	137-166

Weekly Pivots for week ending 04-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-273	140-087	138-105
R3	139-293	139-107	138-022
R2	138-313	138-313	137-315
R1	138-127	138-127	137-288	138-070
PP	138-013	138-013	138-013	137-305
S1	137-147	137-147	137-232	137-090
S2	137-033	137-033	137-205
S3	136-053	136-167	137-178
S4	135-073	135-187	137-095

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	138-200	137-220	0-300	0.7%	0-140	0.3%	13%	False	True	57,227
10	138-200	137-220	0-300	0.7%	0-114	0.3%	13%	False	True	1,002,260
20	139-010	137-080	1-250	1.3%	0-143	0.3%	32%	False	False	1,262,106
40	139-140	137-080	2-060	1.6%	0-136	0.3%	26%	False	False	1,301,071
60	139-260	137-080	2-180	1.9%	0-124	0.3%	22%	False	False	1,220,649
80	139-290	137-080	2-210	1.9%	0-127	0.3%	21%	False	False	1,154,395
100	140-110	137-080	3-030	2.2%	0-122	0.3%	18%	False	False	924,538

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

Fibonacci Retracements and Extensions
4.250	140-152
2.618	139-195
1.618	139-025
1.000	138-240
0.618	138-175
HIGH	138-070
0.618	138-005
0.500	137-305
0.382	137-285
LOW	137-220
0.618	137-115
1.000	137-050
1.618	136-265
2.618	136-095
4.250	135-138

Fisher Pivots for day following 04-Dec-2020
Pivot	1 day	3 day
R1	137-305	137-305
PP	137-290	137-290
S1	137-275	137-275

Download as Excel Spreadsheet

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

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