ECBOT 10 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 08-Dec-2020

Day Change Summary
	Previous	Current
	07-Dec-2020	08-Dec-2020	Change	Change %	Previous Week
Open	137-260	138-060	0-120	0.3%	138-170
High	138-060	138-125	0-065	0.1%	138-200
Low	137-245	138-025	0-100	0.2%	137-220
Close	138-045	138-070	0-025	0.1%	137-260
Range	0-135	0-100	-0-035	-25.9%	0-300
ATR	0-136	0-133	-0-003	-1.9%	0-000
Volume	9,950	8,635	-1,315	-13.2%	286,137

Daily Pivots for day following 08-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	139-053	139-002	138-125
R3	138-273	138-222	138-098
R2	138-173	138-173	138-088
R1	138-122	138-122	138-079	138-148
PP	138-073	138-073	138-073	138-086
S1	138-022	138-022	138-061	138-048
S2	137-293	137-293	138-052
S3	137-193	137-242	138-042
S4	137-093	137-142	138-015

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	138-125	137-220	0-225	0.5%	0-125	0.3%	76%	True	False	21,509
10	138-200	137-220	0-300	0.7%	0-121	0.3%	57%	False	False	592,572
20	138-200	137-080	1-120	1.0%	0-123	0.3%	70%	False	False	1,049,653
40	139-140	137-080	2-060	1.6%	0-138	0.3%	44%	False	False	1,271,542
60	139-260	137-080	2-180	1.9%	0-126	0.3%	38%	False	False	1,192,880
80	139-290	137-080	2-210	1.9%	0-127	0.3%	36%	False	False	1,153,918
100	140-110	137-080	3-030	2.2%	0-123	0.3%	31%	False	False	924,699

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-024
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	139-230
2.618	139-067
1.618	138-287
1.000	138-225
0.618	138-187
HIGH	138-125
0.618	138-087
0.500	138-075
0.382	138-063
LOW	138-025
0.618	137-283
1.000	137-245
1.618	137-183
2.618	137-083
4.250	136-240

Fisher Pivots for day following 08-Dec-2020
Pivot	1 day	3 day
R1	138-075	138-051
PP	138-073	138-032
S1	138-072	138-012

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols