ECBOT 10 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 11-Dec-2020

Day Change Summary
	Previous	Current
	10-Dec-2020	11-Dec-2020	Change	Change %	Previous Week
Open	138-040	138-095	0-055	0.1%	137-260
High	138-100	138-190	0-090	0.2%	138-190
Low	138-020	138-085	0-065	0.1%	137-245
Close	138-100	138-160	0-060	0.1%	138-160
Range	0-080	0-105	0-025	31.3%	0-265
ATR	0-127	0-126	-0-002	-1.2%	0-000
Volume	4,238	2,020	-2,218	-52.3%	28,579

Daily Pivots for day following 11-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	139-140	139-095	138-218
R3	139-035	138-310	138-189
R2	138-250	138-250	138-179
R1	138-205	138-205	138-170	138-228
PP	138-145	138-145	138-145	138-156
S1	138-100	138-100	138-150	138-122
S2	138-040	138-040	138-141
S3	137-255	137-315	138-131
S4	137-150	137-210	138-102

Weekly Pivots for week ending 11-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-247	140-148	138-306
R3	139-302	139-203	138-233
R2	139-037	139-037	138-209
R1	138-258	138-258	138-184	138-308
PP	138-092	138-092	138-092	138-116
S1	137-313	137-313	138-136	138-042
S2	137-147	137-147	138-111
S3	136-202	137-048	138-087
S4	135-257	136-103	138-014

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	138-190	137-245	0-265	0.6%	0-099	0.2%	89%	True	False	5,715
10	138-200	137-220	0-300	0.7%	0-120	0.3%	87%	False	False	31,471
20	138-200	137-220	0-300	0.7%	0-111	0.3%	87%	False	False	831,914
40	139-085	137-080	2-005	1.5%	0-137	0.3%	62%	False	False	1,196,975
60	139-260	137-080	2-180	1.9%	0-125	0.3%	49%	False	False	1,148,618
80	139-290	137-080	2-210	1.9%	0-126	0.3%	47%	False	False	1,152,404
100	140-110	137-080	3-030	2.2%	0-124	0.3%	40%	False	False	924,762

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-022
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	139-316
2.618	139-145
1.618	139-040
1.000	138-295
0.618	138-255
HIGH	138-190
0.618	138-150
0.500	138-138
0.382	138-125
LOW	138-085
0.618	138-020
1.000	137-300
1.618	137-235
2.618	137-130
4.250	136-279

Fisher Pivots for day following 11-Dec-2020
Pivot	1 day	3 day
R1	138-152	138-134
PP	138-145	138-108
S1	138-138	138-082

Download as Excel Spreadsheet

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

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