ECBOT 10 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 14-Dec-2020

Day Change Summary
	Previous	Current
	11-Dec-2020	14-Dec-2020	Change	Change %	Previous Week
Open	138-095	138-115	0-020	0.0%	137-260
High	138-190	138-170	-0-020	0.0%	138-190
Low	138-085	138-055	-0-030	-0.1%	137-245
Close	138-160	138-160	0-000	0.0%	138-160
Range	0-105	0-115	0-010	9.5%	0-265
ATR	0-126	0-125	-0-001	-0.6%	0-000
Volume	2,020	9,401	7,381	365.4%	28,579

Daily Pivots for day following 14-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	139-153	139-112	138-223
R3	139-038	138-317	138-192
R2	138-243	138-243	138-181
R1	138-202	138-202	138-171	138-222
PP	138-128	138-128	138-128	138-139
S1	138-087	138-087	138-149	138-108
S2	138-013	138-013	138-139
S3	137-218	137-292	138-128
S4	137-103	137-177	138-097

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	137-295	0-215	0.5%	0-095	0.2%	86%	False	False	5,606
10	138-190	137-220	0-290	0.7%	0-124	0.3%	90%	False	False	20,673
20	138-200	137-220	0-300	0.7%	0-112	0.3%	87%	False	False	782,689
40	139-085	137-080	2-005	1.5%	0-138	0.3%	62%	False	False	1,173,999
60	139-260	137-080	2-180	1.9%	0-126	0.3%	49%	False	False	1,136,629
80	139-290	137-080	2-210	1.9%	0-127	0.3%	47%	False	False	1,151,471
100	140-110	137-080	3-030	2.2%	0-125	0.3%	40%	False	False	924,841

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	140-019
2.618	139-151
1.618	139-036
1.000	138-285
0.618	138-241
HIGH	138-170
0.618	138-126
0.500	138-112
0.382	138-099
LOW	138-055
0.618	137-304
1.000	137-260
1.618	137-189
2.618	137-074
4.250	136-206

Fisher Pivots for day following 14-Dec-2020
Pivot	1 day	3 day
R1	138-144	138-142
PP	138-128	138-123
S1	138-112	138-105

Download as Excel Spreadsheet

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

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