ECBOT 10 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 15-Dec-2020

Day Change Summary
	Previous	Current
	14-Dec-2020	15-Dec-2020	Change	Change %	Previous Week
Open	138-115	138-155	0-040	0.1%	137-260
High	138-170	138-185	0-015	0.0%	138-190
Low	138-055	138-085	0-030	0.1%	137-245
Close	138-160	138-095	-0-065	-0.1%	138-160
Range	0-115	0-100	-0-015	-13.0%	0-265
ATR	0-125	0-123	-0-002	-1.4%	0-000
Volume	9,401	7,781	-1,620	-17.2%	28,579

Daily Pivots for day following 15-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	139-102	139-038	138-150
R3	139-002	138-258	138-122
R2	138-222	138-222	138-113
R1	138-158	138-158	138-104	138-140
PP	138-122	138-122	138-122	138-112
S1	138-058	138-058	138-086	138-040
S2	138-022	138-022	138-077
S3	137-242	137-278	138-068
S4	137-142	137-178	138-040

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%	56%	False	False	5,435
10	138-190	137-220	0-290	0.7%	0-110	0.2%	67%	False	False	13,472
20	138-200	137-220	0-300	0.7%	0-111	0.3%	65%	False	False	720,333
40	139-085	137-080	2-005	1.5%	0-138	0.3%	52%	False	False	1,148,170
60	139-260	137-080	2-180	1.9%	0-126	0.3%	41%	False	False	1,120,137
80	139-290	137-080	2-210	1.9%	0-127	0.3%	39%	False	False	1,149,689
100	140-110	137-080	3-030	2.2%	0-125	0.3%	34%	False	False	924,912

Crabel Price Patterns
NR	True
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	0-025
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	139-290
2.618	139-127
1.618	139-027
1.000	138-285
0.618	138-247
HIGH	138-185
0.618	138-147
0.500	138-135
0.382	138-123
LOW	138-085
0.618	138-023
1.000	137-305
1.618	137-243
2.618	137-143
4.250	136-300

Fisher Pivots for day following 15-Dec-2020
Pivot	1 day	3 day
R1	138-135	138-122
PP	138-122	138-113
S1	138-108	138-104

Download as Excel Spreadsheet

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

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