ECBOT 10 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 16-Dec-2020

Day Change Summary
	Previous	Current
	15-Dec-2020	16-Dec-2020	Change	Change %	Previous Week
Open	138-155	138-135	-0-020	0.0%	137-260
High	138-185	138-140	-0-045	-0.1%	138-190
Low	138-085	138-025	-0-060	-0.1%	137-245
Close	138-095	138-105	0-010	0.0%	138-160
Range	0-100	0-115	0-015	15.0%	0-265
ATR	0-123	0-122	-0-001	-0.5%	0-000
Volume	7,781	1,538	-6,243	-80.2%	28,579

Daily Pivots for day following 16-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	139-115	139-065	138-168
R3	139-000	138-270	138-137
R2	138-205	138-205	138-126
R1	138-155	138-155	138-116	138-122
PP	138-090	138-090	138-090	138-074
S1	138-040	138-040	138-094	138-008
S2	137-295	137-295	138-084
S3	137-180	137-245	138-073
S4	137-065	137-130	138-042

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	138-020	0-170	0.4%	0-103	0.2%	50%	False	False	4,995
10	138-190	137-220	0-290	0.7%	0-110	0.2%	71%	False	False	8,248
20	138-200	137-220	0-300	0.7%	0-110	0.2%	68%	False	False	653,956
40	139-085	137-080	2-005	1.5%	0-139	0.3%	53%	False	False	1,116,971
60	139-260	137-080	2-180	1.9%	0-127	0.3%	42%	False	False	1,106,552
80	139-290	137-080	2-210	1.9%	0-127	0.3%	41%	False	False	1,139,203
100	140-110	137-080	3-030	2.2%	0-125	0.3%	35%	False	False	924,913

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	139-309
2.618	139-121
1.618	139-006
1.000	138-255
0.618	138-211
HIGH	138-140
0.618	138-096
0.500	138-082
0.382	138-069
LOW	138-025
0.618	137-274
1.000	137-230
1.618	137-159
2.618	137-044
4.250	136-176

Fisher Pivots for day following 16-Dec-2020
Pivot	1 day	3 day
R1	138-098	138-105
PP	138-090	138-105
S1	138-082	138-105

Download as Excel Spreadsheet

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

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