ECBOT 10 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 17-Dec-2020

Day Change Summary
	Previous	Current
	16-Dec-2020	17-Dec-2020	Change	Change %	Previous Week
Open	138-135	138-095	-0-040	-0.1%	137-260
High	138-140	138-175	0-035	0.1%	138-190
Low	138-025	138-060	0-035	0.1%	137-245
Close	138-105	138-095	-0-010	0.0%	138-160
Range	0-115	0-115	0-000	0.0%	0-265
ATR	0-122	0-122	-0-001	-0.4%	0-000
Volume	1,538	1,971	433	28.2%	28,579

Daily Pivots for day following 17-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	139-135	139-070	138-158
R3	139-020	138-275	138-127
R2	138-225	138-225	138-116
R1	138-160	138-160	138-106	138-152
PP	138-110	138-110	138-110	138-106
S1	138-045	138-045	138-084	138-038
S2	137-315	137-315	138-074
S3	137-200	137-250	138-063
S4	137-085	137-135	138-032

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	138-025	0-165	0.4%	0-110	0.2%	42%	False	False	4,542
10	138-190	137-220	0-290	0.7%	0-111	0.3%	67%	False	False	6,042
20	138-200	137-220	0-300	0.7%	0-109	0.2%	65%	False	False	579,729
40	139-085	137-080	2-005	1.5%	0-139	0.3%	52%	False	False	1,079,094
60	139-260	137-080	2-180	1.9%	0-127	0.3%	41%	False	False	1,090,239
80	139-290	137-080	2-210	1.9%	0-126	0.3%	39%	False	False	1,116,091
100	140-110	137-080	3-030	2.2%	0-125	0.3%	34%	False	False	924,917

Crabel Price Patterns
NR	False
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	0-024

Fibonacci Retracements and Extensions
4.250	140-024
2.618	139-156
1.618	139-041
1.000	138-290
0.618	138-246
HIGH	138-175
0.618	138-131
0.500	138-118
0.382	138-104
LOW	138-060
0.618	137-309
1.000	137-265
1.618	137-194
2.618	137-079
4.250	136-211

Fisher Pivots for day following 17-Dec-2020
Pivot	1 day	3 day
R1	138-118	138-105
PP	138-110	138-102
S1	138-102	138-098

Download as Excel Spreadsheet

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

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