ECBOT 10 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 03-Nov-2020

Day Change Summary
	Previous	Current
	02-Nov-2020	03-Nov-2020	Change	Change %	Previous Week
Open	137-265	137-290	0-025	0.1%	138-025
High	138-030	137-300	-0-050	-0.1%	138-235
Low	137-245	137-185	-0-060	-0.1%	137-230
Close	137-290	137-230	-0-060	-0.1%	137-265
Range	0-105	0-115	0-010	9.5%	1-005
ATR	0-106	0-107	0-001	0.6%	0-000
Volume	2,950	5,531	2,581	87.5%	14,066

Daily Pivots for day following 03-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	138-263	138-202	137-293
R3	138-148	138-087	137-262
R2	138-033	138-033	137-251
R1	137-292	137-292	137-241	137-265
PP	137-238	137-238	137-238	137-225
S1	137-177	137-177	137-219	137-150
S2	137-123	137-123	137-209
S3	137-008	137-062	137-198
S4	136-213	136-267	137-167

Weekly Pivots for week ending 30-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	141-045	140-160	138-124
R3	140-040	139-155	138-034
R2	139-035	139-035	138-005
R1	138-150	138-150	137-295	138-090
PP	138-030	138-030	138-030	138-000
S1	137-145	137-145	137-235	137-085
S2	137-025	137-025	137-205
S3	136-020	136-140	137-176
S4	135-015	135-135	137-086

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	138-235	137-185	1-050	0.8%	0-128	0.3%	12%	False	True	4,113
10	138-235	137-185	1-050	0.8%	0-118	0.3%	12%	False	True	3,603
20	139-030	137-185	1-165	1.1%	0-100	0.2%	9%	False	True	2,113

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	0-020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	139-149
2.618	138-281
1.618	138-166
1.000	138-095
0.618	138-051
HIGH	137-300
0.618	137-256
0.500	137-242
0.382	137-229
LOW	137-185
0.618	137-114
1.000	137-070
1.618	136-319
2.618	136-204
4.250	136-016

Fisher Pivots for day following 03-Nov-2020
Pivot	1 day	3 day
R1	137-242	137-288
PP	137-238	137-268
S1	137-234	137-249

Download as Excel Spreadsheet

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

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