ECBOT 10 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 04-Nov-2020

Day Change Summary
	Previous	Current
	03-Nov-2020	04-Nov-2020	Change	Change %	Previous Week
Open	137-290	137-170	-0-120	-0.3%	138-025
High	137-300	138-215	0-235	0.5%	138-235
Low	137-185	137-090	-0-095	-0.2%	137-230
Close	137-230	138-200	0-290	0.7%	137-265
Range	0-115	1-125	1-010	287.0%	1-005
ATR	0-107	0-131	0-024	22.7%	0-000
Volume	5,531	7,047	1,516	27.4%	14,066

Daily Pivots for day following 04-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	142-117	141-283	139-125
R3	140-312	140-158	139-002
R2	139-187	139-187	138-282
R1	139-033	139-033	138-241	139-110
PP	138-062	138-062	138-062	138-100
S1	137-228	137-228	138-159	137-305
S2	136-257	136-257	138-118
S3	135-132	136-103	138-078
S4	134-007	134-298	137-275

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	138-215	137-090	1-125	1.0%	0-198	0.4%	97%	True	True	4,528
10	138-235	137-090	1-145	1.0%	0-151	0.3%	92%	False	True	3,911
20	139-030	137-090	1-260	1.3%	0-114	0.3%	74%	False	True	2,391

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-027
Widest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	144-186
2.618	142-100
1.618	140-295
1.000	140-020
0.618	139-170
HIGH	138-215
0.618	138-045
0.500	137-312
0.382	137-260
LOW	137-090
0.618	136-135
1.000	135-285
1.618	135-010
2.618	133-205
4.250	131-119

Fisher Pivots for day following 04-Nov-2020
Pivot	1 day	3 day
R1	138-131	138-131
PP	138-062	138-062
S1	137-312	137-312

Download as Excel Spreadsheet

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

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