ECBOT 10 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 06-Nov-2020

Day Change Summary
	Previous	Current
	05-Nov-2020	06-Nov-2020	Change	Change %	Previous Week
Open	138-200	138-180	-0-020	0.0%	137-265
High	138-300	138-210	-0-090	-0.2%	138-300
Low	138-135	138-015	-0-120	-0.3%	137-090
Close	138-170	138-060	-0-110	-0.2%	138-060
Range	0-165	0-195	0-030	18.2%	1-210
ATR	0-133	0-138	0-004	3.3%	0-000
Volume	6,167	8,722	2,555	41.4%	30,417

Daily Pivots for day following 06-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-040	139-245	138-167
R3	139-165	139-050	138-114
R2	138-290	138-290	138-096
R1	138-175	138-175	138-078	138-135
PP	138-095	138-095	138-095	138-075
S1	137-300	137-300	138-042	137-260
S2	137-220	137-220	138-024
S3	137-025	137-105	138-006
S4	136-150	136-230	137-273

Weekly Pivots for week ending 06-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	143-033	142-097	139-032
R3	141-143	140-207	138-206
R2	139-253	139-253	138-157
R1	138-317	138-317	138-109	139-125
PP	138-043	138-043	138-043	138-108
S1	137-107	137-107	138-011	137-235
S2	136-153	136-153	137-283
S3	134-263	135-217	137-234
S4	133-053	134-007	137-088

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	138-300	137-090	1-210	1.2%	0-205	0.5%	55%	False	False	6,083
10	138-300	137-090	1-210	1.2%	0-164	0.4%	55%	False	False	4,448
20	139-030	137-090	1-260	1.3%	0-124	0.3%	50%	False	False	3,131

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	0-032
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	141-079
2.618	140-081
1.618	139-206
1.000	139-085
0.618	139-011
HIGH	138-210
0.618	138-136
0.500	138-112
0.382	138-089
LOW	138-015
0.618	137-214
1.000	137-140
1.618	137-019
2.618	136-144
4.250	135-146

Fisher Pivots for day following 06-Nov-2020
Pivot	1 day	3 day
R1	138-112	138-052
PP	138-095	138-043
S1	138-078	138-035

Download as Excel Spreadsheet

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

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