ECBOT 10 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 11-Nov-2020

Day Change Summary
	Previous	Current
	10-Nov-2020	11-Nov-2020	Change	Change %	Previous Week
Open	137-105	137-025	-0-080	-0.2%	137-265
High	137-165	137-075	-0-090	-0.2%	138-300
Low	137-000	136-265	-0-055	-0.1%	137-090
Close	137-005	137-060	0-055	0.1%	138-060
Range	0-165	0-130	-0-035	-21.2%	1-210
ATR	0-160	0-158	-0-002	-1.3%	0-000
Volume	10,769	6,782	-3,987	-37.0%	30,417

Daily Pivots for day following 11-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	138-097	138-048	137-132
R3	137-287	137-238	137-096
R2	137-157	137-157	137-084
R1	137-108	137-108	137-072	137-132
PP	137-027	137-027	137-027	137-039
S1	136-298	136-298	137-048	137-002
S2	136-217	136-217	137-036
S3	136-087	136-168	137-024
S4	135-277	136-038	136-308

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	136-265	2-035	1.5%	0-220	0.5%	17%	False	True	9,495
10	138-300	136-265	2-035	1.5%	0-209	0.5%	17%	False	True	7,011
20	139-030	136-265	2-085	1.7%	0-152	0.3%	16%	False	True	4,718

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-046
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	138-308
2.618	138-095
1.618	137-285
1.000	137-205
0.618	137-155
HIGH	137-075
0.618	137-025
0.500	137-010
0.382	136-315
LOW	136-265
0.618	136-185
1.000	136-135
1.618	136-055
2.618	135-245
4.250	135-032

Fisher Pivots for day following 11-Nov-2020
Pivot	1 day	3 day
R1	137-043	137-195
PP	137-027	137-150
S1	137-010	137-105

Download as Excel Spreadsheet

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

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