ECBOT 10 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 24-Nov-2020

Day Change Summary
	Previous	Current
	23-Nov-2020	24-Nov-2020	Change	Change %	Previous Week
Open	138-040	137-300	-0-060	-0.1%	137-225
High	138-050	137-310	-0-060	-0.1%	138-080
Low	137-280	137-250	-0-030	-0.1%	137-145
Close	137-295	137-275	-0-020	0.0%	138-035
Range	0-090	0-060	-0-030	-33.3%	0-255
ATR	0-140	0-134	-0-006	-4.1%	0-000
Volume	1,545,853	2,443,110	897,257	58.0%	1,159,911

Daily Pivots for day following 24-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	138-138	138-107	137-308
R3	138-078	138-047	137-292
R2	138-018	138-018	137-286
R1	137-307	137-307	137-280	137-292
PP	137-278	137-278	137-278	137-271
S1	137-247	137-247	137-270	137-232
S2	137-218	137-218	137-264
S3	137-158	137-187	137-258
S4	137-098	137-127	137-242

Weekly Pivots for week ending 20-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-105	140-005	138-175
R3	139-170	139-070	138-105
R2	138-235	138-235	138-082
R1	138-135	138-135	138-058	138-185
PP	137-300	137-300	137-300	138-005
S1	137-200	137-200	138-012	137-250
S2	137-045	137-045	137-308
S3	136-110	136-265	137-285
S4	135-175	136-010	137-215

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	138-080	137-220	0-180	0.4%	0-090	0.2%	31%	False	False	1,018,790
10	138-080	136-265	1-135	1.0%	0-113	0.3%	73%	False	False	518,599
20	138-300	136-265	2-035	1.5%	0-159	0.4%	49%	False	False	262,715
40	139-150	136-265	2-205	1.9%	0-130	0.3%	39%	False	False	131,929

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-026
Narrowest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	138-245
2.618	138-147
1.618	138-087
1.000	138-050
0.618	138-027
HIGH	137-310
0.618	137-287
0.500	137-280
0.382	137-273
LOW	137-250
0.618	137-213
1.000	137-190
1.618	137-153
2.618	137-093
4.250	136-315

Fisher Pivots for day following 24-Nov-2020
Pivot	1 day	3 day
R1	137-280	138-005
PP	137-278	137-308
S1	137-277	137-292

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

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