ECBOT 10 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 27-Nov-2020

Day Change Summary
	Previous	Current
	25-Nov-2020	27-Nov-2020	Change	Change %	Previous Week
Open	137-275	137-280	0-005	0.0%	138-040
High	138-025	138-060	0-035	0.1%	138-060
Low	137-230	137-280	0-050	0.1%	137-230
Close	137-285	138-060	0-095	0.2%	138-060
Range	0-115	0-100	-0-015	-13.0%	0-150
ATR	0-133	0-131	-0-002	-1.8%	0-000
Volume	1,484,425	646,573	-837,852	-56.4%	6,119,961

Daily Pivots for day following 27-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	139-007	138-293	138-115
R3	138-227	138-193	138-088
R2	138-127	138-127	138-078
R1	138-093	138-093	138-069	138-110
PP	138-027	138-027	138-027	138-035
S1	137-313	137-313	138-051	138-010
S2	137-247	137-247	138-042
S3	137-147	137-213	138-032
S4	137-047	137-113	138-005

Weekly Pivots for week ending 27-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	139-140	139-090	138-142
R3	138-310	138-260	138-101
R2	138-160	138-160	138-088
R1	138-110	138-110	138-074	138-135
PP	138-010	138-010	138-010	138-022
S1	137-280	137-280	138-046	137-305
S2	137-180	137-180	138-032
S3	137-030	137-130	138-019
S4	136-200	136-300	137-298

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	138-080	137-230	0-170	0.4%	0-089	0.2%	88%	False	False	1,325,631
10	138-080	137-145	0-255	0.6%	0-102	0.2%	92%	False	False	729,577
20	138-300	136-265	2-035	1.5%	0-157	0.4%	64%	False	False	368,852
40	139-150	136-265	2-205	1.9%	0-131	0.3%	51%	False	False	185,195

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

Fibonacci Retracements and Extensions
4.250	139-165
2.618	139-002
1.618	138-222
1.000	138-160
0.618	138-122
HIGH	138-060
0.618	138-022
0.500	138-010
0.382	137-318
LOW	137-280
0.618	137-218
1.000	137-180
1.618	137-118
2.618	137-018
4.250	136-175

Fisher Pivots for day following 27-Nov-2020
Pivot	1 day	3 day
R1	138-043	138-035
PP	138-027	138-010
S1	138-010	137-305

Download as Excel Spreadsheet

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

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