ECBOT 10 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 02-Dec-2020

Day Change Summary
	Previous	Current
	01-Dec-2020	02-Dec-2020	Change	Change %	Previous Week
Open	138-060	137-170	-0-210	-0.5%	138-040
High	138-075	137-210	-0-185	-0.4%	138-060
Low	137-130	137-085	-0-045	-0.1%	137-230
Close	137-140	137-135	-0-005	0.0%	138-060
Range	0-265	0-125	-0-140	-52.8%	0-150
ATR	0-136	0-135	-0-001	-0.6%	0-000
Volume	2,100,082	1,503,776	-596,306	-28.4%	6,119,961

Daily Pivots for day following 02-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	138-198	138-132	137-204
R3	138-073	138-007	137-169
R2	137-268	137-268	137-158
R1	137-202	137-202	137-146	137-172
PP	137-143	137-143	137-143	137-129
S1	137-077	137-077	137-124	137-048
S2	137-018	137-018	137-112
S3	136-213	136-272	137-101
S4	136-088	136-147	137-066

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	137-085	0-315	0.7%	0-134	0.3%	16%	False	True	1,497,013
10	138-080	137-085	0-315	0.7%	0-112	0.3%	16%	False	True	1,257,901
20	138-300	136-265	2-035	1.5%	0-161	0.4%	28%	False	False	635,940
40	139-030	136-265	2-085	1.6%	0-130	0.3%	26%	False	False	319,026

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	139-101
2.618	138-217
1.618	138-092
1.000	138-015
0.618	137-287
HIGH	137-210
0.618	137-162
0.500	137-148
0.382	137-133
LOW	137-085
0.618	137-008
1.000	136-280
1.618	136-203
2.618	136-078
4.250	135-194

Fisher Pivots for day following 02-Dec-2020
Pivot	1 day	3 day
R1	137-148	137-242
PP	137-143	137-207
S1	137-139	137-171

Download as Excel Spreadsheet

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

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