ECBOT 10 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 07-Dec-2020

Day Change Summary
	Previous	Current
	04-Dec-2020	07-Dec-2020	Change	Change %	Previous Week
Open	137-245	137-125	-0-120	-0.3%	138-055
High	137-270	137-245	-0-025	-0.1%	138-080
Low	137-075	137-090	0-015	0.0%	137-075
Close	137-120	137-230	0-110	0.3%	137-120
Range	0-195	0-155	-0-040	-20.5%	1-005
ATR	0-139	0-140	0-001	0.8%	0-000
Volume	1,471,040	1,078,149	-392,891	-26.7%	8,058,240

Daily Pivots for day following 07-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	139-013	138-277	137-315
R3	138-178	138-122	137-273
R2	138-023	138-023	137-258
R1	137-287	137-287	137-244	137-315
PP	137-188	137-188	137-188	137-202
S1	137-132	137-132	137-216	137-160
S2	137-033	137-033	137-202
S3	136-198	136-297	137-187
S4	136-043	136-142	137-145

Weekly Pivots for week ending 04-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-213	140-012	137-299
R3	139-208	139-007	137-209
R2	138-203	138-203	137-180
R1	138-002	138-002	137-150	137-260
PP	137-198	137-198	137-198	137-168
S1	136-317	136-317	137-090	136-255
S2	136-193	136-193	137-060
S3	135-188	135-312	137-031
S4	134-183	134-307	136-261

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	138-075	137-075	1-000	0.7%	0-172	0.4%	48%	False	False	1,477,235
10	138-080	137-075	1-005	0.7%	0-129	0.3%	48%	False	False	1,525,635
20	138-125	136-265	1-180	1.1%	0-144	0.3%	57%	False	False	823,959
40	139-030	136-265	2-085	1.6%	0-134	0.3%	39%	False	False	413,545

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-023
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	139-264
2.618	139-011
1.618	138-176
1.000	138-080
0.618	138-021
HIGH	137-245
0.618	137-186
0.500	137-168
0.382	137-149
LOW	137-090
0.618	136-314
1.000	136-255
1.618	136-159
2.618	136-004
4.250	135-071

Fisher Pivots for day following 07-Dec-2020
Pivot	1 day	3 day
R1	137-209	137-211
PP	137-188	137-192
S1	137-168	137-172

Download as Excel Spreadsheet

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

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