ECBOT 10 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 15-Dec-2020

Day Change Summary
	Previous	Current
	14-Dec-2020	15-Dec-2020	Change	Change %	Previous Week
Open	137-310	138-025	0-035	0.1%	137-125
High	138-040	138-040	0-000	0.0%	138-070
Low	137-230	137-260	0-030	0.1%	137-090
Close	138-025	137-275	-0-070	-0.2%	138-030
Range	0-130	0-100	-0-030	-23.1%	0-300
ATR	0-132	0-130	-0-002	-1.7%	0-000
Volume	1,031,410	979,197	-52,213	-5.1%	5,630,823

Daily Pivots for day following 15-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	138-278	138-217	138-010
R3	138-178	138-117	137-302
R2	138-078	138-078	137-293
R1	138-017	138-017	137-284	137-318
PP	137-298	137-298	137-298	137-289
S1	137-237	137-237	137-266	137-218
S2	137-198	137-198	137-257
S3	137-098	137-137	137-248
S4	136-318	137-037	137-220

Weekly Pivots for week ending 11-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-217	140-103	138-195
R3	139-237	139-123	138-112
R2	138-257	138-257	138-085
R1	138-143	138-143	138-058	138-200
PP	137-277	137-277	137-277	137-305
S1	137-163	137-163	138-002	137-220
S2	136-297	136-297	137-295
S3	135-317	136-183	137-268
S4	135-017	135-203	137-185

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	138-070	137-150	0-240	0.5%	0-107	0.2%	52%	False	False	1,108,455
10	138-070	137-075	0-315	0.7%	0-124	0.3%	63%	False	False	1,184,937
20	138-080	137-075	1-005	0.7%	0-118	0.3%	62%	False	False	1,148,066
40	138-300	136-265	2-035	1.5%	0-140	0.3%	49%	False	False	577,537

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	0-028
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	139-145
2.618	138-302
1.618	138-202
1.000	138-140
0.618	138-102
HIGH	138-040
0.618	138-002
0.500	137-310
0.382	137-298
LOW	137-260
0.618	137-198
1.000	137-160
1.618	137-098
2.618	136-318
4.250	136-155

Fisher Pivots for day following 15-Dec-2020
Pivot	1 day	3 day
R1	137-310	137-310
PP	137-298	137-298
S1	137-287	137-287

Download as Excel Spreadsheet

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

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