ECBOT 10 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 21-Dec-2020

Day Change Summary
	Previous	Current
	18-Dec-2020	21-Dec-2020	Change	Change %	Previous Week
Open	138-115	138-210	0-095	0.2%	138-115
High	138-125	138-225	0-100	0.2%	138-185
Low	138-060	138-105	0-045	0.1%	138-025
Close	138-065	138-130	0-065	0.1%	138-065
Range	0-065	0-120	0-055	84.6%	0-160
ATR	0-118	0-121	0-003	2.6%	0-000
Volume	4,874	1,133	-3,741	-76.8%	25,565

Daily Pivots for day following 21-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	139-193	139-122	138-196
R3	139-073	139-002	138-163
R2	138-273	138-273	138-152
R1	138-202	138-202	138-141	138-178
PP	138-153	138-153	138-153	138-141
S1	138-082	138-082	138-119	138-058
S2	138-033	138-033	138-108
S3	137-233	137-282	138-097
S4	137-113	137-162	138-064

Weekly Pivots for week ending 18-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	139-252	139-158	138-153
R3	139-092	138-318	138-109
R2	138-252	138-252	138-094
R1	138-158	138-158	138-080	138-125
PP	138-092	138-092	138-092	138-075
S1	137-318	137-318	138-050	137-285
S2	137-252	137-252	138-036
S3	137-092	137-158	138-021
S4	136-252	136-318	137-297

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	138-225	138-025	0-200	0.5%	0-103	0.2%	53%	True	False	3,459
10	138-225	137-295	0-250	0.6%	0-099	0.2%	62%	True	False	4,532
20	138-225	137-220	1-005	0.7%	0-110	0.2%	71%	True	False	426,801
40	139-085	137-080	2-005	1.5%	0-137	0.3%	57%	False	False	1,014,741
60	139-260	137-080	2-180	1.9%	0-128	0.3%	45%	False	False	1,060,079
80	139-290	137-080	2-210	1.9%	0-124	0.3%	44%	False	False	1,064,167
100	140-110	137-080	3-030	2.2%	0-125	0.3%	37%	False	False	924,874

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-022
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	140-095
2.618	139-219
1.618	139-099
1.000	139-025
0.618	138-299
HIGH	138-225
0.618	138-179
0.500	138-165
0.382	138-151
LOW	138-105
0.618	138-031
1.000	137-305
1.618	137-231
2.618	137-111
4.250	136-235

Fisher Pivots for day following 21-Dec-2020
Pivot	1 day	3 day
R1	138-165	138-142
PP	138-153	138-138
S1	138-142	138-134

Download as Excel Spreadsheet

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

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