ECBOT 10 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 26-Aug-2020

Day Change Summary
	Previous	Current
	25-Aug-2020	26-Aug-2020	Change	Change %	Previous Week
Open	139-150	139-085	-0-065	-0.1%	139-050
High	139-155	139-110	-0-045	-0.1%	139-235
Low	139-005	139-005	0-000	0.0%	139-035
Close	139-100	139-100	0-000	0.0%	139-180
Range	0-150	0-105	-0-045	-30.0%	0-200
ATR	0-120	0-119	-0-001	-0.9%	0-000
Volume	3,003,000	2,944,270	-58,730	-2.0%	4,858,160

Daily Pivots for day following 26-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-067	140-028	139-158
R3	139-282	139-243	139-129
R2	139-177	139-177	139-119
R1	139-138	139-138	139-110	139-158
PP	139-072	139-072	139-072	139-081
S1	139-033	139-033	139-090	139-052
S2	138-287	138-287	139-081
S3	138-182	138-248	139-071
S4	138-077	138-143	139-042

Weekly Pivots for week ending 21-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	141-110	141-025	139-290
R3	140-230	140-145	139-235
R2	140-030	140-030	139-217
R1	139-265	139-265	139-198	139-308
PP	139-150	139-150	139-150	139-171
S1	139-065	139-065	139-162	139-108
S2	138-270	138-270	139-143
S3	138-070	138-185	139-125
S4	137-190	137-305	139-070

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139-235	139-005	0-230	0.5%	0-111	0.2%	41%	False	True	1,889,629
10	139-235	138-285	0-270	0.6%	0-112	0.3%	50%	False	False	1,475,981
20	140-130	138-285	1-165	1.1%	0-122	0.3%	28%	False	False	1,242,414
40	140-130	138-235	1-215	1.2%	0-115	0.3%	35%	False	False	1,017,299
60	140-130	136-220	3-230	2.7%	0-132	0.3%	71%	False	False	1,073,016
80	140-130	136-220	3-230	2.7%	0-136	0.3%	71%	False	False	945,643

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	0-024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	140-236
2.618	140-065
1.618	139-280
1.000	139-215
0.618	139-175
HIGH	139-110
0.618	139-070
0.500	139-058
0.382	139-045
LOW	139-005
0.618	138-260
1.000	138-220
1.618	138-155
2.618	138-050
4.250	137-199

Fisher Pivots for day following 26-Aug-2020
Pivot	1 day	3 day
R1	139-086	139-118
PP	139-072	139-112
S1	139-058	139-106

Download as Excel Spreadsheet

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

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