ECBOT 10 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 17-Sep-2020

Day Change Summary
	Previous	Current
	16-Sep-2020	17-Sep-2020	Change	Change %	Previous Week
Open	139-235	139-180	-0-055	-0.1%	139-090
High	139-305	139-290	-0-015	0.0%	139-250
Low	139-170	139-180	0-010	0.0%	139-070
Close	139-205	139-205	0-000	0.0%	139-245
Range	0-135	0-110	-0-025	-18.5%	0-180
ATR	0-119	0-119	-0-001	-0.6%	0-000
Volume	4,957	1,122	-3,835	-77.4%	15,454

Daily Pivots for day following 17-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-235	140-170	139-266
R3	140-125	140-060	139-235
R2	140-015	140-015	139-225
R1	139-270	139-270	139-215	139-302
PP	139-225	139-225	139-225	139-241
S1	139-160	139-160	139-195	139-192
S2	139-115	139-115	139-185
S3	139-005	139-050	139-175
S4	138-215	138-260	139-144

Weekly Pivots for week ending 11-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	141-088	141-027	140-024
R3	140-228	140-167	139-294
R2	140-048	140-048	139-278
R1	139-307	139-307	139-262	140-018
PP	139-188	139-188	139-188	139-204
S1	139-127	139-127	139-228	139-158
S2	139-008	139-008	139-212
S3	138-148	138-267	139-196
S4	137-288	138-087	139-146

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139-305	139-165	0-140	0.3%	0-086	0.2%	29%	False	False	3,431
10	140-010	139-060	0-270	0.6%	0-113	0.3%	54%	False	False	6,960
20	140-010	138-230	1-100	0.9%	0-123	0.3%	70%	False	False	650,270
40	140-130	138-230	1-220	1.2%	0-121	0.3%	55%	False	False	804,025
60	140-130	138-170	1-280	1.3%	0-118	0.3%	59%	False	False	823,285
80	140-130	136-220	3-230	2.7%	0-131	0.3%	79%	False	False	931,265
100	140-130	136-220	3-230	2.7%	0-136	0.3%	79%	False	False	792,434

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-026
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	141-118
2.618	140-258
1.618	140-148
1.000	140-080
0.618	140-038
HIGH	139-290
0.618	139-248
0.500	139-235
0.382	139-222
LOW	139-180
0.618	139-112
1.000	139-070
1.618	139-002
2.618	138-212
4.250	138-032

Fisher Pivots for day following 17-Sep-2020
Pivot	1 day	3 day
R1	139-235	139-238
PP	139-225	139-227
S1	139-215	139-216

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols