ECBOT 10 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 06-Jul-2020

Day Change Summary
	Previous	Current
	02-Jul-2020	06-Jul-2020	Change	Change %	Previous Week
Open	138-310	139-050	0-060	0.1%	139-075
High	139-060	139-075	0-015	0.0%	139-140
Low	138-235	138-245	0-010	0.0%	138-235
Close	139-030	138-315	-0-035	-0.1%	139-030
Range	0-145	0-150	0-005	3.4%	0-225
ATR	0-147	0-147	0-000	0.2%	0-000
Volume	890,404	832,208	-58,196	-6.5%	4,171,130

Daily Pivots for day following 06-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-128	140-052	139-078
R3	139-298	139-222	139-036
R2	139-148	139-148	139-022
R1	139-072	139-072	139-009	139-035
PP	138-318	138-318	138-318	138-300
S1	138-242	138-242	138-301	138-205
S2	138-168	138-168	138-288
S3	138-018	138-092	138-274
S4	137-188	137-262	138-232

Weekly Pivots for week ending 03-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	141-063	140-272	139-154
R3	140-158	140-047	139-092
R2	139-253	139-253	139-071
R1	139-142	139-142	139-051	139-085
PP	139-028	139-028	139-028	139-000
S1	138-237	138-237	139-009	138-180
S2	138-123	138-123	138-309
S3	137-218	138-012	138-288
S4	136-313	137-107	138-226

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139-140	138-235	0-225	0.5%	0-127	0.3%	36%	False	False	1,000,667
10	139-140	138-165	0-295	0.7%	0-120	0.3%	51%	False	False	972,465
20	139-140	136-300	2-160	1.8%	0-143	0.3%	82%	False	False	1,061,121
40	139-140	136-220	2-240	2.0%	0-153	0.3%	84%	False	False	945,090
60	139-160	136-220	2-260	2.0%	0-154	0.3%	82%	False	False	632,516

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	0-030
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	141-072
2.618	140-148
1.618	139-318
1.000	139-225
0.618	139-168
HIGH	139-075
0.618	139-018
0.500	139-000
0.382	138-302
LOW	138-245
0.618	138-152
1.000	138-095
1.618	138-002
2.618	137-172
4.250	136-248

Fisher Pivots for day following 06-Jul-2020
Pivot	1 day	3 day
R1	139-000	138-315
PP	138-318	138-315
S1	138-317	138-315

Download as Excel Spreadsheet

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

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