ECBOT 10 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 07-Jul-2020

Day Change Summary
	Previous	Current
	06-Jul-2020	07-Jul-2020	Change	Change %	Previous Week
Open	139-050	139-005	-0-045	-0.1%	139-075
High	139-075	139-105	0-030	0.1%	139-140
Low	138-245	138-300	0-055	0.1%	138-235
Close	138-315	139-065	0-070	0.2%	139-030
Range	0-150	0-125	-0-025	-16.7%	0-225
ATR	0-147	0-145	-0-002	-1.1%	0-000
Volume	832,208	795,282	-36,926	-4.4%	4,171,130

Daily Pivots for day following 07-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-105	140-050	139-134
R3	139-300	139-245	139-099
R2	139-175	139-175	139-088
R1	139-120	139-120	139-076	139-148
PP	139-050	139-050	139-050	139-064
S1	138-315	138-315	139-054	139-022
S2	138-245	138-245	139-042
S3	138-120	138-190	139-031
S4	137-315	138-065	138-316

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%	0-130	0.3%	67%	False	False	984,392
10	139-140	138-165	0-295	0.7%	0-123	0.3%	75%	False	False	978,651
20	139-140	137-105	2-035	1.5%	0-140	0.3%	89%	False	False	1,053,376
40	139-140	136-220	2-240	2.0%	0-151	0.3%	91%	False	False	964,490
60	139-160	136-220	2-260	2.0%	0-155	0.3%	89%	False	False	645,770

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-031
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	140-316
2.618	140-112
1.618	139-307
1.000	139-230
0.618	139-182
HIGH	139-105
0.618	139-057
0.500	139-042
0.382	139-028
LOW	138-300
0.618	138-223
1.000	138-175
1.618	138-098
2.618	137-293
4.250	137-089

Fisher Pivots for day following 07-Jul-2020
Pivot	1 day	3 day
R1	139-058	139-047
PP	139-050	139-028
S1	139-042	139-010

Download as Excel Spreadsheet

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

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