ECBOT 10 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 13-Jul-2020

Day Change Summary
	Previous	Current
	10-Jul-2020	13-Jul-2020	Change	Change %	Previous Week
Open	139-120	139-050	-0-070	-0.2%	139-050
High	139-225	139-120	-0-105	-0.2%	139-225
Low	139-035	139-005	-0-030	-0.1%	138-245
Close	139-070	139-070	0-000	0.0%	139-070
Range	0-190	0-115	-0-075	-39.5%	0-300
ATR	0-145	0-143	-0-002	-1.5%	0-000
Volume	1,029,496	774,599	-254,897	-24.8%	4,579,297

Daily Pivots for day following 13-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-090	140-035	139-133
R3	139-295	139-240	139-102
R2	139-180	139-180	139-091
R1	139-125	139-125	139-081	139-152
PP	139-065	139-065	139-065	139-079
S1	139-010	139-010	139-059	139-038
S2	138-270	138-270	139-049
S3	138-155	138-215	139-038
S4	138-040	138-100	139-007

Weekly Pivots for week ending 10-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	142-013	141-182	139-235
R3	141-033	140-202	139-152
R2	140-053	140-053	139-125
R1	139-222	139-222	139-098	139-298
PP	139-073	139-073	139-073	139-111
S1	138-242	138-242	139-042	138-318
S2	138-093	138-093	139-015
S3	137-113	137-262	138-308
S4	136-133	136-282	138-225

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139-225	138-300	0-245	0.5%	0-133	0.3%	37%	False	False	904,337
10	139-225	138-235	0-310	0.7%	0-130	0.3%	50%	False	False	952,502
20	139-225	138-070	1-155	1.1%	0-128	0.3%	67%	False	False	977,998
40	139-225	136-220	3-005	2.2%	0-152	0.3%	84%	False	False	1,054,578
60	139-225	136-220	3-005	2.2%	0-154	0.3%	84%	False	False	707,184

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	0-034
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	140-289
2.618	140-101
1.618	139-306
1.000	139-235
0.618	139-191
HIGH	139-120
0.618	139-076
0.500	139-062
0.382	139-049
LOW	139-005
0.618	138-254
1.000	138-210
1.618	138-139
2.618	138-024
4.250	137-156

Fisher Pivots for day following 13-Jul-2020
Pivot	1 day	3 day
R1	139-068	139-115
PP	139-065	139-100
S1	139-062	139-085

Download as Excel Spreadsheet

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

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