ECBOT 10 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 15-Jul-2020

Day Change Summary
	Previous	Current
	14-Jul-2020	15-Jul-2020	Change	Change %	Previous Week
Open	139-110	139-065	-0-045	-0.1%	139-050
High	139-165	139-140	-0-025	-0.1%	139-225
Low	139-075	139-035	-0-040	-0.1%	138-245
Close	139-135	139-110	-0-025	-0.1%	139-070
Range	0-090	0-105	0-015	16.7%	0-300
ATR	0-140	0-137	-0-002	-1.8%	0-000
Volume	902,282	789,589	-112,693	-12.5%	4,579,297

Daily Pivots for day following 15-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-090	140-045	139-168
R3	139-305	139-260	139-139
R2	139-200	139-200	139-129
R1	139-155	139-155	139-120	139-178
PP	139-095	139-095	139-095	139-106
S1	139-050	139-050	139-100	139-072
S2	138-310	138-310	139-091
S3	138-205	138-265	139-081
S4	138-100	138-160	139-052

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	139-005	0-220	0.5%	0-130	0.3%	48%	False	False	897,905
10	139-225	138-235	0-310	0.7%	0-128	0.3%	63%	False	False	909,930
20	139-225	138-115	1-110	1.0%	0-122	0.3%	73%	False	False	932,051
40	139-225	136-220	3-005	2.2%	0-147	0.3%	88%	False	False	1,093,459
60	139-225	136-220	3-005	2.2%	0-151	0.3%	88%	False	False	735,128

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	140-266
2.618	140-095
1.618	139-310
1.000	139-245
0.618	139-205
HIGH	139-140
0.618	139-100
0.500	139-088
0.382	139-075
LOW	139-035
0.618	138-290
1.000	138-250
1.618	138-185
2.618	138-080
4.250	137-229

Fisher Pivots for day following 15-Jul-2020
Pivot	1 day	3 day
R1	139-102	139-102
PP	139-095	139-093
S1	139-088	139-085

Download as Excel Spreadsheet

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

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