ECBOT 10 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 22-Jul-2020

Day Change Summary
	Previous	Current
	21-Jul-2020	22-Jul-2020	Change	Change %	Previous Week
Open	139-150	139-175	0-025	0.1%	139-050
High	139-190	139-215	0-025	0.1%	139-180
Low	139-105	139-155	0-050	0.1%	139-005
Close	139-165	139-180	0-015	0.0%	139-115
Range	0-085	0-060	-0-025	-29.4%	0-175
ATR	0-123	0-119	-0-005	-3.7%	0-000
Volume	614,084	647,895	33,811	5.5%	3,662,270

Daily Pivots for day following 22-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-043	140-012	139-213
R3	139-303	139-272	139-196
R2	139-243	139-243	139-191
R1	139-212	139-212	139-186	139-228
PP	139-183	139-183	139-183	139-191
S1	139-152	139-152	139-174	139-168
S2	139-123	139-123	139-169
S3	139-063	139-092	139-164
S4	139-003	139-032	139-147

Weekly Pivots for week ending 17-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-305	140-225	139-211
R3	140-130	140-050	139-163
R2	139-275	139-275	139-147
R1	139-195	139-195	139-131	139-235
PP	139-100	139-100	139-100	139-120
S1	139-020	139-020	139-099	139-060
S2	138-245	138-245	139-083
S3	138-070	138-165	139-067
S4	137-215	137-310	139-019

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139-215	139-085	0-130	0.3%	0-079	0.2%	73%	True	False	597,787
10	139-225	139-005	0-220	0.5%	0-104	0.2%	80%	False	False	747,846
20	139-225	138-170	1-055	0.8%	0-112	0.3%	88%	False	False	861,805
40	139-225	136-220	3-005	2.2%	0-142	0.3%	95%	False	False	1,058,504
60	139-225	136-220	3-005	2.2%	0-146	0.3%	95%	False	False	784,707

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-032
Narrowest range in 75 trading days

Fibonacci Retracements and Extensions
4.250	140-150
2.618	140-052
1.618	139-312
1.000	139-275
0.618	139-252
HIGH	139-215
0.618	139-192
0.500	139-185
0.382	139-178
LOW	139-155
0.618	139-118
1.000	139-095
1.618	139-058
2.618	138-318
4.250	138-220

Fisher Pivots for day following 22-Jul-2020
Pivot	1 day	3 day
R1	139-185	139-173
PP	139-183	139-167
S1	139-182	139-160

Download as Excel Spreadsheet

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

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