ECBOT 10 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 27-Jul-2020

Day Change Summary
	Previous	Current
	24-Jul-2020	27-Jul-2020	Change	Change %	Previous Week
Open	139-200	139-180	-0-020	0.0%	139-115
High	139-250	139-240	-0-010	0.0%	139-250
Low	139-170	139-130	-0-040	-0.1%	139-105
Close	139-185	139-150	-0-035	-0.1%	139-185
Range	0-080	0-110	0-030	37.5%	0-145
ATR	0-112	0-112	0-000	-0.1%	0-000
Volume	704,619	748,061	43,442	6.2%	3,159,009

Daily Pivots for day following 27-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-183	140-117	139-210
R3	140-073	140-007	139-180
R2	139-283	139-283	139-170
R1	139-217	139-217	139-160	139-195
PP	139-173	139-173	139-173	139-162
S1	139-107	139-107	139-140	139-085
S2	139-063	139-063	139-130
S3	138-273	138-317	139-120
S4	138-163	138-207	139-090

Weekly Pivots for week ending 24-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-295	140-225	139-265
R3	140-150	140-080	139-225
R2	140-005	140-005	139-212
R1	139-255	139-255	139-198	139-290
PP	139-180	139-180	139-180	139-198
S1	139-110	139-110	139-172	139-145
S2	139-035	139-035	139-158
S3	138-210	138-285	139-145
S4	138-065	138-140	139-105

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139-250	139-105	0-145	0.3%	0-079	0.2%	31%	False	False	675,182
10	139-250	139-035	0-215	0.5%	0-084	0.2%	53%	False	False	679,474
20	139-250	138-235	1-015	0.8%	0-107	0.2%	70%	False	False	815,988
40	139-250	136-220	3-030	2.2%	0-137	0.3%	90%	False	False	990,831
60	139-250	136-220	3-030	2.2%	0-141	0.3%	90%	False	False	819,674

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-028
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	141-068
2.618	140-208
1.618	140-098
1.000	140-030
0.618	139-308
HIGH	139-240
0.618	139-198
0.500	139-185
0.382	139-172
LOW	139-130
0.618	139-062
1.000	139-020
1.618	138-272
2.618	138-162
4.250	137-302

Fisher Pivots for day following 27-Jul-2020
Pivot	1 day	3 day
R1	139-185	139-190
PP	139-173	139-177
S1	139-162	139-163

Download as Excel Spreadsheet

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

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