ECBOT 10 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 28-Jul-2020

Day Change Summary
	Previous	Current
	27-Jul-2020	28-Jul-2020	Change	Change %	Previous Week
Open	139-180	139-135	-0-045	-0.1%	139-115
High	139-240	139-235	-0-005	0.0%	139-250
Low	139-130	139-080	-0-050	-0.1%	139-105
Close	139-150	139-225	0-075	0.2%	139-185
Range	0-110	0-155	0-045	40.9%	0-145
ATR	0-112	0-115	0-003	2.7%	0-000
Volume	748,061	855,554	107,493	14.4%	3,159,009

Daily Pivots for day following 28-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	141-005	140-270	139-310
R3	140-170	140-115	139-268
R2	140-015	140-015	139-253
R1	139-280	139-280	139-239	139-308
PP	139-180	139-180	139-180	139-194
S1	139-125	139-125	139-211	139-152
S2	139-025	139-025	139-197
S3	138-190	138-290	139-182
S4	138-035	138-135	139-140

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	139-080	0-170	0.4%	0-093	0.2%	85%	False	True	723,476
10	139-250	139-035	0-215	0.5%	0-090	0.2%	88%	False	False	674,801
20	139-250	138-235	1-015	0.7%	0-109	0.2%	93%	False	False	814,933
40	139-250	136-220	3-030	2.2%	0-137	0.3%	97%	False	False	989,485
60	139-250	136-220	3-030	2.2%	0-142	0.3%	97%	False	False	833,802

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	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	141-254
2.618	141-001
1.618	140-166
1.000	140-070
0.618	140-011
HIGH	139-235
0.618	139-176
0.500	139-158
0.382	139-139
LOW	139-080
0.618	138-304
1.000	138-245
1.618	138-149
2.618	137-314
4.250	137-061

Fisher Pivots for day following 28-Jul-2020
Pivot	1 day	3 day
R1	139-202	139-205
PP	139-180	139-185
S1	139-158	139-165

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols