ECBOT 10 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 03-Aug-2020

Day Change Summary
	Previous	Current
	31-Jul-2020	03-Aug-2020	Change	Change %	Previous Week
Open	139-310	140-050	0-060	0.1%	139-180
High	140-060	140-050	-0-010	0.0%	140-060
Low	139-280	139-280	0-000	0.0%	139-080
Close	140-025	139-300	-0-045	-0.1%	140-025
Range	0-100	0-090	-0-010	-10.0%	0-300
ATR	0-112	0-110	-0-002	-1.4%	0-000
Volume	1,257,506	843,977	-413,529	-32.9%	4,365,044

Daily Pivots for day following 03-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-267	140-213	140-030
R3	140-177	140-123	140-005
R2	140-087	140-087	139-316
R1	140-033	140-033	139-308	140-015
PP	139-317	139-317	139-317	139-308
S1	139-263	139-263	139-292	139-245
S2	139-227	139-227	139-284
S3	139-137	139-173	139-275
S4	139-047	139-083	139-250

Weekly Pivots for week ending 31-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	142-208	142-097	140-190
R3	141-228	141-117	140-108
R2	140-248	140-248	140-080
R1	140-137	140-137	140-052	140-192
PP	139-268	139-268	139-268	139-296
S1	139-157	139-157	139-318	139-212
S2	138-288	138-288	139-290
S3	137-308	138-177	139-262
S4	137-008	137-197	139-180

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	140-060	139-080	0-300	0.7%	0-108	0.2%	73%	False	False	892,192
10	140-060	139-080	0-300	0.7%	0-094	0.2%	73%	False	False	783,687
20	140-060	138-300	1-080	0.9%	0-102	0.2%	80%	False	False	788,869
40	140-060	136-300	3-080	2.3%	0-123	0.3%	92%	False	False	924,995
60	140-060	136-220	3-160	2.5%	0-136	0.3%	93%	False	False	893,017
80	140-060	136-220	3-160	2.5%	0-141	0.3%	93%	False	False	671,604

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-028
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	141-112
2.618	140-286
1.618	140-196
1.000	140-140
0.618	140-106
HIGH	140-050
0.618	140-016
0.500	140-005
0.382	139-314
LOW	139-280
0.618	139-224
1.000	139-190
1.618	139-134
2.618	139-044
4.250	138-218

Fisher Pivots for day following 03-Aug-2020
Pivot	1 day	3 day
R1	140-005	139-310
PP	139-317	139-307
S1	139-308	139-303

Download as Excel Spreadsheet

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

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