ECBOT 10 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 04-Aug-2020

Day Change Summary
	Previous	Current
	03-Aug-2020	04-Aug-2020	Change	Change %	Previous Week
Open	140-050	140-010	-0-040	-0.1%	139-180
High	140-050	140-130	0-080	0.2%	140-060
Low	139-280	139-300	0-020	0.0%	139-080
Close	139-300	140-105	0-125	0.3%	140-025
Range	0-090	0-150	0-060	66.7%	0-300
ATR	0-110	0-113	0-003	2.6%	0-000
Volume	843,977	773,099	-70,878	-8.4%	4,365,044

Daily Pivots for day following 04-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	141-202	141-143	140-188
R3	141-052	140-313	140-146
R2	140-222	140-222	140-132
R1	140-163	140-163	140-119	140-192
PP	140-072	140-072	140-072	140-086
S1	140-013	140-013	140-091	140-042
S2	139-242	139-242	140-078
S3	139-092	139-183	140-064
S4	138-262	139-033	140-022

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	140-130	139-185	0-265	0.6%	0-107	0.2%	91%	True	False	875,701
10	140-130	139-080	1-050	0.8%	0-100	0.2%	93%	True	False	799,588
20	140-130	139-005	1-125	1.0%	0-104	0.2%	94%	True	False	787,760
40	140-130	137-105	3-025	2.2%	0-122	0.3%	97%	True	False	920,568
60	140-130	136-220	3-230	2.7%	0-135	0.3%	98%	True	False	905,580
80	140-130	136-220	3-230	2.7%	0-142	0.3%	98%	True	False	681,268

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-027
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	142-128
2.618	141-203
1.618	141-053
1.000	140-280
0.618	140-223
HIGH	140-130
0.618	140-073
0.500	140-055
0.382	140-037
LOW	139-300
0.618	139-207
1.000	139-150
1.618	139-057
2.618	138-227
4.250	137-302

Fisher Pivots for day following 04-Aug-2020
Pivot	1 day	3 day
R1	140-088	140-085
PP	140-072	140-065
S1	140-055	140-045

Download as Excel Spreadsheet

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

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