ECBOT 10 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 10-Aug-2020

Day Change Summary
	Previous	Current
	07-Aug-2020	10-Aug-2020	Change	Change %	Previous Week
Open	140-045	139-300	-0-065	-0.1%	140-050
High	140-090	140-045	-0-045	-0.1%	140-130
Low	139-290	139-265	-0-025	-0.1%	139-280
Close	139-305	139-280	-0-025	-0.1%	139-305
Range	0-120	0-100	-0-020	-16.7%	0-170
ATR	0-116	0-115	-0-001	-1.0%	0-000
Volume	889,708	678,683	-211,025	-23.7%	4,410,571

Daily Pivots for day following 10-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-283	140-222	140-015
R3	140-183	140-122	139-308
R2	140-083	140-083	139-298
R1	140-022	140-022	139-289	140-002
PP	139-303	139-303	139-303	139-294
S1	139-242	139-242	139-271	139-222
S2	139-203	139-203	139-262
S3	139-103	139-142	139-252
S4	139-003	139-042	139-225

Weekly Pivots for week ending 07-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	141-215	141-110	140-078
R3	141-045	140-260	140-032
R2	140-195	140-195	140-016
R1	140-090	140-090	140-001	140-058
PP	140-025	140-025	140-025	140-009
S1	139-240	139-240	139-289	139-208
S2	139-175	139-175	139-274
S3	139-005	139-070	139-258
S4	138-155	138-220	139-212

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	140-130	139-265	0-185	0.4%	0-126	0.3%	8%	False	True	849,055
10	140-130	139-080	1-050	0.8%	0-117	0.3%	54%	False	False	870,623
20	140-130	139-035	1-095	0.9%	0-100	0.2%	59%	False	False	775,048
40	140-130	138-070	2-060	1.6%	0-114	0.3%	76%	False	False	876,523
60	140-130	136-220	3-230	2.7%	0-135	0.3%	86%	False	False	961,401
80	140-130	136-220	3-230	2.7%	0-141	0.3%	86%	False	False	724,150

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	0-026
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	141-150
2.618	140-307
1.618	140-207
1.000	140-145
0.618	140-107
HIGH	140-045
0.618	140-007
0.500	139-315
0.382	139-303
LOW	139-265
0.618	139-203
1.000	139-165
1.618	139-103
2.618	139-003
4.250	138-160

Fisher Pivots for day following 10-Aug-2020
Pivot	1 day	3 day
R1	139-315	140-038
PP	139-303	140-012
S1	139-292	139-306

Download as Excel Spreadsheet

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

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