ECBOT 10 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 11-Aug-2020

Day Change Summary
	Previous	Current
	10-Aug-2020	11-Aug-2020	Change	Change %	Previous Week
Open	139-300	139-280	-0-020	0.0%	140-050
High	140-045	139-300	-0-065	-0.1%	140-130
Low	139-265	139-070	-0-195	-0.4%	139-280
Close	139-280	139-080	-0-200	-0.4%	139-305
Range	0-100	0-230	0-130	130.0%	0-170
ATR	0-115	0-123	0-008	7.2%	0-000
Volume	678,683	1,529,185	850,502	125.3%	4,410,571

Daily Pivots for day following 11-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	141-200	141-050	139-206
R3	140-290	140-140	139-143
R2	140-060	140-060	139-122
R1	139-230	139-230	139-101	139-190
PP	139-150	139-150	139-150	139-130
S1	139-000	139-000	139-059	138-280
S2	138-240	138-240	139-038
S3	138-010	138-090	139-017
S4	137-100	137-180	138-274

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	139-070	1-060	0.9%	0-142	0.3%	3%	False	True	1,000,272
10	140-130	139-070	1-060	0.9%	0-124	0.3%	3%	False	True	937,986
20	140-130	139-035	1-095	0.9%	0-108	0.2%	11%	False	False	806,394
40	140-130	138-070	2-060	1.6%	0-116	0.3%	47%	False	False	888,328
60	140-130	136-220	3-230	2.7%	0-136	0.3%	69%	False	False	986,267
80	140-130	136-220	3-230	2.7%	0-140	0.3%	69%	False	False	743,161

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	0-022
Widest range in 43 trading days

Fibonacci Retracements and Extensions
4.250	142-318
2.618	141-262
1.618	141-032
1.000	140-210
0.618	140-122
HIGH	139-300
0.618	139-212
0.500	139-185
0.382	139-158
LOW	139-070
0.618	138-248
1.000	138-160
1.618	138-018
2.618	137-108
4.250	136-052

Fisher Pivots for day following 11-Aug-2020
Pivot	1 day	3 day
R1	139-185	139-240
PP	139-150	139-187
S1	139-115	139-133

Download as Excel Spreadsheet

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

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