ECBOT 10 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 12-Aug-2020

Day Change Summary
	Previous	Current
	11-Aug-2020	12-Aug-2020	Change	Change %	Previous Week
Open	139-280	139-115	-0-165	-0.4%	140-050
High	139-300	139-160	-0-140	-0.3%	140-130
Low	139-070	139-000	-0-070	-0.2%	139-280
Close	139-080	139-060	-0-020	0.0%	139-305
Range	0-230	0-160	-0-070	-30.4%	0-170
ATR	0-123	0-125	0-003	2.2%	0-000
Volume	1,529,185	1,494,585	-34,600	-2.3%	4,410,571

Daily Pivots for day following 12-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-233	140-147	139-148
R3	140-073	139-307	139-104
R2	139-233	139-233	139-089
R1	139-147	139-147	139-075	139-110
PP	139-073	139-073	139-073	139-055
S1	138-307	138-307	139-045	138-270
S2	138-233	138-233	139-031
S3	138-073	138-147	139-016
S4	137-233	137-307	138-292

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	139-000	1-130	1.0%	0-148	0.3%	13%	False	True	1,095,071
10	140-130	139-000	1-130	1.0%	0-131	0.3%	13%	False	True	1,008,848
20	140-130	139-000	1-130	1.0%	0-110	0.2%	13%	False	True	841,643
40	140-130	138-115	2-015	1.5%	0-116	0.3%	40%	False	False	886,847
60	140-130	136-220	3-230	2.7%	0-134	0.3%	67%	False	False	1,009,520
80	140-130	136-220	3-230	2.7%	0-141	0.3%	67%	False	False	761,757

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0-023
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	141-200
2.618	140-259
1.618	140-099
1.000	140-000
0.618	139-259
HIGH	139-160
0.618	139-099
0.500	139-080
0.382	139-061
LOW	139-000
0.618	138-221
1.000	138-160
1.618	138-061
2.618	137-221
4.250	136-280

Fisher Pivots for day following 12-Aug-2020
Pivot	1 day	3 day
R1	139-080	139-182
PP	139-073	139-142
S1	139-067	139-101

Download as Excel Spreadsheet

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

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