ECBOT 10 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 13-Aug-2020

Day Change Summary
	Previous	Current
	12-Aug-2020	13-Aug-2020	Change	Change %	Previous Week
Open	139-115	139-040	-0-075	-0.2%	140-050
High	139-160	139-140	-0-020	0.0%	140-130
Low	139-000	138-285	-0-035	-0.1%	139-280
Close	139-060	138-310	-0-070	-0.2%	139-305
Range	0-160	0-175	0-015	9.4%	0-170
ATR	0-125	0-129	0-004	2.8%	0-000
Volume	1,494,585	1,322,300	-172,285	-11.5%	4,410,571

Daily Pivots for day following 13-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-237	140-128	139-086
R3	140-062	139-273	139-038
R2	139-207	139-207	139-022
R1	139-098	139-098	139-006	139-065
PP	139-032	139-032	139-032	139-015
S1	138-243	138-243	138-294	138-210
S2	138-177	138-177	138-278
S3	138-002	138-068	138-262
S4	137-147	137-213	138-214

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	140-090	138-285	1-125	1.0%	0-157	0.4%	6%	False	True	1,182,892
10	140-130	138-285	1-165	1.1%	0-138	0.3%	5%	False	True	1,069,283
20	140-130	138-285	1-165	1.1%	0-114	0.3%	5%	False	True	876,302
40	140-130	138-135	1-315	1.4%	0-118	0.3%	28%	False	False	895,551
60	140-130	136-220	3-230	2.7%	0-135	0.3%	61%	False	False	1,029,389
80	140-130	136-220	3-230	2.7%	0-141	0.3%	61%	False	False	778,273

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-030
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	141-244
2.618	140-278
1.618	140-103
1.000	139-315
0.618	139-248
HIGH	139-140
0.618	139-073
0.500	139-052
0.382	139-032
LOW	138-285
0.618	138-177
1.000	138-110
1.618	138-002
2.618	137-147
4.250	136-181

Fisher Pivots for day following 13-Aug-2020
Pivot	1 day	3 day
R1	139-052	139-132
PP	139-032	139-085
S1	139-011	139-038

Download as Excel Spreadsheet

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

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