ECBOT 10 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 17-Aug-2020

Day Change Summary
	Previous	Current
	14-Aug-2020	17-Aug-2020	Change	Change %	Previous Week
Open	138-290	139-050	0-080	0.2%	139-300
High	139-070	139-150	0-080	0.2%	140-045
Low	138-290	139-035	0-065	0.1%	138-285
Close	139-040	139-105	0-065	0.1%	139-040
Range	0-100	0-115	0-015	15.0%	1-080
ATR	0-127	0-126	-0-001	-0.7%	0-000
Volume	1,105,774	1,000,368	-105,406	-9.5%	6,130,527

Daily Pivots for day following 17-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-122	140-068	139-168
R3	140-007	139-273	139-137
R2	139-212	139-212	139-126
R1	139-158	139-158	139-116	139-185
PP	139-097	139-097	139-097	139-110
S1	139-043	139-043	139-094	139-070
S2	138-302	138-302	139-084
S3	138-187	138-248	139-073
S4	138-072	138-133	139-042

Weekly Pivots for week ending 14-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	143-043	142-122	139-260
R3	141-283	141-042	139-150
R2	140-203	140-203	139-113
R1	139-282	139-282	139-077	139-202
PP	139-123	139-123	139-123	139-084
S1	138-202	138-202	139-003	138-122
S2	138-043	138-043	138-287
S3	136-283	137-122	138-250
S4	135-203	136-042	138-140

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139-300	138-285	1-015	0.8%	0-156	0.3%	42%	False	False	1,290,442
10	140-130	138-285	1-165	1.1%	0-141	0.3%	29%	False	False	1,069,748
20	140-130	138-285	1-165	1.1%	0-117	0.3%	29%	False	False	926,718
40	140-130	138-165	1-285	1.4%	0-116	0.3%	43%	False	False	904,988
60	140-130	136-220	3-230	2.7%	0-135	0.3%	71%	False	False	1,052,278
80	140-130	136-220	3-230	2.7%	0-140	0.3%	71%	False	False	804,489

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	0-028
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	140-319
2.618	140-131
1.618	140-016
1.000	139-265
0.618	139-221
HIGH	139-150
0.618	139-106
0.500	139-092
0.382	139-079
LOW	139-035
0.618	138-284
1.000	138-240
1.618	138-169
2.618	138-054
4.250	137-186

Fisher Pivots for day following 17-Aug-2020
Pivot	1 day	3 day
R1	139-101	139-089
PP	139-097	139-073
S1	139-092	139-058

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols