ECBOT 10 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 19-Aug-2020

Day Change Summary
	Previous	Current
	18-Aug-2020	19-Aug-2020	Change	Change %	Previous Week
Open	139-095	139-135	0-040	0.1%	139-300
High	139-160	139-180	0-020	0.0%	140-045
Low	139-080	139-085	0-005	0.0%	138-285
Close	139-125	139-120	-0-005	0.0%	139-040
Range	0-080	0-095	0-015	18.8%	1-080
ATR	0-123	0-121	-0-002	-1.6%	0-000
Volume	850,229	1,032,995	182,766	21.5%	6,130,527

Daily Pivots for day following 19-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-093	140-042	139-172
R3	139-318	139-267	139-146
R2	139-223	139-223	139-137
R1	139-172	139-172	139-129	139-150
PP	139-128	139-128	139-128	139-118
S1	139-077	139-077	139-111	139-055
S2	139-033	139-033	139-103
S3	138-258	138-302	139-094
S4	138-163	138-207	139-068

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	139-180	138-285	0-215	0.5%	0-113	0.3%	72%	True	False	1,062,333
10	140-130	138-285	1-165	1.1%	0-130	0.3%	32%	False	False	1,078,702
20	140-130	138-285	1-165	1.1%	0-119	0.3%	32%	False	False	957,780
40	140-130	138-170	1-280	1.3%	0-115	0.3%	45%	False	False	909,792
60	140-130	136-220	3-230	2.7%	0-134	0.3%	72%	False	False	1,024,929
80	140-130	136-220	3-230	2.7%	0-139	0.3%	72%	False	False	827,975

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	140-264
2.618	140-109
1.618	140-014
1.000	139-275
0.618	139-239
HIGH	139-180
0.618	139-144
0.500	139-132
0.382	139-121
LOW	139-085
0.618	139-026
1.000	138-310
1.618	138-251
2.618	138-156
4.250	138-001

Fisher Pivots for day following 19-Aug-2020
Pivot	1 day	3 day
R1	139-132	139-116
PP	139-128	139-112
S1	139-124	139-108

Download as Excel Spreadsheet

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

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