ECBOT 10 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 20-Aug-2020

Day Change Summary
	Previous	Current
	19-Aug-2020	20-Aug-2020	Change	Change %	Previous Week
Open	139-135	139-100	-0-035	-0.1%	139-300
High	139-180	139-210	0-030	0.1%	140-045
Low	139-085	139-100	0-015	0.0%	138-285
Close	139-120	139-180	0-060	0.1%	139-040
Range	0-095	0-110	0-015	15.8%	1-080
ATR	0-121	0-120	-0-001	-0.6%	0-000
Volume	1,032,995	980,383	-52,612	-5.1%	6,130,527

Daily Pivots for day following 20-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-173	140-127	139-240
R3	140-063	140-017	139-210
R2	139-273	139-273	139-200
R1	139-227	139-227	139-190	139-250
PP	139-163	139-163	139-163	139-175
S1	139-117	139-117	139-170	139-140
S2	139-053	139-053	139-160
S3	138-263	139-007	139-150
S4	138-153	138-217	139-120

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	139-210	138-290	0-240	0.5%	0-100	0.2%	88%	True	False	993,949
10	140-090	138-285	1-125	1.0%	0-128	0.3%	48%	False	False	1,088,421
20	140-130	138-285	1-165	1.1%	0-121	0.3%	44%	False	False	973,736
40	140-130	138-235	1-215	1.2%	0-115	0.3%	50%	False	False	909,258
60	140-130	136-220	3-230	2.7%	0-132	0.3%	77%	False	False	1,008,215
80	140-130	136-220	3-230	2.7%	0-138	0.3%	77%	False	False	840,179

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 3 trading days

Fibonacci Retracements and Extensions
4.250	141-038
2.618	140-178
1.618	140-068
1.000	140-000
0.618	139-278
HIGH	139-210
0.618	139-168
0.500	139-155
0.382	139-142
LOW	139-100
0.618	139-032
1.000	138-310
1.618	138-242
2.618	138-132
4.250	137-272

Fisher Pivots for day following 20-Aug-2020
Pivot	1 day	3 day
R1	139-172	139-168
PP	139-163	139-157
S1	139-155	139-145

Download as Excel Spreadsheet

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

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