ECBOT 10 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 24-Aug-2020

Day Change Summary
	Previous	Current
	21-Aug-2020	24-Aug-2020	Change	Change %	Previous Week
Open	139-160	139-195	0-035	0.1%	139-050
High	139-235	139-230	-0-005	0.0%	139-235
Low	139-135	139-140	0-005	0.0%	139-035
Close	139-180	139-165	-0-015	0.0%	139-180
Range	0-100	0-090	-0-010	-10.0%	0-200
ATR	0-119	0-117	-0-002	-1.7%	0-000
Volume	994,185	1,526,307	532,122	53.5%	4,858,160

Daily Pivots for day following 24-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-128	140-077	139-214
R3	140-038	139-307	139-190
R2	139-268	139-268	139-182
R1	139-217	139-217	139-173	139-198
PP	139-178	139-178	139-178	139-169
S1	139-127	139-127	139-157	139-108
S2	139-088	139-088	139-148
S3	138-318	139-037	139-140
S4	138-228	138-267	139-116

Weekly Pivots for week ending 21-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	141-110	141-025	139-290
R3	140-230	140-145	139-235
R2	140-030	140-030	139-217
R1	139-265	139-265	139-198	139-308
PP	139-150	139-150	139-150	139-171
S1	139-065	139-065	139-162	139-108
S2	138-270	138-270	139-143
S3	138-070	138-185	139-125
S4	137-190	137-305	139-070

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139-235	139-080	0-155	0.3%	0-095	0.2%	55%	False	False	1,076,819
10	139-300	138-285	1-015	0.8%	0-126	0.3%	60%	False	False	1,183,631
20	140-130	138-285	1-165	1.1%	0-121	0.3%	41%	False	False	1,027,127
40	140-130	138-235	1-215	1.2%	0-114	0.3%	47%	False	False	921,557
60	140-130	136-220	3-230	2.7%	0-132	0.3%	76%	False	False	1,002,929
80	140-130	136-220	3-230	2.7%	0-136	0.3%	76%	False	False	871,537

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-028
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	140-292
2.618	140-146
1.618	140-056
1.000	140-000
0.618	139-286
HIGH	139-230
0.618	139-196
0.500	139-185
0.382	139-174
LOW	139-140
0.618	139-084
1.000	139-050
1.618	138-314
2.618	138-224
4.250	138-078

Fisher Pivots for day following 24-Aug-2020
Pivot	1 day	3 day
R1	139-185	139-168
PP	139-178	139-167
S1	139-172	139-166

Download as Excel Spreadsheet

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

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