ECBOT 10 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 25-Aug-2020

Day Change Summary
	Previous	Current
	24-Aug-2020	25-Aug-2020	Change	Change %	Previous Week
Open	139-195	139-150	-0-045	-0.1%	139-050
High	139-230	139-155	-0-075	-0.2%	139-235
Low	139-140	139-005	-0-135	-0.3%	139-035
Close	139-165	139-100	-0-065	-0.1%	139-180
Range	0-090	0-150	0-060	66.7%	0-200
ATR	0-117	0-120	0-003	2.7%	0-000
Volume	1,526,307	3,003,000	1,476,693	96.7%	4,858,160

Daily Pivots for day following 25-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-217	140-148	139-182
R3	140-067	139-318	139-141
R2	139-237	139-237	139-128
R1	139-168	139-168	139-114	139-128
PP	139-087	139-087	139-087	139-066
S1	139-018	139-018	139-086	138-298
S2	138-257	138-257	139-072
S3	138-107	138-188	139-059
S4	137-277	138-038	139-018

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	139-005	0-230	0.5%	0-109	0.2%	41%	False	True	1,507,374
10	139-235	138-285	0-270	0.6%	0-118	0.3%	50%	False	False	1,331,012
20	140-130	138-285	1-165	1.1%	0-121	0.3%	28%	False	False	1,134,499
40	140-130	138-235	1-215	1.2%	0-115	0.3%	35%	False	False	974,716
60	140-130	136-220	3-230	2.7%	0-132	0.3%	71%	False	False	1,037,823
80	140-130	136-220	3-230	2.7%	0-136	0.3%	71%	False	False	908,976

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-026
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	141-152
2.618	140-228
1.618	140-078
1.000	139-305
0.618	139-248
HIGH	139-155
0.618	139-098
0.500	139-080
0.382	139-062
LOW	139-005
0.618	138-232
1.000	138-175
1.618	138-082
2.618	137-252
4.250	137-008

Fisher Pivots for day following 25-Aug-2020
Pivot	1 day	3 day
R1	139-093	139-120
PP	139-087	139-113
S1	139-080	139-107

Download as Excel Spreadsheet

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

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