ECBOT 10 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 27-Aug-2020

Day Change Summary
	Previous	Current
	26-Aug-2020	27-Aug-2020	Change	Change %	Previous Week
Open	139-085	139-105	0-020	0.0%	139-050
High	139-110	139-200	0-090	0.2%	139-235
Low	139-005	138-285	-0-040	-0.1%	139-035
Close	139-100	138-310	-0-110	-0.2%	139-180
Range	0-105	0-235	0-130	123.8%	0-200
ATR	0-119	0-127	0-008	7.0%	0-000
Volume	2,944,270	2,405,027	-539,243	-18.3%	4,858,160

Daily Pivots for day following 27-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	141-117	140-288	139-119
R3	140-202	140-053	139-055
R2	139-287	139-287	139-033
R1	139-138	139-138	139-012	139-095
PP	139-052	139-052	139-052	139-030
S1	138-223	138-223	138-288	138-180
S2	138-137	138-137	138-267
S3	137-222	137-308	138-245
S4	136-307	137-073	138-181

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	138-285	0-270	0.6%	0-136	0.3%	9%	False	True	2,174,557
10	139-235	138-285	0-270	0.6%	0-118	0.3%	9%	False	True	1,584,253
20	140-130	138-285	1-165	1.1%	0-128	0.3%	5%	False	True	1,326,768
40	140-130	138-235	1-215	1.2%	0-118	0.3%	14%	False	False	1,048,347
60	140-130	136-220	3-230	2.7%	0-132	0.3%	61%	False	False	1,089,082
80	140-130	136-220	3-230	2.7%	0-138	0.3%	61%	False	False	975,514
100	140-130	136-220	3-230	2.7%	0-142	0.3%	61%	False	False	781,622

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-026
Widest range in 55 trading days

Fibonacci Retracements and Extensions
4.250	142-239
2.618	141-175
1.618	140-260
1.000	140-115
0.618	140-025
HIGH	139-200
0.618	139-110
0.500	139-082
0.382	139-055
LOW	138-285
0.618	138-140
1.000	138-050
1.618	137-225
2.618	136-310
4.250	135-246

Fisher Pivots for day following 27-Aug-2020
Pivot	1 day	3 day
R1	139-082	139-082
PP	139-052	139-052
S1	139-021	139-021

Download as Excel Spreadsheet

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

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