ECBOT 10 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 28-Aug-2020

Day Change Summary
	Previous	Current
	27-Aug-2020	28-Aug-2020	Change	Change %	Previous Week
Open	139-105	138-290	-0-135	-0.3%	139-195
High	139-200	139-115	-0-085	-0.2%	139-230
Low	138-285	138-230	-0-055	-0.1%	138-230
Close	138-310	139-080	0-090	0.2%	139-080
Range	0-235	0-205	-0-030	-12.8%	1-000
ATR	0-127	0-133	0-006	4.4%	0-000
Volume	2,405,027	899,499	-1,505,528	-62.6%	10,778,103

Daily Pivots for day following 28-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	141-010	140-250	139-193
R3	140-125	140-045	139-136
R2	139-240	139-240	139-118
R1	139-160	139-160	139-099	139-200
PP	139-035	139-035	139-035	139-055
S1	138-275	138-275	139-061	138-315
S2	138-150	138-150	139-042
S3	137-265	138-070	139-024
S4	137-060	137-185	138-287

Weekly Pivots for week ending 28-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	142-073	141-237	139-256
R3	141-073	140-237	139-168
R2	140-073	140-073	139-139
R1	139-237	139-237	139-109	139-155
PP	139-073	139-073	139-073	139-032
S1	138-237	138-237	139-051	138-155
S2	138-073	138-073	139-021
S3	137-073	137-237	138-312
S4	136-073	136-237	138-224

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139-230	138-230	1-000	0.7%	0-157	0.4%	53%	False	True	2,155,620
10	139-235	138-230	1-005	0.7%	0-128	0.3%	52%	False	True	1,563,626
20	140-130	138-230	1-220	1.2%	0-134	0.3%	31%	False	True	1,308,868
40	140-130	138-230	1-220	1.2%	0-119	0.3%	31%	False	True	1,048,574
60	140-130	136-220	3-230	2.7%	0-132	0.3%	69%	False	False	1,075,746
80	140-130	136-220	3-230	2.7%	0-138	0.3%	69%	False	False	986,602
100	140-130	136-220	3-230	2.7%	0-141	0.3%	69%	False	False	790,617

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-032
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	142-026
2.618	141-012
1.618	140-127
1.000	140-000
0.618	139-242
HIGH	139-115
0.618	139-037
0.500	139-012
0.382	138-308
LOW	138-230
0.618	138-103
1.000	138-025
1.618	137-218
2.618	137-013
4.250	135-319

Fisher Pivots for day following 28-Aug-2020
Pivot	1 day	3 day
R1	139-058	139-072
PP	139-035	139-063
S1	139-012	139-055

Download as Excel Spreadsheet

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

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