ECBOT 10 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 31-Aug-2020

Day Change Summary
	Previous	Current
	28-Aug-2020	31-Aug-2020	Change	Change %	Previous Week
Open	138-290	139-095	0-125	0.3%	139-195
High	139-115	139-145	0-030	0.1%	139-230
Low	138-230	139-030	0-120	0.3%	138-230
Close	139-080	139-130	0-050	0.1%	139-080
Range	0-205	0-115	-0-090	-43.9%	1-000
ATR	0-133	0-131	-0-001	-0.9%	0-000
Volume	899,499	87,139	-812,360	-90.3%	10,778,103

Daily Pivots for day following 31-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-127	140-083	139-193
R3	140-012	139-288	139-162
R2	139-217	139-217	139-151
R1	139-173	139-173	139-141	139-195
PP	139-102	139-102	139-102	139-112
S1	139-058	139-058	139-119	139-080
S2	138-307	138-307	139-109
S3	138-192	138-263	139-098
S4	138-077	138-148	139-067

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	139-200	138-230	0-290	0.7%	0-162	0.4%	76%	False	False	1,867,787
10	139-235	138-230	1-005	0.7%	0-128	0.3%	68%	False	False	1,472,303
20	140-130	138-230	1-220	1.2%	0-135	0.3%	41%	False	False	1,271,026
40	140-130	138-230	1-220	1.2%	0-118	0.3%	41%	False	False	1,029,947
60	140-130	136-300	3-150	2.5%	0-127	0.3%	71%	False	False	1,040,339
80	140-130	136-220	3-230	2.7%	0-136	0.3%	73%	False	False	987,519
100	140-130	136-220	3-230	2.7%	0-140	0.3%	73%	False	False	791,488

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	0-036
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	140-314
2.618	140-126
1.618	140-011
1.000	139-260
0.618	139-216
HIGH	139-145
0.618	139-101
0.500	139-088
0.382	139-074
LOW	139-030
0.618	138-279
1.000	138-235
1.618	138-164
2.618	138-049
4.250	137-181

Fisher Pivots for day following 31-Aug-2020
Pivot	1 day	3 day
R1	139-116	139-105
PP	139-102	139-080
S1	139-088	139-055

Download as Excel Spreadsheet

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

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