ECBOT 10 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 02-Sep-2020

Day Change Summary
	Previous	Current
	01-Sep-2020	02-Sep-2020	Change	Change %	Previous Week
Open	139-110	139-190	0-080	0.2%	139-195
High	139-190	139-245	0-055	0.1%	139-230
Low	139-065	139-145	0-080	0.2%	138-230
Close	139-185	139-225	0-040	0.1%	139-080
Range	0-125	0-100	-0-025	-20.0%	1-000
ATR	0-131	0-129	-0-002	-1.7%	0-000
Volume	66,545	29,458	-37,087	-55.7%	10,778,103

Daily Pivots for day following 02-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-185	140-145	139-280
R3	140-085	140-045	139-252
R2	139-305	139-305	139-243
R1	139-265	139-265	139-234	139-285
PP	139-205	139-205	139-205	139-215
S1	139-165	139-165	139-216	139-185
S2	139-105	139-105	139-207
S3	139-005	139-065	139-198
S4	138-225	138-285	139-170

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	139-245	138-230	1-015	0.7%	0-156	0.3%	94%	True	False	697,533
10	139-245	138-230	1-015	0.7%	0-134	0.3%	94%	True	False	1,293,581
20	140-130	138-230	1-220	1.2%	0-132	0.3%	58%	False	False	1,186,141
40	140-130	138-230	1-220	1.2%	0-119	0.3%	58%	False	False	989,247
60	140-130	137-220	2-230	1.9%	0-124	0.3%	74%	False	False	1,005,152
80	140-130	136-220	3-230	2.7%	0-134	0.3%	81%	False	False	988,088
100	140-130	136-220	3-230	2.7%	0-140	0.3%	81%	False	False	792,448

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-038
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	141-030
2.618	140-187
1.618	140-087
1.000	140-025
0.618	139-307
HIGH	139-245
0.618	139-207
0.500	139-195
0.382	139-183
LOW	139-145
0.618	139-083
1.000	139-045
1.618	138-303
2.618	138-203
4.250	138-040

Fisher Pivots for day following 02-Sep-2020
Pivot	1 day	3 day
R1	139-215	139-196
PP	139-205	139-167
S1	139-195	139-138

Download as Excel Spreadsheet

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

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