ECBOT 10 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 03-Sep-2020

Day Change Summary
	Previous	Current
	02-Sep-2020	03-Sep-2020	Change	Change %	Previous Week
Open	139-190	139-230	0-040	0.1%	139-195
High	139-245	140-010	0-085	0.2%	139-230
Low	139-145	139-185	0-040	0.1%	138-230
Close	139-225	139-295	0-070	0.2%	139-080
Range	0-100	0-145	0-045	45.0%	1-000
ATR	0-129	0-130	0-001	0.9%	0-000
Volume	29,458	31,479	2,021	6.9%	10,778,103

Daily Pivots for day following 03-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	141-065	141-005	140-055
R3	140-240	140-180	140-015
R2	140-095	140-095	140-002
R1	140-035	140-035	139-308	140-065
PP	139-270	139-270	139-270	139-285
S1	139-210	139-210	139-282	139-240
S2	139-125	139-125	139-268
S3	138-300	139-065	139-255
S4	138-155	138-240	139-215

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	140-010	138-230	1-100	0.9%	0-138	0.3%	92%	True	False	222,824
10	140-010	138-230	1-100	0.9%	0-137	0.3%	92%	True	False	1,198,690
20	140-090	138-230	1-180	1.1%	0-133	0.3%	77%	False	False	1,143,555
40	140-130	138-230	1-220	1.2%	0-119	0.3%	71%	False	False	965,195
60	140-130	138-070	2-060	1.6%	0-122	0.3%	78%	False	False	982,344
80	140-130	136-220	3-230	2.7%	0-134	0.3%	87%	False	False	988,107
100	140-130	136-220	3-230	2.7%	0-140	0.3%	87%	False	False	792,570

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-043
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	141-306
2.618	141-070
1.618	140-245
1.000	140-155
0.618	140-100
HIGH	140-010
0.618	139-275
0.500	139-258
0.382	139-240
LOW	139-185
0.618	139-095
1.000	139-040
1.618	138-270
2.618	138-125
4.250	137-209

Fisher Pivots for day following 03-Sep-2020
Pivot	1 day	3 day
R1	139-282	139-262
PP	139-270	139-230
S1	139-258	139-198

Download as Excel Spreadsheet

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

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