ECBOT 10 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 04-Sep-2020

Day Change Summary
	Previous	Current
	03-Sep-2020	04-Sep-2020	Change	Change %	Previous Week
Open	139-230	139-270	0-040	0.1%	139-095
High	140-010	139-275	-0-055	-0.1%	140-010
Low	139-185	139-060	-0-125	-0.3%	139-030
Close	139-295	139-065	-0-230	-0.5%	139-065
Range	0-145	0-215	0-070	48.3%	0-300
ATR	0-130	0-137	0-008	5.8%	0-000
Volume	31,479	7,549	-23,930	-76.0%	222,170

Daily Pivots for day following 04-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	141-138	140-317	139-183
R3	140-243	140-102	139-124
R2	140-028	140-028	139-104
R1	139-207	139-207	139-085	139-170
PP	139-133	139-133	139-133	139-115
S1	138-312	138-312	139-045	138-275
S2	138-238	138-238	139-026
S3	138-023	138-097	139-006
S4	137-128	137-202	138-267

Weekly Pivots for week ending 04-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	142-082	141-213	139-230
R3	141-102	140-233	139-148
R2	140-122	140-122	139-120
R1	139-253	139-253	139-092	139-198
PP	139-142	139-142	139-142	139-114
S1	138-273	138-273	139-038	138-218
S2	138-162	138-162	139-010
S3	137-182	137-293	138-302
S4	136-202	136-313	138-220

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	140-010	139-030	0-300	0.7%	0-140	0.3%	12%	False	False	44,434
10	140-010	138-230	1-100	0.9%	0-148	0.3%	37%	False	False	1,100,027
20	140-045	138-230	1-135	1.0%	0-138	0.3%	34%	False	False	1,099,448
40	140-130	138-230	1-220	1.2%	0-119	0.3%	29%	False	False	939,646
60	140-130	138-070	2-060	1.6%	0-123	0.3%	45%	False	False	958,026
80	140-130	136-220	3-230	2.7%	0-136	0.3%	68%	False	False	987,895
100	140-130	136-220	3-230	2.7%	0-141	0.3%	68%	False	False	792,475

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-041
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	142-229
2.618	141-198
1.618	140-303
1.000	140-170
0.618	140-088
HIGH	139-275
0.618	139-193
0.500	139-168
0.382	139-142
LOW	139-060
0.618	138-247
1.000	138-165
1.618	138-032
2.618	137-137
4.250	136-106

Fisher Pivots for day following 04-Sep-2020
Pivot	1 day	3 day
R1	139-168	139-195
PP	139-133	139-152
S1	139-099	139-108

Download as Excel Spreadsheet

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

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