ECBOT 10 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 08-Sep-2020

Day Change Summary
	Previous	Current
	04-Sep-2020	08-Sep-2020	Change	Change %	Previous Week
Open	139-270	139-090	-0-180	-0.4%	139-095
High	139-275	139-210	-0-065	-0.1%	140-010
Low	139-060	139-070	0-010	0.0%	139-030
Close	139-065	139-180	0-115	0.3%	139-065
Range	0-215	0-140	-0-075	-34.9%	0-300
ATR	0-137	0-138	0-001	0.4%	0-000
Volume	7,549	7,408	-141	-1.9%	222,170

Daily Pivots for day following 08-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-253	140-197	139-257
R3	140-113	140-057	139-218
R2	139-293	139-293	139-206
R1	139-237	139-237	139-193	139-265
PP	139-153	139-153	139-153	139-168
S1	139-097	139-097	139-167	139-125
S2	139-013	139-013	139-154
S3	138-193	138-277	139-142
S4	138-053	138-137	139-103

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	139-060	0-270	0.6%	0-145	0.3%	44%	False	False	28,487
10	140-010	138-230	1-100	0.9%	0-154	0.3%	64%	False	False	948,137
20	140-010	138-230	1-100	0.9%	0-140	0.3%	64%	False	False	1,065,884
40	140-130	138-230	1-220	1.2%	0-120	0.3%	50%	False	False	920,466
60	140-130	138-070	2-060	1.6%	0-123	0.3%	61%	False	False	939,643
80	140-130	136-220	3-230	2.7%	0-136	0.3%	77%	False	False	987,522
100	140-130	136-220	3-230	2.7%	0-141	0.3%	77%	False	False	792,497

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-040
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	141-165
2.618	140-257
1.618	140-117
1.000	140-030
0.618	139-297
HIGH	139-210
0.618	139-157
0.500	139-140
0.382	139-123
LOW	139-070
0.618	138-303
1.000	138-250
1.618	138-163
2.618	138-023
4.250	137-115

Fisher Pivots for day following 08-Sep-2020
Pivot	1 day	3 day
R1	139-167	139-195
PP	139-153	139-190
S1	139-140	139-185

Download as Excel Spreadsheet

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

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