ECBOT 10 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 09-Sep-2020

Day Change Summary
	Previous	Current
	08-Sep-2020	09-Sep-2020	Change	Change %	Previous Week
Open	139-090	139-220	0-130	0.3%	139-095
High	139-210	139-235	0-025	0.1%	140-010
Low	139-070	139-130	0-060	0.1%	139-030
Close	139-180	139-150	-0-030	-0.1%	139-065
Range	0-140	0-105	-0-035	-25.0%	0-300
ATR	0-138	0-136	-0-002	-1.7%	0-000
Volume	7,408	3,629	-3,779	-51.0%	222,170

Daily Pivots for day following 09-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-167	140-103	139-208
R3	140-062	139-318	139-179
R2	139-277	139-277	139-169
R1	139-213	139-213	139-160	139-192
PP	139-172	139-172	139-172	139-161
S1	139-108	139-108	139-140	139-088
S2	139-067	139-067	139-131
S3	138-282	139-003	139-121
S4	138-177	138-218	139-092

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%	0-141	0.3%	33%	False	False	15,904
10	140-010	138-230	1-100	0.9%	0-149	0.3%	57%	False	False	648,200
20	140-010	138-230	1-100	0.9%	0-133	0.3%	57%	False	False	989,606
40	140-130	138-230	1-220	1.2%	0-120	0.3%	44%	False	False	898,000
60	140-130	138-070	2-060	1.6%	0-122	0.3%	57%	False	False	922,087
80	140-130	136-220	3-230	2.7%	0-136	0.3%	75%	False	False	987,102
100	140-130	136-220	3-230	2.7%	0-139	0.3%	75%	False	False	792,450

Crabel Price Patterns
NR	True
NR4	True
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	True
Stretch	0-040
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	141-041
2.618	140-190
1.618	140-085
1.000	140-020
0.618	139-300
HIGH	139-235
0.618	139-195
0.500	139-182
0.382	139-170
LOW	139-130
0.618	139-065
1.000	139-025
1.618	138-280
2.618	138-175
4.250	138-004

Fisher Pivots for day following 09-Sep-2020
Pivot	1 day	3 day
R1	139-182	139-168
PP	139-172	139-162
S1	139-161	139-156

Download as Excel Spreadsheet

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

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