ECBOT 10 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 10-Sep-2020

Day Change Summary
	Previous	Current
	09-Sep-2020	10-Sep-2020	Change	Change %	Previous Week
Open	139-220	139-150	-0-070	-0.2%	139-095
High	139-235	139-205	-0-030	-0.1%	140-010
Low	139-130	139-110	-0-020	0.0%	139-030
Close	139-150	139-190	0-040	0.1%	139-065
Range	0-105	0-095	-0-010	-9.5%	0-300
ATR	0-136	0-133	-0-003	-2.1%	0-000
Volume	3,629	2,380	-1,249	-34.4%	222,170

Daily Pivots for day following 10-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-133	140-097	139-242
R3	140-038	140-002	139-216
R2	139-263	139-263	139-207
R1	139-227	139-227	139-199	139-245
PP	139-168	139-168	139-168	139-178
S1	139-132	139-132	139-181	139-150
S2	139-073	139-073	139-173
S3	138-298	139-037	139-164
S4	138-203	138-262	139-138

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%	0-140	0.3%	48%	False	False	10,489
10	140-010	138-230	1-100	0.9%	0-148	0.3%	67%	False	False	354,011
20	140-010	138-230	1-100	0.9%	0-130	0.3%	67%	False	False	914,996
40	140-130	138-230	1-220	1.2%	0-120	0.3%	52%	False	False	878,320
60	140-130	138-115	2-015	1.5%	0-121	0.3%	60%	False	False	896,230
80	140-130	136-220	3-230	2.7%	0-133	0.3%	78%	False	False	985,889
100	140-130	136-220	3-230	2.7%	0-139	0.3%	78%	False	False	792,405

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	0-042
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	140-289
2.618	140-134
1.618	140-039
1.000	139-300
0.618	139-264
HIGH	139-205
0.618	139-169
0.500	139-158
0.382	139-146
LOW	139-110
0.618	139-051
1.000	139-015
1.618	138-276
2.618	138-181
4.250	138-026

Fisher Pivots for day following 10-Sep-2020
Pivot	1 day	3 day
R1	139-179	139-178
PP	139-168	139-165
S1	139-158	139-152

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols