ECBOT 10 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 18-Sep-2020

Day Change Summary
	Previous	Current
	17-Sep-2020	18-Sep-2020	Change	Change %	Previous Week
Open	139-180	139-225	0-045	0.1%	139-245
High	139-290	139-240	-0-050	-0.1%	139-305
Low	139-180	139-180	0-000	0.0%	139-170
Close	139-205	139-195	-0-010	0.0%	139-195
Range	0-110	0-060	-0-050	-45.5%	0-135
ATR	0-119	0-115	-0-004	-3.5%	0-000
Volume	1,122	8,117	6,995	623.4%	23,239

Daily Pivots for day following 18-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-065	140-030	139-228
R3	140-005	139-290	139-212
R2	139-265	139-265	139-206
R1	139-230	139-230	139-200	139-218
PP	139-205	139-205	139-205	139-199
S1	139-170	139-170	139-190	139-158
S2	139-145	139-145	139-184
S3	139-085	139-110	139-178
S4	139-025	139-050	139-162

Weekly Pivots for week ending 18-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-308	140-227	139-269
R3	140-173	140-092	139-232
R2	140-038	140-038	139-220
R1	139-277	139-277	139-207	139-250
PP	139-223	139-223	139-223	139-210
S1	139-142	139-142	139-183	139-115
S2	139-088	139-088	139-170
S3	138-273	139-007	139-158
S4	138-138	138-192	139-121

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139-305	139-170	0-135	0.3%	0-081	0.2%	19%	False	False	4,647
10	139-305	139-060	0-245	0.5%	0-104	0.2%	55%	False	False	4,624
20	140-010	138-230	1-100	0.9%	0-121	0.3%	68%	False	False	601,657
40	140-130	138-230	1-220	1.2%	0-121	0.3%	53%	False	False	787,697
60	140-130	138-230	1-220	1.2%	0-117	0.3%	53%	False	False	806,725
80	140-130	136-220	3-230	2.7%	0-130	0.3%	79%	False	False	906,576
100	140-130	136-220	3-230	2.7%	0-134	0.3%	79%	False	False	792,475

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-022
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	140-175
2.618	140-077
1.618	140-017
1.000	139-300
0.618	139-277
HIGH	139-240
0.618	139-217
0.500	139-210
0.382	139-203
LOW	139-180
0.618	139-143
1.000	139-120
1.618	139-083
2.618	139-023
4.250	138-245

Fisher Pivots for day following 18-Sep-2020
Pivot	1 day	3 day
R1	139-210	139-238
PP	139-205	139-223
S1	139-200	139-209

Download as Excel Spreadsheet

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

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