ECBOT 10 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 28-Jul-2020

Day Change Summary
	Previous	Current
	27-Jul-2020	28-Jul-2020	Change	Change %	Previous Week
Open	139-160	139-095	-0-065	-0.1%	139-110
High	139-215	139-205	-0-010	0.0%	139-220
Low	139-105	139-060	-0-045	-0.1%	139-085
Close	139-125	139-200	0-075	0.2%	139-160
Range	0-110	0-145	0-035	31.8%	0-135
ATR	0-000	0-093	0-093		0-000
Volume	1,485	1,530	45	3.0%	5,817

Daily Pivots for day following 28-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-270	140-220	139-280
R3	140-125	140-075	139-240
R2	139-300	139-300	139-227
R1	139-250	139-250	139-213	139-275
PP	139-155	139-155	139-155	139-168
S1	139-105	139-105	139-187	139-130
S2	139-010	139-010	139-173
S3	138-185	138-280	139-160
S4	138-040	138-135	139-120

Weekly Pivots for week ending 24-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-240	140-175	139-234
R3	140-105	140-040	139-197
R2	139-290	139-290	139-185
R1	139-225	139-225	139-172	139-258
PP	139-155	139-155	139-155	139-171
S1	139-090	139-090	139-148	139-122
S2	139-020	139-020	139-135
S3	138-205	138-275	139-123
S4	138-070	138-140	139-086

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139-220	139-060	0-160	0.4%	0-084	0.2%	88%	False	True	1,221
10	139-220	139-040	0-180	0.4%	0-076	0.2%	89%	False	False	1,164

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-018
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	141-181
2.618	140-265
1.618	140-120
1.000	140-030
0.618	139-295
HIGH	139-205
0.618	139-150
0.500	139-132
0.382	139-115
LOW	139-060
0.618	138-290
1.000	138-235
1.618	138-145
2.618	138-000
4.250	137-084

Fisher Pivots for day following 28-Jul-2020
Pivot	1 day	3 day
R1	139-178	139-180
PP	139-155	139-160
S1	139-132	139-140

Download as Excel Spreadsheet

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

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