ECBOT 10 Year T-Note Future December 2020

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

Day Change Summary
	Previous	Current
	07-Aug-2020	10-Aug-2020	Change	Change %	Previous Week
Open	140-030	139-280	-0-070	-0.2%	140-020
High	140-070	140-020	-0-050	-0.1%	140-110
Low	139-270	139-245	-0-025	-0.1%	139-255
Close	139-280	139-255	-0-025	-0.1%	139-280
Range	0-120	0-095	-0-025	-20.8%	0-175
ATR	0-103	0-102	-0-001	-0.6%	0-000
Volume	4,164	3,691	-473	-11.4%	37,566

Daily Pivots for day following 10-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-245	140-185	139-307
R3	140-150	140-090	139-281
R2	140-055	140-055	139-272
R1	139-315	139-315	139-264	139-298
PP	139-280	139-280	139-280	139-271
S1	139-220	139-220	139-246	139-202
S2	139-185	139-185	139-238
S3	139-090	139-125	139-229
S4	138-315	139-030	139-203

Weekly Pivots for week ending 07-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	141-207	141-098	140-056
R3	141-032	140-243	140-008
R2	140-177	140-177	139-312
R1	140-068	140-068	139-296	140-035
PP	140-002	140-002	140-002	139-305
S1	139-213	139-213	139-264	139-180
S2	139-147	139-147	139-248
S3	138-292	139-038	139-232
S4	138-117	138-183	139-184

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	140-110	139-245	0-185	0.4%	0-114	0.3%	5%	False	True	5,209
10	140-110	139-060	1-050	0.8%	0-110	0.2%	53%	False	False	5,941
20	140-110	139-040	1-070	0.9%	0-088	0.2%	55%	False	False	3,486

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	False
Stretch	0-020
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	141-104
2.618	140-269
1.618	140-174
1.000	140-115
0.618	140-079
HIGH	140-020
0.618	139-304
0.500	139-292
0.382	139-281
LOW	139-245
0.618	139-186
1.000	139-150
1.618	139-091
2.618	138-316
4.250	138-161

Fisher Pivots for day following 10-Aug-2020
Pivot	1 day	3 day
R1	139-292	140-012
PP	139-280	139-307
S1	139-268	139-281

Download as Excel Spreadsheet

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

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