ECBOT 10 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 11-Aug-2020

Day Change Summary
	Previous	Current
	10-Aug-2020	11-Aug-2020	Change	Change %	Previous Week
Open	139-280	139-260	-0-020	0.0%	140-020
High	140-020	139-270	-0-070	-0.2%	140-110
Low	139-245	139-035	-0-210	-0.5%	139-255
Close	139-255	139-040	-0-215	-0.5%	139-280
Range	0-095	0-235	0-140	147.4%	0-175
ATR	0-102	0-112	0-009	9.2%	0-000
Volume	3,691	18,438	14,747	399.5%	37,566

Daily Pivots for day following 11-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	141-180	141-025	139-169
R3	140-265	140-110	139-105
R2	140-030	140-030	139-083
R1	139-195	139-195	139-062	139-155
PP	139-115	139-115	139-115	139-095
S1	138-280	138-280	139-018	138-240
S2	138-200	138-200	138-317
S3	137-285	138-045	138-295
S4	137-050	137-130	138-231

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	140-100	139-035	1-065	0.9%	0-139	0.3%	1%	False	True	7,415
10	140-110	139-035	1-075	0.9%	0-118	0.3%	1%	False	True	7,632
20	140-110	139-035	1-075	0.9%	0-097	0.2%	1%	False	True	4,398

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 24 trading days

Fibonacci Retracements and Extensions
4.250	142-309
2.618	141-245
1.618	141-010
1.000	140-185
0.618	140-095
HIGH	139-270
0.618	139-180
0.500	139-152
0.382	139-125
LOW	139-035
0.618	138-210
1.000	138-120
1.618	137-295
2.618	137-060
4.250	135-316

Fisher Pivots for day following 11-Aug-2020
Pivot	1 day	3 day
R1	139-152	139-212
PP	139-115	139-155
S1	139-078	139-098

Download as Excel Spreadsheet

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

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