ECBOT 10 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 12-Aug-2020

Day Change Summary
	Previous	Current
	11-Aug-2020	12-Aug-2020	Change	Change %	Previous Week
Open	139-260	139-095	-0-165	-0.4%	140-020
High	139-270	139-120	-0-150	-0.3%	140-110
Low	139-035	138-285	-0-070	-0.2%	139-255
Close	139-040	139-020	-0-020	0.0%	139-280
Range	0-235	0-155	-0-080	-34.0%	0-175
ATR	0-112	0-115	0-003	2.8%	0-000
Volume	18,438	14,508	-3,930	-21.3%	37,566

Daily Pivots for day following 12-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-180	140-095	139-105
R3	140-025	139-260	139-063
R2	139-190	139-190	139-048
R1	139-105	139-105	139-034	139-070
PP	139-035	139-035	139-035	139-018
S1	138-270	138-270	139-006	138-235
S2	138-200	138-200	138-312
S3	138-045	138-115	138-297
S4	137-210	137-280	138-255

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	138-285	1-135	1.0%	0-145	0.3%	12%	False	True	9,445
10	140-110	138-285	1-145	1.0%	0-124	0.3%	12%	False	True	8,512
20	140-110	138-285	1-145	1.0%	0-103	0.2%	12%	False	True	5,108

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	141-139
2.618	140-206
1.618	140-051
1.000	139-275
0.618	139-216
HIGH	139-120
0.618	139-061
0.500	139-042
0.382	139-024
LOW	138-285
0.618	138-189
1.000	138-130
1.618	138-034
2.618	137-199
4.250	136-266

Fisher Pivots for day following 12-Aug-2020
Pivot	1 day	3 day
R1	139-042	139-152
PP	139-035	139-108
S1	139-028	139-064

Download as Excel Spreadsheet

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

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