ECBOT 10 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 13-Aug-2020

Day Change Summary
	Previous	Current
	12-Aug-2020	13-Aug-2020	Change	Change %	Previous Week
Open	139-095	139-010	-0-085	-0.2%	140-020
High	139-120	139-100	-0-020	0.0%	140-110
Low	138-285	138-245	-0-040	-0.1%	139-255
Close	139-020	138-265	-0-075	-0.2%	139-280
Range	0-155	0-175	0-020	12.9%	0-175
ATR	0-115	0-119	0-004	3.7%	0-000
Volume	14,508	22,691	8,183	56.4%	37,566

Daily Pivots for day following 13-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-195	140-085	139-041
R3	140-020	139-230	138-313
R2	139-165	139-165	138-297
R1	139-055	139-055	138-281	139-022
PP	138-310	138-310	138-310	138-294
S1	138-200	138-200	138-249	138-168
S2	138-135	138-135	138-233
S3	137-280	138-025	138-217
S4	137-105	137-170	138-169

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	140-070	138-245	1-145	1.0%	0-156	0.4%	4%	False	True	12,698
10	140-110	138-245	1-185	1.1%	0-133	0.3%	4%	False	True	10,315
20	140-110	138-245	1-185	1.1%	0-107	0.2%	4%	False	True	6,147

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-026
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	141-204
2.618	140-238
1.618	140-063
1.000	139-275
0.618	139-208
HIGH	139-100
0.618	139-033
0.500	139-012
0.382	138-312
LOW	138-245
0.618	138-137
1.000	138-070
1.618	137-282
2.618	137-107
4.250	136-141

Fisher Pivots for day following 13-Aug-2020
Pivot	1 day	3 day
R1	139-012	139-098
PP	138-310	139-047
S1	138-288	138-316

Download as Excel Spreadsheet

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

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