ECBOT 10 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 17-Aug-2020

Day Change Summary
	Previous	Current
	14-Aug-2020	17-Aug-2020	Change	Change %	Previous Week
Open	138-265	139-010	0-065	0.1%	139-280
High	139-030	139-110	0-080	0.2%	140-020
Low	138-245	138-310	0-065	0.1%	138-245
Close	139-000	139-065	0-065	0.1%	139-000
Range	0-105	0-120	0-015	14.3%	1-095
ATR	0-118	0-118	0-000	0.1%	0-000
Volume	34,117	31,898	-2,219	-6.5%	93,445

Daily Pivots for day following 17-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-095	140-040	139-131
R3	139-295	139-240	139-098
R2	139-175	139-175	139-087
R1	139-120	139-120	139-076	139-148
PP	139-055	139-055	139-055	139-069
S1	139-000	139-000	139-054	139-028
S2	138-255	138-255	139-043
S3	138-135	138-200	139-032
S4	138-015	138-080	138-319

Weekly Pivots for week ending 14-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	143-053	142-122	139-228
R3	141-278	141-027	139-114
R2	140-183	140-183	139-076
R1	139-252	139-252	139-038	139-170
PP	139-088	139-088	139-088	139-048
S1	138-157	138-157	138-282	138-075
S2	137-313	137-313	138-244
S3	136-218	137-062	138-206
S4	135-123	135-287	138-092

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139-270	138-245	1-025	0.8%	0-158	0.4%	41%	False	False	24,330
10	140-110	138-245	1-185	1.1%	0-136	0.3%	28%	False	False	14,769
20	140-110	138-245	1-185	1.1%	0-112	0.3%	28%	False	False	9,383

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	0-024
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	140-300
2.618	140-104
1.618	139-304
1.000	139-230
0.618	139-184
HIGH	139-110
0.618	139-064
0.500	139-050
0.382	139-036
LOW	138-310
0.618	138-236
1.000	138-190
1.618	138-116
2.618	137-316
4.250	137-120

Fisher Pivots for day following 17-Aug-2020
Pivot	1 day	3 day
R1	139-060	139-049
PP	139-055	139-033
S1	139-050	139-018

Download as Excel Spreadsheet

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

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