ECBOT 10 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 18-Aug-2020

Day Change Summary
	Previous	Current
	17-Aug-2020	18-Aug-2020	Change	Change %	Previous Week
Open	139-010	139-050	0-040	0.1%	139-280
High	139-110	139-125	0-015	0.0%	140-020
Low	138-310	139-050	0-060	0.1%	138-245
Close	139-065	139-090	0-025	0.1%	139-000
Range	0-120	0-075	-0-045	-37.5%	1-095
ATR	0-118	0-115	-0-003	-2.6%	0-000
Volume	31,898	30,170	-1,728	-5.4%	93,445

Daily Pivots for day following 18-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	139-313	139-277	139-131
R3	139-238	139-202	139-111
R2	139-163	139-163	139-104
R1	139-127	139-127	139-097	139-145
PP	139-088	139-088	139-088	139-098
S1	139-052	139-052	139-083	139-070
S2	139-013	139-013	139-076
S3	138-258	138-297	139-069
S4	138-183	138-222	139-049

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	139-125	138-245	0-200	0.4%	0-126	0.3%	83%	True	False	26,676
10	140-100	138-245	1-175	1.1%	0-132	0.3%	33%	False	False	17,046
20	140-110	138-245	1-185	1.1%	0-112	0.3%	33%	False	False	10,790

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-024
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	140-124
2.618	140-001
1.618	139-246
1.000	139-200
0.618	139-171
HIGH	139-125
0.618	139-096
0.500	139-088
0.382	139-079
LOW	139-050
0.618	139-004
1.000	138-295
1.618	138-249
2.618	138-174
4.250	138-051

Fisher Pivots for day following 18-Aug-2020
Pivot	1 day	3 day
R1	139-089	139-068
PP	139-088	139-047
S1	139-088	139-025

Download as Excel Spreadsheet

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

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