ECBOT 10 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 20-Aug-2020

Day Change Summary
	Previous	Current
	19-Aug-2020	20-Aug-2020	Change	Change %	Previous Week
Open	139-095	139-075	-0-020	0.0%	139-280
High	139-140	139-165	0-025	0.1%	140-020
Low	139-045	139-065	0-020	0.0%	138-245
Close	139-075	139-140	0-065	0.1%	139-000
Range	0-095	0-100	0-005	5.3%	1-095
ATR	0-114	0-113	-0-001	-0.9%	0-000
Volume	69,033	84,009	14,976	21.7%	93,445

Daily Pivots for day following 20-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-103	140-062	139-195
R3	140-003	139-282	139-168
R2	139-223	139-223	139-158
R1	139-182	139-182	139-149	139-202
PP	139-123	139-123	139-123	139-134
S1	139-082	139-082	139-131	139-102
S2	139-023	139-023	139-122
S3	138-243	138-302	139-112
S4	138-143	138-202	139-085

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	139-165	138-245	0-240	0.5%	0-099	0.2%	90%	True	False	49,845
10	140-070	138-245	1-145	1.0%	0-128	0.3%	46%	False	False	31,271
20	140-110	138-245	1-185	1.1%	0-117	0.3%	43%	False	False	18,321

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	0-029
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	140-270
2.618	140-107
1.618	140-007
1.000	139-265
0.618	139-227
HIGH	139-165
0.618	139-127
0.500	139-115
0.382	139-103
LOW	139-065
0.618	139-003
1.000	138-285
1.618	138-223
2.618	138-123
4.250	137-280

Fisher Pivots for day following 20-Aug-2020
Pivot	1 day	3 day
R1	139-132	139-128
PP	139-123	139-117
S1	139-115	139-105

Download as Excel Spreadsheet

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

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