ECBOT 10 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 21-Aug-2020

Day Change Summary
	Previous	Current
	20-Aug-2020	21-Aug-2020	Change	Change %	Previous Week
Open	139-075	139-115	0-040	0.1%	139-010
High	139-165	139-195	0-030	0.1%	139-195
Low	139-065	139-100	0-035	0.1%	138-310
Close	139-140	139-140	0-000	0.0%	139-140
Range	0-100	0-095	-0-005	-5.0%	0-205
ATR	0-113	0-112	-0-001	-1.1%	0-000
Volume	84,009	150,328	66,319	78.9%	365,438

Daily Pivots for day following 21-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-110	140-060	139-192
R3	140-015	139-285	139-166
R2	139-240	139-240	139-157
R1	139-190	139-190	139-149	139-215
PP	139-145	139-145	139-145	139-158
S1	139-095	139-095	139-131	139-120
S2	139-050	139-050	139-123
S3	138-275	139-000	139-114
S4	138-180	138-225	139-088

Weekly Pivots for week ending 21-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	141-083	140-317	139-253
R3	140-198	140-112	139-196
R2	139-313	139-313	139-178
R1	139-227	139-227	139-159	139-270
PP	139-108	139-108	139-108	139-130
S1	139-022	139-022	139-121	139-065
S2	138-223	138-223	139-102
S3	138-018	138-137	139-084
S4	137-133	137-252	139-027

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139-195	138-310	0-205	0.5%	0-097	0.2%	73%	True	False	73,087
10	140-020	138-245	1-095	0.9%	0-125	0.3%	52%	False	False	45,888
20	140-110	138-245	1-185	1.1%	0-118	0.3%	43%	False	False	25,804

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	0-026
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	140-279
2.618	140-124
1.618	140-029
1.000	139-290
0.618	139-254
HIGH	139-195
0.618	139-159
0.500	139-148
0.382	139-136
LOW	139-100
0.618	139-041
1.000	139-005
1.618	138-266
2.618	138-171
4.250	138-016

Fisher Pivots for day following 21-Aug-2020
Pivot	1 day	3 day
R1	139-148	139-133
PP	139-145	139-127
S1	139-142	139-120

Download as Excel Spreadsheet

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

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