ECBOT 10 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 24-Aug-2020

Day Change Summary
	Previous	Current
	21-Aug-2020	24-Aug-2020	Change	Change %	Previous Week
Open	139-115	139-165	0-050	0.1%	139-010
High	139-195	139-195	0-000	0.0%	139-195
Low	139-100	139-105	0-005	0.0%	138-310
Close	139-140	139-125	-0-015	0.0%	139-140
Range	0-095	0-090	-0-005	-5.3%	0-205
ATR	0-112	0-110	-0-002	-1.4%	0-000
Volume	150,328	840,472	690,144	459.1%	365,438

Daily Pivots for day following 24-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-092	140-038	139-174
R3	140-002	139-268	139-150
R2	139-232	139-232	139-142
R1	139-178	139-178	139-133	139-160
PP	139-142	139-142	139-142	139-132
S1	139-088	139-088	139-117	139-070
S2	139-052	139-052	139-108
S3	138-282	138-318	139-100
S4	138-192	138-228	139-076

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	139-045	0-150	0.3%	0-091	0.2%	53%	True	False	234,802
10	139-270	138-245	1-025	0.8%	0-124	0.3%	58%	False	False	129,566
20	140-110	138-245	1-185	1.1%	0-117	0.3%	40%	False	False	67,754

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-026
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	140-258
2.618	140-111
1.618	140-021
1.000	139-285
0.618	139-251
HIGH	139-195
0.618	139-161
0.500	139-150
0.382	139-139
LOW	139-105
0.618	139-049
1.000	139-015
1.618	138-279
2.618	138-189
4.250	138-042

Fisher Pivots for day following 24-Aug-2020
Pivot	1 day	3 day
R1	139-150	139-130
PP	139-142	139-128
S1	139-133	139-127

Download as Excel Spreadsheet

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

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