ECBOT 10 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 25-Aug-2020

Day Change Summary
	Previous	Current
	24-Aug-2020	25-Aug-2020	Change	Change %	Previous Week
Open	139-165	139-115	-0-050	-0.1%	139-010
High	139-195	139-115	-0-080	-0.2%	139-195
Low	139-105	138-280	-0-145	-0.3%	138-310
Close	139-125	139-055	-0-070	-0.2%	139-140
Range	0-090	0-155	0-065	72.2%	0-205
ATR	0-110	0-114	0-004	3.6%	0-000
Volume	840,472	1,850,901	1,010,429	120.2%	365,438

Daily Pivots for day following 25-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-188	140-117	139-140
R3	140-033	139-282	139-098
R2	139-198	139-198	139-083
R1	139-127	139-127	139-069	139-085
PP	139-043	139-043	139-043	139-022
S1	138-292	138-292	139-041	138-250
S2	138-208	138-208	139-027
S3	138-053	138-137	139-012
S4	137-218	137-302	138-290

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	138-280	0-235	0.5%	0-107	0.2%	40%	False	True	598,948
10	139-195	138-245	0-270	0.6%	0-116	0.3%	48%	False	False	312,812
20	140-110	138-245	1-185	1.1%	0-118	0.3%	26%	False	False	160,222

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-025
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	141-134
2.618	140-201
1.618	140-046
1.000	139-270
0.618	139-211
HIGH	139-115
0.618	139-056
0.500	139-038
0.382	139-019
LOW	138-280
0.618	138-184
1.000	138-125
1.618	138-029
2.618	137-194
4.250	136-261

Fisher Pivots for day following 25-Aug-2020
Pivot	1 day	3 day
R1	139-049	139-078
PP	139-043	139-070
S1	139-038	139-062

Download as Excel Spreadsheet

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

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