ECBOT 10 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 26-Aug-2020

Day Change Summary
	Previous	Current
	25-Aug-2020	26-Aug-2020	Change	Change %	Previous Week
Open	139-115	139-040	-0-075	-0.2%	139-010
High	139-115	139-060	-0-055	-0.1%	139-195
Low	138-280	138-275	-0-005	0.0%	138-310
Close	139-055	139-055	0-000	0.0%	139-140
Range	0-155	0-105	-0-050	-32.3%	0-205
ATR	0-114	0-113	-0-001	-0.6%	0-000
Volume	1,850,901	2,141,792	290,891	15.7%	365,438

Daily Pivots for day following 26-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-018	139-302	139-113
R3	139-233	139-197	139-084
R2	139-128	139-128	139-074
R1	139-092	139-092	139-065	139-110
PP	139-023	139-023	139-023	139-032
S1	138-307	138-307	139-045	139-005
S2	138-238	138-238	139-036
S3	138-133	138-202	139-026
S4	138-028	138-097	138-317

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	138-275	0-240	0.5%	0-109	0.2%	42%	False	True	1,013,500
10	139-195	138-245	0-270	0.6%	0-112	0.3%	48%	False	False	525,541
20	140-110	138-245	1-185	1.1%	0-118	0.3%	26%	False	False	267,026

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	0-024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	140-186
2.618	140-015
1.618	139-230
1.000	139-165
0.618	139-125
HIGH	139-060
0.618	139-020
0.500	139-008
0.382	138-315
LOW	138-275
0.618	138-210
1.000	138-170
1.618	138-105
2.618	138-000
4.250	137-149

Fisher Pivots for day following 26-Aug-2020
Pivot	1 day	3 day
R1	139-039	139-075
PP	139-023	139-068
S1	139-008	139-062

Download as Excel Spreadsheet

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

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