ECBOT 10 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 28-Aug-2020

Day Change Summary
	Previous	Current
	27-Aug-2020	28-Aug-2020	Change	Change %	Previous Week
Open	139-055	138-250	-0-125	-0.3%	139-165
High	139-160	139-070	-0-090	-0.2%	139-195
Low	138-240	138-185	-0-055	-0.1%	138-185
Close	138-265	139-030	0-085	0.2%	139-030
Range	0-240	0-205	-0-035	-14.6%	1-010
ATR	0-122	0-128	0-006	4.8%	0-000
Volume	2,018,122	1,360,286	-657,836	-32.6%	8,211,573

Daily Pivots for day following 28-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-283	140-202	139-143
R3	140-078	139-317	139-086
R2	139-193	139-193	139-068
R1	139-112	139-112	139-049	139-152
PP	138-308	138-308	138-308	139-009
S1	138-227	138-227	139-011	138-268
S2	138-103	138-103	138-312
S3	137-218	138-022	138-294
S4	137-013	137-137	138-237

Weekly Pivots for week ending 28-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	142-060	141-215	139-212
R3	141-050	140-205	139-121
R2	140-040	140-040	139-090
R1	139-195	139-195	139-060	139-112
PP	139-030	139-030	139-030	138-309
S1	138-185	138-185	139-000	138-102
S2	138-020	138-020	138-290
S3	137-010	137-175	138-259
S4	136-000	136-165	138-168

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139-195	138-185	1-010	0.7%	0-159	0.4%	50%	False	True	1,642,314
10	139-195	138-185	1-010	0.7%	0-128	0.3%	50%	False	True	857,701
20	140-110	138-185	1-245	1.3%	0-131	0.3%	29%	False	True	435,401

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	0-031
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	141-301
2.618	140-287
1.618	140-082
1.000	139-275
0.618	139-197
HIGH	139-070
0.618	138-312
0.500	138-288
0.382	138-263
LOW	138-185
0.618	138-058
1.000	137-300
1.618	137-173
2.618	136-288
4.250	135-274

Fisher Pivots for day following 28-Aug-2020
Pivot	1 day	3 day
R1	139-009	139-024
PP	138-308	139-018
S1	138-288	139-012

Download as Excel Spreadsheet

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

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