ECBOT 10 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 31-Aug-2020

Day Change Summary
	Previous	Current
	28-Aug-2020	31-Aug-2020	Change	Change %	Previous Week
Open	138-250	139-045	0-115	0.3%	139-165
High	139-070	139-100	0-030	0.1%	139-195
Low	138-185	138-300	0-115	0.3%	138-185
Close	139-030	139-080	0-050	0.1%	139-030
Range	0-205	0-120	-0-085	-41.5%	1-010
ATR	0-128	0-128	-0-001	-0.5%	0-000
Volume	1,360,286	1,713,328	353,042	26.0%	8,211,573

Daily Pivots for day following 31-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-093	140-047	139-146
R3	139-293	139-247	139-113
R2	139-173	139-173	139-102
R1	139-127	139-127	139-091	139-150
PP	139-053	139-053	139-053	139-065
S1	139-007	139-007	139-069	139-030
S2	138-253	138-253	139-058
S3	138-133	138-207	139-047
S4	138-013	138-087	139-014

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	139-160	138-185	0-295	0.7%	0-165	0.4%	73%	False	False	1,816,885
10	139-195	138-185	1-010	0.7%	0-128	0.3%	65%	False	False	1,025,844
20	140-110	138-185	1-245	1.3%	0-132	0.3%	38%	False	False	520,306

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	0-034
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	140-290
2.618	140-094
1.618	139-294
1.000	139-220
0.618	139-174
HIGH	139-100
0.618	139-054
0.500	139-040
0.382	139-026
LOW	138-300
0.618	138-226
1.000	138-180
1.618	138-106
2.618	137-306
4.250	137-110

Fisher Pivots for day following 31-Aug-2020
Pivot	1 day	3 day
R1	139-067	139-058
PP	139-053	139-035
S1	139-040	139-012

Download as Excel Spreadsheet

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

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