ECBOT 10 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 01-Sep-2020

Day Change Summary
	Previous	Current
	31-Aug-2020	01-Sep-2020	Change	Change %	Previous Week
Open	139-045	139-065	0-020	0.0%	139-165
High	139-100	139-145	0-045	0.1%	139-195
Low	138-300	139-010	0-030	0.1%	138-185
Close	139-080	139-140	0-060	0.1%	139-030
Range	0-120	0-135	0-015	12.5%	1-010
ATR	0-128	0-128	0-001	0.4%	0-000
Volume	1,713,328	1,271,604	-441,724	-25.8%	8,211,573

Daily Pivots for day following 01-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-183	140-137	139-214
R3	140-048	140-002	139-177
R2	139-233	139-233	139-165
R1	139-187	139-187	139-152	139-210
PP	139-098	139-098	139-098	139-110
S1	139-052	139-052	139-128	139-075
S2	138-283	138-283	139-115
S3	138-148	138-237	139-103
S4	138-013	138-102	139-066

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%	0-161	0.4%	93%	False	False	1,701,026
10	139-195	138-185	1-010	0.7%	0-134	0.3%	83%	False	False	1,149,987
20	140-100	138-185	1-235	1.2%	0-133	0.3%	50%	False	False	583,516

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-040
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	141-079
2.618	140-178
1.618	140-043
1.000	139-280
0.618	139-228
HIGH	139-145
0.618	139-093
0.500	139-078
0.382	139-062
LOW	139-010
0.618	138-247
1.000	138-195
1.618	138-112
2.618	137-297
4.250	137-076

Fisher Pivots for day following 01-Sep-2020
Pivot	1 day	3 day
R1	139-119	139-095
PP	139-098	139-050
S1	139-078	139-005

Download as Excel Spreadsheet

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

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