ECBOT 10 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 04-Sep-2020

Day Change Summary
	Previous	Current
	03-Sep-2020	04-Sep-2020	Change	Change %	Previous Week
Open	139-175	139-210	0-035	0.1%	139-045
High	139-290	139-240	-0-050	-0.1%	139-290
Low	139-130	139-000	-0-130	-0.3%	138-300
Close	139-250	139-010	-0-240	-0.5%	139-010
Range	0-160	0-240	0-080	50.0%	0-310
ATR	0-129	0-138	0-009	6.7%	0-000
Volume	1,188,115	1,453,985	265,870	22.4%	6,731,348

Daily Pivots for day following 04-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	141-163	141-007	139-142
R3	140-243	140-087	139-076
R2	140-003	140-003	139-054
R1	139-167	139-167	139-032	139-125
PP	139-083	139-083	139-083	139-062
S1	138-247	138-247	138-308	138-205
S2	138-163	138-163	138-286
S3	137-243	138-007	138-264
S4	137-003	137-087	138-198

Weekly Pivots for week ending 04-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	142-063	141-187	139-180
R3	141-073	140-197	139-095
R2	140-083	140-083	139-067
R1	139-207	139-207	139-038	139-150
PP	139-093	139-093	139-093	139-065
S1	138-217	138-217	138-302	138-160
S2	138-103	138-103	138-273
S3	137-113	137-227	138-245
S4	136-123	136-237	138-160

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139-290	138-300	0-310	0.7%	0-152	0.3%	10%	False	False	1,346,269
10	139-290	138-185	1-105	1.0%	0-156	0.3%	34%	False	False	1,494,292
20	140-020	138-185	1-155	1.1%	0-140	0.3%	31%	False	False	770,090
40	140-110	138-185	1-245	1.3%	0-116	0.3%	26%	False	False	386,700

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-046
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	142-300
2.618	141-228
1.618	140-308
1.000	140-160
0.618	140-068
HIGH	139-240
0.618	139-148
0.500	139-120
0.382	139-092
LOW	139-000
0.618	138-172
1.000	138-080
1.618	137-252
2.618	137-012
4.250	135-260

Fisher Pivots for day following 04-Sep-2020
Pivot	1 day	3 day
R1	139-120	139-145
PP	139-083	139-100
S1	139-047	139-055

Download as Excel Spreadsheet

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

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