ECBOT 10 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 08-Sep-2020

Day Change Summary
	Previous	Current
	04-Sep-2020	08-Sep-2020	Change	Change %	Previous Week
Open	139-210	139-030	-0-180	-0.4%	139-045
High	139-240	139-165	-0-075	-0.2%	139-290
Low	139-000	139-005	0-005	0.0%	138-300
Close	139-010	139-125	0-115	0.3%	139-010
Range	0-240	0-160	-0-080	-33.3%	0-310
ATR	0-138	0-139	0-002	1.2%	0-000
Volume	1,453,985	1,363,385	-90,600	-6.2%	6,731,348

Daily Pivots for day following 08-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-258	140-192	139-213
R3	140-098	140-032	139-169
R2	139-258	139-258	139-154
R1	139-192	139-192	139-140	139-225
PP	139-098	139-098	139-098	139-115
S1	139-032	139-032	139-110	139-065
S2	138-258	138-258	139-096
S3	138-098	138-192	139-081
S4	137-258	138-032	139-037

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	139-000	0-290	0.7%	0-160	0.4%	43%	False	False	1,276,281
10	139-290	138-185	1-105	1.0%	0-162	0.4%	61%	False	False	1,546,583
20	139-290	138-185	1-105	1.0%	0-144	0.3%	61%	False	False	838,074
40	140-110	138-185	1-245	1.3%	0-116	0.3%	46%	False	False	420,780

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-045
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	141-205
2.618	140-264
1.618	140-104
1.000	140-005
0.618	139-264
HIGH	139-165
0.618	139-104
0.500	139-085
0.382	139-066
LOW	139-005
0.618	138-226
1.000	138-165
1.618	138-066
2.618	137-226
4.250	136-285

Fisher Pivots for day following 08-Sep-2020
Pivot	1 day	3 day
R1	139-112	139-145
PP	139-098	139-138
S1	139-085	139-132

Download as Excel Spreadsheet

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

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