ECBOT 10 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 09-Sep-2020

Day Change Summary
	Previous	Current
	08-Sep-2020	09-Sep-2020	Change	Change %	Previous Week
Open	139-030	139-160	0-130	0.3%	139-045
High	139-165	139-200	0-035	0.1%	139-290
Low	139-005	139-070	0-065	0.1%	138-300
Close	139-125	139-095	-0-030	-0.1%	139-010
Range	0-160	0-130	-0-030	-18.8%	0-310
ATR	0-139	0-139	-0-001	-0.5%	0-000
Volume	1,363,385	1,206,560	-156,825	-11.5%	6,731,348

Daily Pivots for day following 09-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-192	140-113	139-166
R3	140-062	139-303	139-131
R2	139-252	139-252	139-119
R1	139-173	139-173	139-107	139-148
PP	139-122	139-122	139-122	139-109
S1	139-043	139-043	139-083	139-018
S2	138-312	138-312	139-071
S3	138-182	138-233	139-059
S4	138-052	138-103	139-024

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%	0-159	0.4%	33%	False	False	1,263,272
10	139-290	138-185	1-105	1.0%	0-160	0.4%	54%	False	False	1,482,149
20	139-290	138-185	1-105	1.0%	0-138	0.3%	54%	False	False	897,481
40	140-110	138-185	1-245	1.3%	0-118	0.3%	41%	False	False	450,939

Crabel Price Patterns
NR	True
NR4	True
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	0-049
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	141-112
2.618	140-220
1.618	140-090
1.000	140-010
0.618	139-280
HIGH	139-200
0.618	139-150
0.500	139-135
0.382	139-120
LOW	139-070
0.618	138-310
1.000	138-260
1.618	138-180
2.618	138-050
4.250	137-158

Fisher Pivots for day following 09-Sep-2020
Pivot	1 day	3 day
R1	139-135	139-120
PP	139-122	139-112
S1	139-108	139-103

Download as Excel Spreadsheet

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

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