ECBOT 10 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 11-Sep-2020

Day Change Summary
	Previous	Current
	10-Sep-2020	11-Sep-2020	Change	Change %	Previous Week
Open	139-095	139-135	0-040	0.1%	139-030
High	139-160	139-200	0-040	0.1%	139-200
Low	139-050	139-100	0-050	0.1%	139-005
Close	139-140	139-190	0-050	0.1%	139-190
Range	0-110	0-100	-0-010	-9.1%	0-195
ATR	0-136	0-134	-0-003	-1.9%	0-000
Volume	1,177,605	937,794	-239,811	-20.4%	4,685,344

Daily Pivots for day following 11-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-143	140-107	139-245
R3	140-043	140-007	139-218
R2	139-263	139-263	139-208
R1	139-227	139-227	139-199	139-245
PP	139-163	139-163	139-163	139-172
S1	139-127	139-127	139-181	139-145
S2	139-063	139-063	139-172
S3	138-283	139-027	139-162
S4	138-183	138-247	139-135

Weekly Pivots for week ending 11-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	141-077	141-008	139-297
R3	140-202	140-133	139-244
R2	140-007	140-007	139-226
R1	139-258	139-258	139-208	139-292
PP	139-132	139-132	139-132	139-149
S1	139-063	139-063	139-172	139-098
S2	138-257	138-257	139-154
S3	138-062	138-188	139-136
S4	137-187	137-313	139-083

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139-240	139-000	0-240	0.5%	0-148	0.3%	79%	False	False	1,227,865
10	139-290	138-185	1-105	1.0%	0-146	0.3%	76%	False	False	1,277,697
20	139-290	138-185	1-105	1.0%	0-132	0.3%	76%	False	False	1,001,391
40	140-110	138-185	1-245	1.3%	0-120	0.3%	58%	False	False	503,769

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-044
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	140-305
2.618	140-142
1.618	140-042
1.000	139-300
0.618	139-262
HIGH	139-200
0.618	139-162
0.500	139-150
0.382	139-138
LOW	139-100
0.618	139-038
1.000	139-000
1.618	138-258
2.618	138-158
4.250	137-315

Fisher Pivots for day following 11-Sep-2020
Pivot	1 day	3 day
R1	139-177	139-168
PP	139-163	139-147
S1	139-150	139-125

Download as Excel Spreadsheet

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

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