ECBOT 10 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 14-Sep-2020

Day Change Summary
	Previous	Current
	11-Sep-2020	14-Sep-2020	Change	Change %	Previous Week
Open	139-135	139-190	0-055	0.1%	139-030
High	139-200	139-230	0-030	0.1%	139-200
Low	139-100	139-160	0-060	0.1%	139-005
Close	139-190	139-185	-0-005	0.0%	139-190
Range	0-100	0-070	-0-030	-30.0%	0-195
ATR	0-134	0-129	-0-005	-3.4%	0-000
Volume	937,794	746,895	-190,899	-20.4%	4,685,344

Daily Pivots for day following 14-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-082	140-043	139-224
R3	140-012	139-293	139-204
R2	139-262	139-262	139-198
R1	139-223	139-223	139-191	139-208
PP	139-192	139-192	139-192	139-184
S1	139-153	139-153	139-179	139-138
S2	139-122	139-122	139-172
S3	139-052	139-083	139-166
S4	138-302	139-013	139-146

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	139-230	139-005	0-225	0.5%	0-114	0.3%	80%	True	False	1,086,447
10	139-290	138-300	0-310	0.7%	0-133	0.3%	66%	False	False	1,216,358
20	139-290	138-185	1-105	1.0%	0-130	0.3%	75%	False	False	1,037,029
40	140-110	138-185	1-245	1.3%	0-120	0.3%	57%	False	False	522,426

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	0-041
Narrowest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	140-208
2.618	140-093
1.618	140-023
1.000	139-300
0.618	139-273
HIGH	139-230
0.618	139-203
0.500	139-195
0.382	139-187
LOW	139-160
0.618	139-117
1.000	139-090
1.618	139-047
2.618	138-297
4.250	138-182

Fisher Pivots for day following 14-Sep-2020
Pivot	1 day	3 day
R1	139-195	139-170
PP	139-192	139-155
S1	139-188	139-140

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

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