ECBOT 10 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 15-Sep-2020

Day Change Summary
	Previous	Current
	14-Sep-2020	15-Sep-2020	Change	Change %	Previous Week
Open	139-190	139-180	-0-010	0.0%	139-030
High	139-230	139-190	-0-040	-0.1%	139-200
Low	139-160	139-135	-0-025	-0.1%	139-005
Close	139-185	139-160	-0-025	-0.1%	139-190
Range	0-070	0-055	-0-015	-21.4%	0-195
ATR	0-129	0-124	-0-005	-4.1%	0-000
Volume	746,895	747,829	934	0.1%	4,685,344

Daily Pivots for day following 15-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-007	139-298	139-190
R3	139-272	139-243	139-175
R2	139-217	139-217	139-170
R1	139-188	139-188	139-165	139-175
PP	139-162	139-162	139-162	139-155
S1	139-133	139-133	139-155	139-120
S2	139-107	139-107	139-150
S3	139-052	139-078	139-145
S4	138-317	139-023	139-130

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	139-050	0-180	0.4%	0-093	0.2%	61%	False	False	963,336
10	139-290	139-000	0-290	0.6%	0-126	0.3%	55%	False	False	1,119,808
20	139-290	138-185	1-105	1.0%	0-127	0.3%	69%	False	False	1,072,826
40	140-110	138-185	1-245	1.3%	0-120	0.3%	52%	False	False	541,104

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-036
Narrowest range in 37 trading days

Fibonacci Retracements and Extensions
4.250	140-104
2.618	140-014
1.618	139-279
1.000	139-245
0.618	139-224
HIGH	139-190
0.618	139-169
0.500	139-162
0.382	139-156
LOW	139-135
0.618	139-101
1.000	139-080
1.618	139-046
2.618	138-311
4.250	138-221

Fisher Pivots for day following 15-Sep-2020
Pivot	1 day	3 day
R1	139-162	139-165
PP	139-162	139-163
S1	139-161	139-162

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

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