ECBOT 10 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 16-Sep-2020

Day Change Summary
	Previous	Current
	15-Sep-2020	16-Sep-2020	Change	Change %	Previous Week
Open	139-180	139-155	-0-025	-0.1%	139-030
High	139-190	139-220	0-030	0.1%	139-200
Low	139-135	139-105	-0-030	-0.1%	139-005
Close	139-160	139-145	-0-015	0.0%	139-190
Range	0-055	0-115	0-060	109.1%	0-195
ATR	0-124	0-123	-0-001	-0.5%	0-000
Volume	747,829	872,530	124,701	16.7%	4,685,344

Daily Pivots for day following 16-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-182	140-118	139-208
R3	140-067	140-003	139-177
R2	139-272	139-272	139-166
R1	139-208	139-208	139-156	139-182
PP	139-157	139-157	139-157	139-144
S1	139-093	139-093	139-134	139-068
S2	139-042	139-042	139-124
S3	138-247	138-298	139-113
S4	138-132	138-183	139-082

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%	0-090	0.2%	53%	False	False	896,530
10	139-290	139-000	0-290	0.6%	0-124	0.3%	50%	False	False	1,079,901
20	139-290	138-185	1-105	1.0%	0-129	0.3%	66%	False	False	1,114,944
40	140-110	138-185	1-245	1.3%	0-120	0.3%	50%	False	False	562,867

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-036
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	141-069
2.618	140-201
1.618	140-086
1.000	140-015
0.618	139-291
HIGH	139-220
0.618	139-176
0.500	139-162
0.382	139-149
LOW	139-105
0.618	139-034
1.000	138-310
1.618	138-239
2.618	138-124
4.250	137-256

Fisher Pivots for day following 16-Sep-2020
Pivot	1 day	3 day
R1	139-162	139-168
PP	139-157	139-160
S1	139-151	139-152

Download as Excel Spreadsheet

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

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