ECBOT 10 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 17-Sep-2020

Day Change Summary
	Previous	Current
	16-Sep-2020	17-Sep-2020	Change	Change %	Previous Week
Open	139-155	139-120	-0-035	-0.1%	139-030
High	139-220	139-240	0-020	0.0%	139-200
Low	139-105	139-115	0-010	0.0%	139-005
Close	139-145	139-145	0-000	0.0%	139-190
Range	0-115	0-125	0-010	8.7%	0-195
ATR	0-123	0-123	0-000	0.1%	0-000
Volume	872,530	1,045,395	172,865	19.8%	4,685,344

Daily Pivots for day following 17-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-222	140-148	139-214
R3	140-097	140-023	139-179
R2	139-292	139-292	139-168
R1	139-218	139-218	139-156	139-255
PP	139-167	139-167	139-167	139-185
S1	139-093	139-093	139-134	139-130
S2	139-042	139-042	139-122
S3	138-237	138-288	139-111
S4	138-112	138-163	139-076

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	139-100	0-140	0.3%	0-093	0.2%	32%	True	False	870,088
10	139-290	139-000	0-290	0.6%	0-126	0.3%	50%	False	False	1,074,009
20	139-290	138-185	1-105	1.0%	0-131	0.3%	66%	False	False	1,163,762
40	140-110	138-185	1-245	1.3%	0-122	0.3%	50%	False	False	588,979

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-032
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	141-131
2.618	140-247
1.618	140-122
1.000	140-045
0.618	139-317
HIGH	139-240
0.618	139-192
0.500	139-178
0.382	139-163
LOW	139-115
0.618	139-038
1.000	138-310
1.618	138-233
2.618	138-108
4.250	137-224

Fisher Pivots for day following 17-Sep-2020
Pivot	1 day	3 day
R1	139-178	139-172
PP	139-167	139-163
S1	139-156	139-154

Download as Excel Spreadsheet

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

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