ECBOT 10 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 18-Sep-2020

Day Change Summary
	Previous	Current
	17-Sep-2020	18-Sep-2020	Change	Change %	Previous Week
Open	139-120	139-135	0-015	0.0%	139-190
High	139-240	139-180	-0-060	-0.1%	139-240
Low	139-115	139-110	-0-005	0.0%	139-105
Close	139-145	139-130	-0-015	0.0%	139-130
Range	0-125	0-070	-0-055	-44.0%	0-135
ATR	0-123	0-120	-0-004	-3.1%	0-000
Volume	1,045,395	728,725	-316,670	-30.3%	4,141,374

Daily Pivots for day following 18-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-030	139-310	139-168
R3	139-280	139-240	139-149
R2	139-210	139-210	139-143
R1	139-170	139-170	139-136	139-155
PP	139-140	139-140	139-140	139-132
S1	139-100	139-100	139-124	139-085
S2	139-070	139-070	139-117
S3	139-000	139-030	139-111
S4	138-250	138-280	139-092

Weekly Pivots for week ending 18-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-243	140-162	139-204
R3	140-108	140-027	139-167
R2	139-293	139-293	139-155
R1	139-212	139-212	139-142	139-185
PP	139-158	139-158	139-158	139-145
S1	139-077	139-077	139-118	139-050
S2	139-023	139-023	139-105
S3	138-208	138-262	139-093
S4	138-073	138-127	139-056

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139-240	139-105	0-135	0.3%	0-087	0.2%	19%	False	False	828,274
10	139-240	139-000	0-240	0.5%	0-118	0.3%	54%	False	False	1,028,070
20	139-290	138-185	1-105	1.0%	0-129	0.3%	62%	False	False	1,195,998
40	140-110	138-185	1-245	1.3%	0-123	0.3%	47%	False	False	607,159

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-030
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	140-158
2.618	140-043
1.618	139-293
1.000	139-250
0.618	139-223
HIGH	139-180
0.618	139-153
0.500	139-145
0.382	139-137
LOW	139-110
0.618	139-067
1.000	139-040
1.618	138-317
2.618	138-247
4.250	138-132

Fisher Pivots for day following 18-Sep-2020
Pivot	1 day	3 day
R1	139-145	139-172
PP	139-140	139-158
S1	139-135	139-144

Download as Excel Spreadsheet

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

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