ECBOT 10 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 23-Sep-2020

Day Change Summary
	Previous	Current
	22-Sep-2020	23-Sep-2020	Change	Change %	Previous Week
Open	139-185	139-175	-0-010	0.0%	139-190
High	139-200	139-215	0-015	0.0%	139-240
Low	139-155	139-125	-0-030	-0.1%	139-105
Close	139-200	139-160	-0-040	-0.1%	139-130
Range	0-045	0-090	0-045	100.0%	0-135
ATR	0-114	0-112	-0-002	-1.5%	0-000
Volume	816,613	980,781	164,168	20.1%	4,141,374

Daily Pivots for day following 23-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-117	140-068	139-210
R3	140-027	139-298	139-185
R2	139-257	139-257	139-176
R1	139-208	139-208	139-168	139-188
PP	139-167	139-167	139-167	139-156
S1	139-118	139-118	139-152	139-098
S2	139-077	139-077	139-144
S3	138-307	139-028	139-135
S4	138-217	138-258	139-110

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	139-110	0-130	0.3%	0-088	0.2%	38%	False	False	913,766
10	139-240	139-050	0-190	0.4%	0-089	0.2%	58%	False	False	905,148
20	139-290	138-185	1-105	1.0%	0-124	0.3%	69%	False	False	1,193,649
40	140-110	138-185	1-245	1.3%	0-121	0.3%	52%	False	False	676,935

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-026
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	140-278
2.618	140-131
1.618	140-041
1.000	139-305
0.618	139-271
HIGH	139-215
0.618	139-181
0.500	139-170
0.382	139-159
LOW	139-125
0.618	139-069
1.000	139-035
1.618	138-299
2.618	138-209
4.250	138-062

Fisher Pivots for day following 23-Sep-2020
Pivot	1 day	3 day
R1	139-170	139-180
PP	139-167	139-173
S1	139-163	139-167

Download as Excel Spreadsheet

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

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