ECBOT 10 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 25-Sep-2020

Day Change Summary
	Previous	Current
	24-Sep-2020	25-Sep-2020	Change	Change %	Previous Week
Open	139-165	139-175	0-010	0.0%	139-125
High	139-195	139-230	0-035	0.1%	139-235
Low	139-150	139-150	0-000	0.0%	139-125
Close	139-185	139-205	0-020	0.0%	139-205
Range	0-045	0-080	0-035	77.8%	0-110
ATR	0-107	0-105	-0-002	-1.8%	0-000
Volume	1,041,394	774,189	-267,205	-25.7%	4,610,297

Daily Pivots for day following 25-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-115	140-080	139-249
R3	140-035	140-000	139-227
R2	139-275	139-275	139-220
R1	139-240	139-240	139-212	139-258
PP	139-195	139-195	139-195	139-204
S1	139-160	139-160	139-198	139-178
S2	139-115	139-115	139-190
S3	139-035	139-080	139-183
S4	138-275	139-000	139-161

Weekly Pivots for week ending 25-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-198	140-152	139-266
R3	140-088	140-042	139-235
R2	139-298	139-298	139-225
R1	139-252	139-252	139-215	139-275
PP	139-188	139-188	139-188	139-200
S1	139-142	139-142	139-195	139-165
S2	139-078	139-078	139-185
S3	138-288	139-032	139-175
S4	138-178	138-242	139-144

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139-235	139-125	0-110	0.2%	0-074	0.2%	73%	False	False	922,059
10	139-240	139-105	0-135	0.3%	0-080	0.2%	74%	False	False	875,167
20	139-290	138-185	1-105	1.0%	0-114	0.3%	80%	False	False	1,076,432
40	140-110	138-185	1-245	1.3%	0-120	0.3%	60%	False	False	722,066

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	140-250
2.618	140-119
1.618	140-039
1.000	139-310
0.618	139-279
HIGH	139-230
0.618	139-199
0.500	139-190
0.382	139-181
LOW	139-150
0.618	139-101
1.000	139-070
1.618	139-021
2.618	138-261
4.250	138-130

Fisher Pivots for day following 25-Sep-2020
Pivot	1 day	3 day
R1	139-200	139-196
PP	139-195	139-187
S1	139-190	139-178

Download as Excel Spreadsheet

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

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