ECBOT 10 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 30-Sep-2020

Day Change Summary
	Previous	Current
	29-Sep-2020	30-Sep-2020	Change	Change %	Previous Week
Open	139-225	139-235	0-010	0.0%	139-125
High	139-260	139-255	-0-005	0.0%	139-235
Low	139-200	139-110	-0-090	-0.2%	139-125
Close	139-250	139-170	-0-080	-0.2%	139-205
Range	0-060	0-145	0-085	141.7%	0-110
ATR	0-099	0-102	0-003	3.4%	0-000
Volume	788,134	1,728,153	940,019	119.3%	4,610,297

Daily Pivots for day following 30-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-293	140-217	139-250
R3	140-148	140-072	139-210
R2	140-003	140-003	139-197
R1	139-247	139-247	139-183	139-212
PP	139-178	139-178	139-178	139-161
S1	139-102	139-102	139-157	139-068
S2	139-033	139-033	139-143
S3	138-208	138-277	139-130
S4	138-063	138-132	139-090

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	139-260	139-110	0-150	0.3%	0-077	0.2%	40%	False	True	1,010,262
10	139-260	139-110	0-150	0.3%	0-082	0.2%	40%	False	True	962,014
20	139-290	139-000	0-290	0.6%	0-104	0.2%	59%	False	False	1,020,957
40	140-100	138-185	1-235	1.2%	0-118	0.3%	55%	False	False	802,237

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-018
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	141-231
2.618	140-315
1.618	140-170
1.000	140-080
0.618	140-025
HIGH	139-255
0.618	139-200
0.500	139-182
0.382	139-165
LOW	139-110
0.618	139-020
1.000	138-285
1.618	138-195
2.618	138-050
4.250	137-134

Fisher Pivots for day following 30-Sep-2020
Pivot	1 day	3 day
R1	139-182	139-185
PP	139-178	139-180
S1	139-174	139-175

Download as Excel Spreadsheet

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

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