ECBOT 10 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 01-Oct-2020

Day Change Summary
	Previous	Current
	30-Sep-2020	01-Oct-2020	Change	Change %	Previous Week
Open	139-235	139-150	-0-085	-0.2%	139-125
High	139-255	139-205	-0-050	-0.1%	139-235
Low	139-110	139-065	-0-045	-0.1%	139-125
Close	139-170	139-175	0-005	0.0%	139-205
Range	0-145	0-140	-0-005	-3.4%	0-110
ATR	0-102	0-105	0-003	2.7%	0-000
Volume	1,728,153	1,526,426	-201,727	-11.7%	4,610,297

Daily Pivots for day following 01-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-248	140-192	139-252
R3	140-108	140-052	139-214
R2	139-288	139-288	139-201
R1	139-232	139-232	139-188	139-260
PP	139-148	139-148	139-148	139-162
S1	139-092	139-092	139-162	139-120
S2	139-008	139-008	139-149
S3	138-188	138-272	139-136
S4	138-048	138-132	139-098

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	139-065	0-195	0.4%	0-096	0.2%	56%	False	True	1,107,268
10	139-260	139-065	0-195	0.4%	0-084	0.2%	56%	False	True	1,010,117
20	139-290	139-000	0-290	0.6%	0-105	0.2%	60%	False	False	1,042,063
40	140-100	138-185	1-235	1.2%	0-119	0.3%	56%	False	False	840,289

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	0-024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	141-160
2.618	140-252
1.618	140-112
1.000	140-025
0.618	139-292
HIGH	139-205
0.618	139-152
0.500	139-135
0.382	139-118
LOW	139-065
0.618	138-298
1.000	138-245
1.618	138-158
2.618	138-018
4.250	137-110

Fisher Pivots for day following 01-Oct-2020
Pivot	1 day	3 day
R1	139-162	139-171
PP	139-148	139-167
S1	139-135	139-162

Download as Excel Spreadsheet

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

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