ECBOT 10 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 07-Oct-2020

Day Change Summary
	Previous	Current
	06-Oct-2020	07-Oct-2020	Change	Change %	Previous Week
Open	138-245	139-040	0-115	0.3%	139-205
High	139-060	139-045	-0-015	0.0%	139-260
Low	138-230	138-205	-0-025	-0.1%	139-065
Close	139-015	138-230	-0-105	-0.2%	139-140
Range	0-150	0-160	0-010	6.7%	0-195
ATR	0-118	0-121	0-003	2.6%	0-000
Volume	1,619,887	1,348,929	-270,958	-16.7%	6,206,196

Daily Pivots for day following 07-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-107	140-008	138-318
R3	139-267	139-168	138-274
R2	139-107	139-107	138-259
R1	139-008	139-008	138-245	138-298
PP	138-267	138-267	138-267	138-251
S1	138-168	138-168	138-215	138-138
S2	138-107	138-107	138-201
S3	137-267	138-008	138-186
S4	137-107	137-168	138-142

Weekly Pivots for week ending 02-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	141-100	140-315	139-247
R3	140-225	140-120	139-194
R2	140-030	140-030	139-176
R1	139-245	139-245	139-158	139-200
PP	139-155	139-155	139-155	139-132
S1	139-050	139-050	139-122	139-005
S2	138-280	138-280	139-104
S3	138-085	138-175	139-086
S4	137-210	137-300	139-033

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139-250	138-205	1-045	0.8%	0-162	0.4%	7%	False	True	1,455,834
10	139-260	138-205	1-055	0.8%	0-120	0.3%	7%	False	True	1,233,048
20	139-260	138-205	1-055	0.8%	0-104	0.2%	7%	False	True	1,069,098
40	139-290	138-185	1-105	1.0%	0-121	0.3%	11%	False	False	983,289
60	140-110	138-185	1-245	1.3%	0-113	0.3%	8%	False	False	656,992

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-025
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	141-085
2.618	140-144
1.618	139-304
1.000	139-205
0.618	139-144
HIGH	139-045
0.618	138-304
0.500	138-285
0.382	138-266
LOW	138-205
0.618	138-106
1.000	138-045
1.618	137-266
2.618	137-106
4.250	136-165

Fisher Pivots for day following 07-Oct-2020
Pivot	1 day	3 day
R1	138-285	139-015
PP	138-267	138-300
S1	138-248	138-265

Download as Excel Spreadsheet

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

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