ECBOT 10 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 21-Sep-2020

Day Change Summary
	Previous	Current
	18-Sep-2020	21-Sep-2020	Change	Change %	Previous Week
Open	139-225	139-195	-0-030	-0.1%	139-245
High	139-240	139-285	0-045	0.1%	139-305
Low	139-180	139-190	0-010	0.0%	139-170
Close	139-195	139-245	0-050	0.1%	139-195
Range	0-060	0-095	0-035	58.3%	0-135
ATR	0-115	0-113	-0-001	-1.2%	0-000
Volume	8,117	1,590	-6,527	-80.4%	23,239

Daily Pivots for day following 21-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-205	140-160	139-297
R3	140-110	140-065	139-271
R2	140-015	140-015	139-262
R1	139-290	139-290	139-254	139-312
PP	139-240	139-240	139-240	139-251
S1	139-195	139-195	139-236	139-218
S2	139-145	139-145	139-228
S3	139-050	139-100	139-219
S4	138-275	139-005	139-193

Weekly Pivots for week ending 18-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	140-308	140-227	139-269
R3	140-173	140-092	139-232
R2	140-038	140-038	139-220
R1	139-277	139-277	139-207	139-250
PP	139-223	139-223	139-223	139-210
S1	139-142	139-142	139-183	139-115
S2	139-088	139-088	139-170
S3	138-273	139-007	139-158
S4	138-138	138-192	139-121

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139-305	139-170	0-135	0.3%	0-088	0.2%	56%	False	False	3,883
10	139-305	139-070	0-235	0.5%	0-092	0.2%	74%	False	False	4,028
20	140-010	138-230	1-100	0.9%	0-120	0.3%	80%	False	False	552,027
40	140-130	138-230	1-220	1.2%	0-121	0.3%	62%	False	False	770,121
60	140-130	138-230	1-220	1.2%	0-117	0.3%	62%	False	False	788,347
80	140-130	136-220	3-230	2.7%	0-129	0.3%	83%	False	False	890,632
100	140-130	136-220	3-230	2.7%	0-134	0.3%	83%	False	False	792,458

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	141-049
2.618	140-214
1.618	140-119
1.000	140-060
0.618	140-024
HIGH	139-285
0.618	139-249
0.500	139-238
0.382	139-226
LOW	139-190
0.618	139-131
1.000	139-095
1.618	139-036
2.618	138-261
4.250	138-106

Fisher Pivots for day following 21-Sep-2020
Pivot	1 day	3 day
R1	139-242	139-242
PP	139-240	139-238
S1	139-238	139-235

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols