ECBOT 10 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 11-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2020 |
11-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
139-300 |
139-280 |
-0-020 |
0.0% |
140-050 |
| High |
140-045 |
139-300 |
-0-065 |
-0.1% |
140-130 |
| Low |
139-265 |
139-070 |
-0-195 |
-0.4% |
139-280 |
| Close |
139-280 |
139-080 |
-0-200 |
-0.4% |
139-305 |
| Range |
0-100 |
0-230 |
0-130 |
130.0% |
0-170 |
| ATR |
0-115 |
0-123 |
0-008 |
7.2% |
0-000 |
| Volume |
678,683 |
1,529,185 |
850,502 |
125.3% |
4,410,571 |
|
| Daily Pivots for day following 11-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-200 |
141-050 |
139-206 |
|
| R3 |
140-290 |
140-140 |
139-143 |
|
| R2 |
140-060 |
140-060 |
139-122 |
|
| R1 |
139-230 |
139-230 |
139-101 |
139-190 |
| PP |
139-150 |
139-150 |
139-150 |
139-130 |
| S1 |
139-000 |
139-000 |
139-059 |
138-280 |
| S2 |
138-240 |
138-240 |
139-038 |
|
| S3 |
138-010 |
138-090 |
139-017 |
|
| S4 |
137-100 |
137-180 |
138-274 |
|
|
| Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-215 |
141-110 |
140-078 |
|
| R3 |
141-045 |
140-260 |
140-032 |
|
| R2 |
140-195 |
140-195 |
140-016 |
|
| R1 |
140-090 |
140-090 |
140-001 |
140-058 |
| PP |
140-025 |
140-025 |
140-025 |
140-009 |
| S1 |
139-240 |
139-240 |
139-289 |
139-208 |
| S2 |
139-175 |
139-175 |
139-274 |
|
| S3 |
139-005 |
139-070 |
139-258 |
|
| S4 |
138-155 |
138-220 |
139-212 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140-130 |
139-070 |
1-060 |
0.9% |
0-142 |
0.3% |
3% |
False |
True |
1,000,272 |
| 10 |
140-130 |
139-070 |
1-060 |
0.9% |
0-124 |
0.3% |
3% |
False |
True |
937,986 |
| 20 |
140-130 |
139-035 |
1-095 |
0.9% |
0-108 |
0.2% |
11% |
False |
False |
806,394 |
| 40 |
140-130 |
138-070 |
2-060 |
1.6% |
0-116 |
0.3% |
47% |
False |
False |
888,328 |
| 60 |
140-130 |
136-220 |
3-230 |
2.7% |
0-136 |
0.3% |
69% |
False |
False |
986,267 |
| 80 |
140-130 |
136-220 |
3-230 |
2.7% |
0-140 |
0.3% |
69% |
False |
False |
743,161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142-318 |
|
2.618 |
141-262 |
|
1.618 |
141-032 |
|
1.000 |
140-210 |
|
0.618 |
140-122 |
|
HIGH |
139-300 |
|
0.618 |
139-212 |
|
0.500 |
139-185 |
|
0.382 |
139-158 |
|
LOW |
139-070 |
|
0.618 |
138-248 |
|
1.000 |
138-160 |
|
1.618 |
138-018 |
|
2.618 |
137-108 |
|
4.250 |
136-052 |
|
|
| Fisher Pivots for day following 11-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
139-185 |
139-240 |
| PP |
139-150 |
139-187 |
| S1 |
139-115 |
139-133 |
|