ECBOT 10 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 12-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2020 |
12-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
139-280 |
139-115 |
-0-165 |
-0.4% |
140-050 |
| High |
139-300 |
139-160 |
-0-140 |
-0.3% |
140-130 |
| Low |
139-070 |
139-000 |
-0-070 |
-0.2% |
139-280 |
| Close |
139-080 |
139-060 |
-0-020 |
0.0% |
139-305 |
| Range |
0-230 |
0-160 |
-0-070 |
-30.4% |
0-170 |
| ATR |
0-123 |
0-125 |
0-003 |
2.2% |
0-000 |
| Volume |
1,529,185 |
1,494,585 |
-34,600 |
-2.3% |
4,410,571 |
|
| Daily Pivots for day following 12-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-233 |
140-147 |
139-148 |
|
| R3 |
140-073 |
139-307 |
139-104 |
|
| R2 |
139-233 |
139-233 |
139-089 |
|
| R1 |
139-147 |
139-147 |
139-075 |
139-110 |
| PP |
139-073 |
139-073 |
139-073 |
139-055 |
| S1 |
138-307 |
138-307 |
139-045 |
138-270 |
| S2 |
138-233 |
138-233 |
139-031 |
|
| S3 |
138-073 |
138-147 |
139-016 |
|
| S4 |
137-233 |
137-307 |
138-292 |
|
|
| 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 |
139-000 |
1-130 |
1.0% |
0-148 |
0.3% |
13% |
False |
True |
1,095,071 |
| 10 |
140-130 |
139-000 |
1-130 |
1.0% |
0-131 |
0.3% |
13% |
False |
True |
1,008,848 |
| 20 |
140-130 |
139-000 |
1-130 |
1.0% |
0-110 |
0.2% |
13% |
False |
True |
841,643 |
| 40 |
140-130 |
138-115 |
2-015 |
1.5% |
0-116 |
0.3% |
40% |
False |
False |
886,847 |
| 60 |
140-130 |
136-220 |
3-230 |
2.7% |
0-134 |
0.3% |
67% |
False |
False |
1,009,520 |
| 80 |
140-130 |
136-220 |
3-230 |
2.7% |
0-141 |
0.3% |
67% |
False |
False |
761,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-200 |
|
2.618 |
140-259 |
|
1.618 |
140-099 |
|
1.000 |
140-000 |
|
0.618 |
139-259 |
|
HIGH |
139-160 |
|
0.618 |
139-099 |
|
0.500 |
139-080 |
|
0.382 |
139-061 |
|
LOW |
139-000 |
|
0.618 |
138-221 |
|
1.000 |
138-160 |
|
1.618 |
138-061 |
|
2.618 |
137-221 |
|
4.250 |
136-280 |
|
|
| Fisher Pivots for day following 12-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
139-080 |
139-182 |
| PP |
139-073 |
139-142 |
| S1 |
139-067 |
139-101 |
|