ECBOT 10 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 13-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2020 |
13-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
139-115 |
139-040 |
-0-075 |
-0.2% |
140-050 |
| High |
139-160 |
139-140 |
-0-020 |
0.0% |
140-130 |
| Low |
139-000 |
138-285 |
-0-035 |
-0.1% |
139-280 |
| Close |
139-060 |
138-310 |
-0-070 |
-0.2% |
139-305 |
| Range |
0-160 |
0-175 |
0-015 |
9.4% |
0-170 |
| ATR |
0-125 |
0-129 |
0-004 |
2.8% |
0-000 |
| Volume |
1,494,585 |
1,322,300 |
-172,285 |
-11.5% |
4,410,571 |
|
| Daily Pivots for day following 13-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-237 |
140-128 |
139-086 |
|
| R3 |
140-062 |
139-273 |
139-038 |
|
| R2 |
139-207 |
139-207 |
139-022 |
|
| R1 |
139-098 |
139-098 |
139-006 |
139-065 |
| PP |
139-032 |
139-032 |
139-032 |
139-015 |
| S1 |
138-243 |
138-243 |
138-294 |
138-210 |
| S2 |
138-177 |
138-177 |
138-278 |
|
| S3 |
138-002 |
138-068 |
138-262 |
|
| S4 |
137-147 |
137-213 |
138-214 |
|
|
| 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 |
140-090 |
138-285 |
1-125 |
1.0% |
0-157 |
0.4% |
6% |
False |
True |
1,182,892 |
| 10 |
140-130 |
138-285 |
1-165 |
1.1% |
0-138 |
0.3% |
5% |
False |
True |
1,069,283 |
| 20 |
140-130 |
138-285 |
1-165 |
1.1% |
0-114 |
0.3% |
5% |
False |
True |
876,302 |
| 40 |
140-130 |
138-135 |
1-315 |
1.4% |
0-118 |
0.3% |
28% |
False |
False |
895,551 |
| 60 |
140-130 |
136-220 |
3-230 |
2.7% |
0-135 |
0.3% |
61% |
False |
False |
1,029,389 |
| 80 |
140-130 |
136-220 |
3-230 |
2.7% |
0-141 |
0.3% |
61% |
False |
False |
778,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-244 |
|
2.618 |
140-278 |
|
1.618 |
140-103 |
|
1.000 |
139-315 |
|
0.618 |
139-248 |
|
HIGH |
139-140 |
|
0.618 |
139-073 |
|
0.500 |
139-052 |
|
0.382 |
139-032 |
|
LOW |
138-285 |
|
0.618 |
138-177 |
|
1.000 |
138-110 |
|
1.618 |
138-002 |
|
2.618 |
137-147 |
|
4.250 |
136-181 |
|
|
| Fisher Pivots for day following 13-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
139-052 |
139-132 |
| PP |
139-032 |
139-085 |
| S1 |
139-011 |
139-038 |
|