ECBOT 10 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 14-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2020 |
14-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
139-040 |
138-290 |
-0-070 |
-0.2% |
139-300 |
| High |
139-140 |
139-070 |
-0-070 |
-0.2% |
140-045 |
| Low |
138-285 |
138-290 |
0-005 |
0.0% |
138-285 |
| Close |
138-310 |
139-040 |
0-050 |
0.1% |
139-040 |
| Range |
0-175 |
0-100 |
-0-075 |
-42.9% |
1-080 |
| ATR |
0-129 |
0-127 |
-0-002 |
-1.6% |
0-000 |
| Volume |
1,322,300 |
1,105,774 |
-216,526 |
-16.4% |
6,130,527 |
|
| Daily Pivots for day following 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-007 |
139-283 |
139-095 |
|
| R3 |
139-227 |
139-183 |
139-068 |
|
| R2 |
139-127 |
139-127 |
139-058 |
|
| R1 |
139-083 |
139-083 |
139-049 |
139-105 |
| PP |
139-027 |
139-027 |
139-027 |
139-038 |
| S1 |
138-303 |
138-303 |
139-031 |
139-005 |
| S2 |
138-247 |
138-247 |
139-022 |
|
| S3 |
138-147 |
138-203 |
139-012 |
|
| S4 |
138-047 |
138-103 |
138-305 |
|
|
| Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-043 |
142-122 |
139-260 |
|
| R3 |
141-283 |
141-042 |
139-150 |
|
| R2 |
140-203 |
140-203 |
139-113 |
|
| R1 |
139-282 |
139-282 |
139-077 |
139-202 |
| PP |
139-123 |
139-123 |
139-123 |
139-084 |
| S1 |
138-202 |
138-202 |
139-003 |
138-122 |
| S2 |
138-043 |
138-043 |
138-287 |
|
| S3 |
136-283 |
137-122 |
138-250 |
|
| S4 |
135-203 |
136-042 |
138-140 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140-045 |
138-285 |
1-080 |
0.9% |
0-153 |
0.3% |
19% |
False |
False |
1,226,105 |
| 10 |
140-130 |
138-285 |
1-165 |
1.1% |
0-138 |
0.3% |
15% |
False |
False |
1,054,109 |
| 20 |
140-130 |
138-285 |
1-165 |
1.1% |
0-115 |
0.3% |
15% |
False |
False |
903,257 |
| 40 |
140-130 |
138-135 |
1-315 |
1.4% |
0-117 |
0.3% |
35% |
False |
False |
901,530 |
| 60 |
140-130 |
136-220 |
3-230 |
2.7% |
0-135 |
0.3% |
66% |
False |
False |
1,044,092 |
| 80 |
140-130 |
136-220 |
3-230 |
2.7% |
0-139 |
0.3% |
66% |
False |
False |
792,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-175 |
|
2.618 |
140-012 |
|
1.618 |
139-232 |
|
1.000 |
139-170 |
|
0.618 |
139-132 |
|
HIGH |
139-070 |
|
0.618 |
139-032 |
|
0.500 |
139-020 |
|
0.382 |
139-008 |
|
LOW |
138-290 |
|
0.618 |
138-228 |
|
1.000 |
138-190 |
|
1.618 |
138-128 |
|
2.618 |
138-028 |
|
4.250 |
137-185 |
|
|
| Fisher Pivots for day following 14-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
139-033 |
139-062 |
| PP |
139-027 |
139-055 |
| S1 |
139-020 |
139-048 |
|