ECBOT 10 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 17-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2020 |
17-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
138-290 |
139-050 |
0-080 |
0.2% |
139-300 |
| High |
139-070 |
139-150 |
0-080 |
0.2% |
140-045 |
| Low |
138-290 |
139-035 |
0-065 |
0.1% |
138-285 |
| Close |
139-040 |
139-105 |
0-065 |
0.1% |
139-040 |
| Range |
0-100 |
0-115 |
0-015 |
15.0% |
1-080 |
| ATR |
0-127 |
0-126 |
-0-001 |
-0.7% |
0-000 |
| Volume |
1,105,774 |
1,000,368 |
-105,406 |
-9.5% |
6,130,527 |
|
| Daily Pivots for day following 17-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-122 |
140-068 |
139-168 |
|
| R3 |
140-007 |
139-273 |
139-137 |
|
| R2 |
139-212 |
139-212 |
139-126 |
|
| R1 |
139-158 |
139-158 |
139-116 |
139-185 |
| PP |
139-097 |
139-097 |
139-097 |
139-110 |
| S1 |
139-043 |
139-043 |
139-094 |
139-070 |
| S2 |
138-302 |
138-302 |
139-084 |
|
| S3 |
138-187 |
138-248 |
139-073 |
|
| S4 |
138-072 |
138-133 |
139-042 |
|
|
| 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 |
139-300 |
138-285 |
1-015 |
0.8% |
0-156 |
0.3% |
42% |
False |
False |
1,290,442 |
| 10 |
140-130 |
138-285 |
1-165 |
1.1% |
0-141 |
0.3% |
29% |
False |
False |
1,069,748 |
| 20 |
140-130 |
138-285 |
1-165 |
1.1% |
0-117 |
0.3% |
29% |
False |
False |
926,718 |
| 40 |
140-130 |
138-165 |
1-285 |
1.4% |
0-116 |
0.3% |
43% |
False |
False |
904,988 |
| 60 |
140-130 |
136-220 |
3-230 |
2.7% |
0-135 |
0.3% |
71% |
False |
False |
1,052,278 |
| 80 |
140-130 |
136-220 |
3-230 |
2.7% |
0-140 |
0.3% |
71% |
False |
False |
804,489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-319 |
|
2.618 |
140-131 |
|
1.618 |
140-016 |
|
1.000 |
139-265 |
|
0.618 |
139-221 |
|
HIGH |
139-150 |
|
0.618 |
139-106 |
|
0.500 |
139-092 |
|
0.382 |
139-079 |
|
LOW |
139-035 |
|
0.618 |
138-284 |
|
1.000 |
138-240 |
|
1.618 |
138-169 |
|
2.618 |
138-054 |
|
4.250 |
137-186 |
|
|
| Fisher Pivots for day following 17-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
139-101 |
139-089 |
| PP |
139-097 |
139-073 |
| S1 |
139-092 |
139-058 |
|