ECBOT 10 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 18-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2020 |
18-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
139-050 |
139-095 |
0-045 |
0.1% |
139-300 |
| High |
139-150 |
139-160 |
0-010 |
0.0% |
140-045 |
| Low |
139-035 |
139-080 |
0-045 |
0.1% |
138-285 |
| Close |
139-105 |
139-125 |
0-020 |
0.0% |
139-040 |
| Range |
0-115 |
0-080 |
-0-035 |
-30.4% |
1-080 |
| ATR |
0-126 |
0-123 |
-0-003 |
-2.6% |
0-000 |
| Volume |
1,000,368 |
850,229 |
-150,139 |
-15.0% |
6,130,527 |
|
| Daily Pivots for day following 18-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-042 |
140-003 |
139-169 |
|
| R3 |
139-282 |
139-243 |
139-147 |
|
| R2 |
139-202 |
139-202 |
139-140 |
|
| R1 |
139-163 |
139-163 |
139-132 |
139-182 |
| PP |
139-122 |
139-122 |
139-122 |
139-131 |
| S1 |
139-083 |
139-083 |
139-118 |
139-102 |
| S2 |
139-042 |
139-042 |
139-110 |
|
| S3 |
138-282 |
139-003 |
139-103 |
|
| S4 |
138-202 |
138-243 |
139-081 |
|
|
| 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 |
139-160 |
138-285 |
0-195 |
0.4% |
0-126 |
0.3% |
82% |
True |
False |
1,154,651 |
| 10 |
140-130 |
138-285 |
1-165 |
1.1% |
0-134 |
0.3% |
33% |
False |
False |
1,077,461 |
| 20 |
140-130 |
138-285 |
1-165 |
1.1% |
0-117 |
0.3% |
33% |
False |
False |
938,525 |
| 40 |
140-130 |
138-165 |
1-285 |
1.4% |
0-116 |
0.3% |
46% |
False |
False |
907,908 |
| 60 |
140-130 |
136-220 |
3-230 |
2.7% |
0-135 |
0.3% |
73% |
False |
False |
1,054,279 |
| 80 |
140-130 |
136-220 |
3-230 |
2.7% |
0-140 |
0.3% |
73% |
False |
False |
815,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-180 |
|
2.618 |
140-049 |
|
1.618 |
139-289 |
|
1.000 |
139-240 |
|
0.618 |
139-209 |
|
HIGH |
139-160 |
|
0.618 |
139-129 |
|
0.500 |
139-120 |
|
0.382 |
139-111 |
|
LOW |
139-080 |
|
0.618 |
139-031 |
|
1.000 |
139-000 |
|
1.618 |
138-271 |
|
2.618 |
138-191 |
|
4.250 |
138-060 |
|
|
| Fisher Pivots for day following 18-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
139-123 |
139-105 |
| PP |
139-122 |
139-085 |
| S1 |
139-120 |
139-065 |
|