ECBOT 10 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 19-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2020 |
19-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
139-095 |
139-135 |
0-040 |
0.1% |
139-300 |
| High |
139-160 |
139-180 |
0-020 |
0.0% |
140-045 |
| Low |
139-080 |
139-085 |
0-005 |
0.0% |
138-285 |
| Close |
139-125 |
139-120 |
-0-005 |
0.0% |
139-040 |
| Range |
0-080 |
0-095 |
0-015 |
18.8% |
1-080 |
| ATR |
0-123 |
0-121 |
-0-002 |
-1.6% |
0-000 |
| Volume |
850,229 |
1,032,995 |
182,766 |
21.5% |
6,130,527 |
|
| Daily Pivots for day following 19-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-093 |
140-042 |
139-172 |
|
| R3 |
139-318 |
139-267 |
139-146 |
|
| R2 |
139-223 |
139-223 |
139-137 |
|
| R1 |
139-172 |
139-172 |
139-129 |
139-150 |
| PP |
139-128 |
139-128 |
139-128 |
139-118 |
| S1 |
139-077 |
139-077 |
139-111 |
139-055 |
| S2 |
139-033 |
139-033 |
139-103 |
|
| S3 |
138-258 |
138-302 |
139-094 |
|
| S4 |
138-163 |
138-207 |
139-068 |
|
|
| 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 |
139-180 |
138-285 |
0-215 |
0.5% |
0-113 |
0.3% |
72% |
True |
False |
1,062,333 |
| 10 |
140-130 |
138-285 |
1-165 |
1.1% |
0-130 |
0.3% |
32% |
False |
False |
1,078,702 |
| 20 |
140-130 |
138-285 |
1-165 |
1.1% |
0-119 |
0.3% |
32% |
False |
False |
957,780 |
| 40 |
140-130 |
138-170 |
1-280 |
1.3% |
0-115 |
0.3% |
45% |
False |
False |
909,792 |
| 60 |
140-130 |
136-220 |
3-230 |
2.7% |
0-134 |
0.3% |
72% |
False |
False |
1,024,929 |
| 80 |
140-130 |
136-220 |
3-230 |
2.7% |
0-139 |
0.3% |
72% |
False |
False |
827,975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-264 |
|
2.618 |
140-109 |
|
1.618 |
140-014 |
|
1.000 |
139-275 |
|
0.618 |
139-239 |
|
HIGH |
139-180 |
|
0.618 |
139-144 |
|
0.500 |
139-132 |
|
0.382 |
139-121 |
|
LOW |
139-085 |
|
0.618 |
139-026 |
|
1.000 |
138-310 |
|
1.618 |
138-251 |
|
2.618 |
138-156 |
|
4.250 |
138-001 |
|
|
| Fisher Pivots for day following 19-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
139-132 |
139-116 |
| PP |
139-128 |
139-112 |
| S1 |
139-124 |
139-108 |
|