ECBOT 10 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 20-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2020 |
20-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
139-135 |
139-100 |
-0-035 |
-0.1% |
139-300 |
| High |
139-180 |
139-210 |
0-030 |
0.1% |
140-045 |
| Low |
139-085 |
139-100 |
0-015 |
0.0% |
138-285 |
| Close |
139-120 |
139-180 |
0-060 |
0.1% |
139-040 |
| Range |
0-095 |
0-110 |
0-015 |
15.8% |
1-080 |
| ATR |
0-121 |
0-120 |
-0-001 |
-0.6% |
0-000 |
| Volume |
1,032,995 |
980,383 |
-52,612 |
-5.1% |
6,130,527 |
|
| Daily Pivots for day following 20-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-173 |
140-127 |
139-240 |
|
| R3 |
140-063 |
140-017 |
139-210 |
|
| R2 |
139-273 |
139-273 |
139-200 |
|
| R1 |
139-227 |
139-227 |
139-190 |
139-250 |
| PP |
139-163 |
139-163 |
139-163 |
139-175 |
| S1 |
139-117 |
139-117 |
139-170 |
139-140 |
| S2 |
139-053 |
139-053 |
139-160 |
|
| S3 |
138-263 |
139-007 |
139-150 |
|
| S4 |
138-153 |
138-217 |
139-120 |
|
|
| 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 |
139-210 |
138-290 |
0-240 |
0.5% |
0-100 |
0.2% |
88% |
True |
False |
993,949 |
| 10 |
140-090 |
138-285 |
1-125 |
1.0% |
0-128 |
0.3% |
48% |
False |
False |
1,088,421 |
| 20 |
140-130 |
138-285 |
1-165 |
1.1% |
0-121 |
0.3% |
44% |
False |
False |
973,736 |
| 40 |
140-130 |
138-235 |
1-215 |
1.2% |
0-115 |
0.3% |
50% |
False |
False |
909,258 |
| 60 |
140-130 |
136-220 |
3-230 |
2.7% |
0-132 |
0.3% |
77% |
False |
False |
1,008,215 |
| 80 |
140-130 |
136-220 |
3-230 |
2.7% |
0-138 |
0.3% |
77% |
False |
False |
840,179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-038 |
|
2.618 |
140-178 |
|
1.618 |
140-068 |
|
1.000 |
140-000 |
|
0.618 |
139-278 |
|
HIGH |
139-210 |
|
0.618 |
139-168 |
|
0.500 |
139-155 |
|
0.382 |
139-142 |
|
LOW |
139-100 |
|
0.618 |
139-032 |
|
1.000 |
138-310 |
|
1.618 |
138-242 |
|
2.618 |
138-132 |
|
4.250 |
137-272 |
|
|
| Fisher Pivots for day following 20-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
139-172 |
139-168 |
| PP |
139-163 |
139-157 |
| S1 |
139-155 |
139-145 |
|