ECBOT 10 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 21-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2020 |
21-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
139-100 |
139-160 |
0-060 |
0.1% |
139-050 |
| High |
139-210 |
139-235 |
0-025 |
0.1% |
139-235 |
| Low |
139-100 |
139-135 |
0-035 |
0.1% |
139-035 |
| Close |
139-180 |
139-180 |
0-000 |
0.0% |
139-180 |
| Range |
0-110 |
0-100 |
-0-010 |
-9.1% |
0-200 |
| ATR |
0-120 |
0-119 |
-0-001 |
-1.2% |
0-000 |
| Volume |
980,383 |
994,185 |
13,802 |
1.4% |
4,858,160 |
|
| Daily Pivots for day following 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-163 |
140-112 |
139-235 |
|
| R3 |
140-063 |
140-012 |
139-208 |
|
| R2 |
139-283 |
139-283 |
139-198 |
|
| R1 |
139-232 |
139-232 |
139-189 |
139-258 |
| PP |
139-183 |
139-183 |
139-183 |
139-196 |
| S1 |
139-132 |
139-132 |
139-171 |
139-158 |
| S2 |
139-083 |
139-083 |
139-162 |
|
| S3 |
138-303 |
139-032 |
139-152 |
|
| S4 |
138-203 |
138-252 |
139-125 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-110 |
141-025 |
139-290 |
|
| R3 |
140-230 |
140-145 |
139-235 |
|
| R2 |
140-030 |
140-030 |
139-217 |
|
| R1 |
139-265 |
139-265 |
139-198 |
139-308 |
| PP |
139-150 |
139-150 |
139-150 |
139-171 |
| S1 |
139-065 |
139-065 |
139-162 |
139-108 |
| S2 |
138-270 |
138-270 |
139-143 |
|
| S3 |
138-070 |
138-185 |
139-125 |
|
| S4 |
137-190 |
137-305 |
139-070 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139-235 |
139-035 |
0-200 |
0.4% |
0-100 |
0.2% |
73% |
True |
False |
971,632 |
| 10 |
140-045 |
138-285 |
1-080 |
0.9% |
0-126 |
0.3% |
54% |
False |
False |
1,098,868 |
| 20 |
140-130 |
138-285 |
1-165 |
1.1% |
0-122 |
0.3% |
44% |
False |
False |
988,215 |
| 40 |
140-130 |
138-235 |
1-215 |
1.2% |
0-115 |
0.3% |
50% |
False |
False |
906,507 |
| 60 |
140-130 |
136-220 |
3-230 |
2.7% |
0-132 |
0.3% |
77% |
False |
False |
1,003,501 |
| 80 |
140-130 |
136-220 |
3-230 |
2.7% |
0-137 |
0.3% |
77% |
False |
False |
852,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-020 |
|
2.618 |
140-177 |
|
1.618 |
140-077 |
|
1.000 |
140-015 |
|
0.618 |
139-297 |
|
HIGH |
139-235 |
|
0.618 |
139-197 |
|
0.500 |
139-185 |
|
0.382 |
139-173 |
|
LOW |
139-135 |
|
0.618 |
139-073 |
|
1.000 |
139-035 |
|
1.618 |
138-293 |
|
2.618 |
138-193 |
|
4.250 |
138-030 |
|
|
| Fisher Pivots for day following 21-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
139-185 |
139-173 |
| PP |
139-183 |
139-167 |
| S1 |
139-182 |
139-160 |
|