ECBOT 10 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 24-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2020 |
24-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
139-160 |
139-195 |
0-035 |
0.1% |
139-050 |
| High |
139-235 |
139-230 |
-0-005 |
0.0% |
139-235 |
| Low |
139-135 |
139-140 |
0-005 |
0.0% |
139-035 |
| Close |
139-180 |
139-165 |
-0-015 |
0.0% |
139-180 |
| Range |
0-100 |
0-090 |
-0-010 |
-10.0% |
0-200 |
| ATR |
0-119 |
0-117 |
-0-002 |
-1.7% |
0-000 |
| Volume |
994,185 |
1,526,307 |
532,122 |
53.5% |
4,858,160 |
|
| Daily Pivots for day following 24-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-128 |
140-077 |
139-214 |
|
| R3 |
140-038 |
139-307 |
139-190 |
|
| R2 |
139-268 |
139-268 |
139-182 |
|
| R1 |
139-217 |
139-217 |
139-173 |
139-198 |
| PP |
139-178 |
139-178 |
139-178 |
139-169 |
| S1 |
139-127 |
139-127 |
139-157 |
139-108 |
| S2 |
139-088 |
139-088 |
139-148 |
|
| S3 |
138-318 |
139-037 |
139-140 |
|
| S4 |
138-228 |
138-267 |
139-116 |
|
|
| 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 |
139-080 |
0-155 |
0.3% |
0-095 |
0.2% |
55% |
False |
False |
1,076,819 |
| 10 |
139-300 |
138-285 |
1-015 |
0.8% |
0-126 |
0.3% |
60% |
False |
False |
1,183,631 |
| 20 |
140-130 |
138-285 |
1-165 |
1.1% |
0-121 |
0.3% |
41% |
False |
False |
1,027,127 |
| 40 |
140-130 |
138-235 |
1-215 |
1.2% |
0-114 |
0.3% |
47% |
False |
False |
921,557 |
| 60 |
140-130 |
136-220 |
3-230 |
2.7% |
0-132 |
0.3% |
76% |
False |
False |
1,002,929 |
| 80 |
140-130 |
136-220 |
3-230 |
2.7% |
0-136 |
0.3% |
76% |
False |
False |
871,537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-292 |
|
2.618 |
140-146 |
|
1.618 |
140-056 |
|
1.000 |
140-000 |
|
0.618 |
139-286 |
|
HIGH |
139-230 |
|
0.618 |
139-196 |
|
0.500 |
139-185 |
|
0.382 |
139-174 |
|
LOW |
139-140 |
|
0.618 |
139-084 |
|
1.000 |
139-050 |
|
1.618 |
138-314 |
|
2.618 |
138-224 |
|
4.250 |
138-078 |
|
|
| Fisher Pivots for day following 24-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
139-185 |
139-168 |
| PP |
139-178 |
139-167 |
| S1 |
139-172 |
139-166 |
|