ECBOT 10 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 25-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2020 |
25-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
139-195 |
139-150 |
-0-045 |
-0.1% |
139-050 |
| High |
139-230 |
139-155 |
-0-075 |
-0.2% |
139-235 |
| Low |
139-140 |
139-005 |
-0-135 |
-0.3% |
139-035 |
| Close |
139-165 |
139-100 |
-0-065 |
-0.1% |
139-180 |
| Range |
0-090 |
0-150 |
0-060 |
66.7% |
0-200 |
| ATR |
0-117 |
0-120 |
0-003 |
2.7% |
0-000 |
| Volume |
1,526,307 |
3,003,000 |
1,476,693 |
96.7% |
4,858,160 |
|
| Daily Pivots for day following 25-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-217 |
140-148 |
139-182 |
|
| R3 |
140-067 |
139-318 |
139-141 |
|
| R2 |
139-237 |
139-237 |
139-128 |
|
| R1 |
139-168 |
139-168 |
139-114 |
139-128 |
| PP |
139-087 |
139-087 |
139-087 |
139-066 |
| S1 |
139-018 |
139-018 |
139-086 |
138-298 |
| S2 |
138-257 |
138-257 |
139-072 |
|
| S3 |
138-107 |
138-188 |
139-059 |
|
| S4 |
137-277 |
138-038 |
139-018 |
|
|
| 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 |
139-005 |
0-230 |
0.5% |
0-109 |
0.2% |
41% |
False |
True |
1,507,374 |
| 10 |
139-235 |
138-285 |
0-270 |
0.6% |
0-118 |
0.3% |
50% |
False |
False |
1,331,012 |
| 20 |
140-130 |
138-285 |
1-165 |
1.1% |
0-121 |
0.3% |
28% |
False |
False |
1,134,499 |
| 40 |
140-130 |
138-235 |
1-215 |
1.2% |
0-115 |
0.3% |
35% |
False |
False |
974,716 |
| 60 |
140-130 |
136-220 |
3-230 |
2.7% |
0-132 |
0.3% |
71% |
False |
False |
1,037,823 |
| 80 |
140-130 |
136-220 |
3-230 |
2.7% |
0-136 |
0.3% |
71% |
False |
False |
908,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-152 |
|
2.618 |
140-228 |
|
1.618 |
140-078 |
|
1.000 |
139-305 |
|
0.618 |
139-248 |
|
HIGH |
139-155 |
|
0.618 |
139-098 |
|
0.500 |
139-080 |
|
0.382 |
139-062 |
|
LOW |
139-005 |
|
0.618 |
138-232 |
|
1.000 |
138-175 |
|
1.618 |
138-082 |
|
2.618 |
137-252 |
|
4.250 |
137-008 |
|
|
| Fisher Pivots for day following 25-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
139-093 |
139-120 |
| PP |
139-087 |
139-113 |
| S1 |
139-080 |
139-107 |
|