ECBOT 10 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 27-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2020 |
27-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
139-085 |
139-105 |
0-020 |
0.0% |
139-050 |
| High |
139-110 |
139-200 |
0-090 |
0.2% |
139-235 |
| Low |
139-005 |
138-285 |
-0-040 |
-0.1% |
139-035 |
| Close |
139-100 |
138-310 |
-0-110 |
-0.2% |
139-180 |
| Range |
0-105 |
0-235 |
0-130 |
123.8% |
0-200 |
| ATR |
0-119 |
0-127 |
0-008 |
7.0% |
0-000 |
| Volume |
2,944,270 |
2,405,027 |
-539,243 |
-18.3% |
4,858,160 |
|
| Daily Pivots for day following 27-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-117 |
140-288 |
139-119 |
|
| R3 |
140-202 |
140-053 |
139-055 |
|
| R2 |
139-287 |
139-287 |
139-033 |
|
| R1 |
139-138 |
139-138 |
139-012 |
139-095 |
| PP |
139-052 |
139-052 |
139-052 |
139-030 |
| S1 |
138-223 |
138-223 |
138-288 |
138-180 |
| S2 |
138-137 |
138-137 |
138-267 |
|
| S3 |
137-222 |
137-308 |
138-245 |
|
| S4 |
136-307 |
137-073 |
138-181 |
|
|
| 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 |
138-285 |
0-270 |
0.6% |
0-136 |
0.3% |
9% |
False |
True |
2,174,557 |
| 10 |
139-235 |
138-285 |
0-270 |
0.6% |
0-118 |
0.3% |
9% |
False |
True |
1,584,253 |
| 20 |
140-130 |
138-285 |
1-165 |
1.1% |
0-128 |
0.3% |
5% |
False |
True |
1,326,768 |
| 40 |
140-130 |
138-235 |
1-215 |
1.2% |
0-118 |
0.3% |
14% |
False |
False |
1,048,347 |
| 60 |
140-130 |
136-220 |
3-230 |
2.7% |
0-132 |
0.3% |
61% |
False |
False |
1,089,082 |
| 80 |
140-130 |
136-220 |
3-230 |
2.7% |
0-138 |
0.3% |
61% |
False |
False |
975,514 |
| 100 |
140-130 |
136-220 |
3-230 |
2.7% |
0-142 |
0.3% |
61% |
False |
False |
781,622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142-239 |
|
2.618 |
141-175 |
|
1.618 |
140-260 |
|
1.000 |
140-115 |
|
0.618 |
140-025 |
|
HIGH |
139-200 |
|
0.618 |
139-110 |
|
0.500 |
139-082 |
|
0.382 |
139-055 |
|
LOW |
138-285 |
|
0.618 |
138-140 |
|
1.000 |
138-050 |
|
1.618 |
137-225 |
|
2.618 |
136-310 |
|
4.250 |
135-246 |
|
|
| Fisher Pivots for day following 27-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
139-082 |
139-082 |
| PP |
139-052 |
139-052 |
| S1 |
139-021 |
139-021 |
|