ECBOT 10 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 28-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2020 |
28-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
139-105 |
138-290 |
-0-135 |
-0.3% |
139-195 |
| High |
139-200 |
139-115 |
-0-085 |
-0.2% |
139-230 |
| Low |
138-285 |
138-230 |
-0-055 |
-0.1% |
138-230 |
| Close |
138-310 |
139-080 |
0-090 |
0.2% |
139-080 |
| Range |
0-235 |
0-205 |
-0-030 |
-12.8% |
1-000 |
| ATR |
0-127 |
0-133 |
0-006 |
4.4% |
0-000 |
| Volume |
2,405,027 |
899,499 |
-1,505,528 |
-62.6% |
10,778,103 |
|
| Daily Pivots for day following 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-010 |
140-250 |
139-193 |
|
| R3 |
140-125 |
140-045 |
139-136 |
|
| R2 |
139-240 |
139-240 |
139-118 |
|
| R1 |
139-160 |
139-160 |
139-099 |
139-200 |
| PP |
139-035 |
139-035 |
139-035 |
139-055 |
| S1 |
138-275 |
138-275 |
139-061 |
138-315 |
| S2 |
138-150 |
138-150 |
139-042 |
|
| S3 |
137-265 |
138-070 |
139-024 |
|
| S4 |
137-060 |
137-185 |
138-287 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-073 |
141-237 |
139-256 |
|
| R3 |
141-073 |
140-237 |
139-168 |
|
| R2 |
140-073 |
140-073 |
139-139 |
|
| R1 |
139-237 |
139-237 |
139-109 |
139-155 |
| PP |
139-073 |
139-073 |
139-073 |
139-032 |
| S1 |
138-237 |
138-237 |
139-051 |
138-155 |
| S2 |
138-073 |
138-073 |
139-021 |
|
| S3 |
137-073 |
137-237 |
138-312 |
|
| S4 |
136-073 |
136-237 |
138-224 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139-230 |
138-230 |
1-000 |
0.7% |
0-157 |
0.4% |
53% |
False |
True |
2,155,620 |
| 10 |
139-235 |
138-230 |
1-005 |
0.7% |
0-128 |
0.3% |
52% |
False |
True |
1,563,626 |
| 20 |
140-130 |
138-230 |
1-220 |
1.2% |
0-134 |
0.3% |
31% |
False |
True |
1,308,868 |
| 40 |
140-130 |
138-230 |
1-220 |
1.2% |
0-119 |
0.3% |
31% |
False |
True |
1,048,574 |
| 60 |
140-130 |
136-220 |
3-230 |
2.7% |
0-132 |
0.3% |
69% |
False |
False |
1,075,746 |
| 80 |
140-130 |
136-220 |
3-230 |
2.7% |
0-138 |
0.3% |
69% |
False |
False |
986,602 |
| 100 |
140-130 |
136-220 |
3-230 |
2.7% |
0-141 |
0.3% |
69% |
False |
False |
790,617 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142-026 |
|
2.618 |
141-012 |
|
1.618 |
140-127 |
|
1.000 |
140-000 |
|
0.618 |
139-242 |
|
HIGH |
139-115 |
|
0.618 |
139-037 |
|
0.500 |
139-012 |
|
0.382 |
138-308 |
|
LOW |
138-230 |
|
0.618 |
138-103 |
|
1.000 |
138-025 |
|
1.618 |
137-218 |
|
2.618 |
137-013 |
|
4.250 |
135-319 |
|
|
| Fisher Pivots for day following 28-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
139-058 |
139-072 |
| PP |
139-035 |
139-063 |
| S1 |
139-012 |
139-055 |
|