ECBOT 10 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 31-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2020 |
31-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
138-290 |
139-095 |
0-125 |
0.3% |
139-195 |
| High |
139-115 |
139-145 |
0-030 |
0.1% |
139-230 |
| Low |
138-230 |
139-030 |
0-120 |
0.3% |
138-230 |
| Close |
139-080 |
139-130 |
0-050 |
0.1% |
139-080 |
| Range |
0-205 |
0-115 |
-0-090 |
-43.9% |
1-000 |
| ATR |
0-133 |
0-131 |
-0-001 |
-0.9% |
0-000 |
| Volume |
899,499 |
87,139 |
-812,360 |
-90.3% |
10,778,103 |
|
| Daily Pivots for day following 31-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-127 |
140-083 |
139-193 |
|
| R3 |
140-012 |
139-288 |
139-162 |
|
| R2 |
139-217 |
139-217 |
139-151 |
|
| R1 |
139-173 |
139-173 |
139-141 |
139-195 |
| PP |
139-102 |
139-102 |
139-102 |
139-112 |
| S1 |
139-058 |
139-058 |
139-119 |
139-080 |
| S2 |
138-307 |
138-307 |
139-109 |
|
| S3 |
138-192 |
138-263 |
139-098 |
|
| S4 |
138-077 |
138-148 |
139-067 |
|
|
| 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 |
139-200 |
138-230 |
0-290 |
0.7% |
0-162 |
0.4% |
76% |
False |
False |
1,867,787 |
| 10 |
139-235 |
138-230 |
1-005 |
0.7% |
0-128 |
0.3% |
68% |
False |
False |
1,472,303 |
| 20 |
140-130 |
138-230 |
1-220 |
1.2% |
0-135 |
0.3% |
41% |
False |
False |
1,271,026 |
| 40 |
140-130 |
138-230 |
1-220 |
1.2% |
0-118 |
0.3% |
41% |
False |
False |
1,029,947 |
| 60 |
140-130 |
136-300 |
3-150 |
2.5% |
0-127 |
0.3% |
71% |
False |
False |
1,040,339 |
| 80 |
140-130 |
136-220 |
3-230 |
2.7% |
0-136 |
0.3% |
73% |
False |
False |
987,519 |
| 100 |
140-130 |
136-220 |
3-230 |
2.7% |
0-140 |
0.3% |
73% |
False |
False |
791,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-314 |
|
2.618 |
140-126 |
|
1.618 |
140-011 |
|
1.000 |
139-260 |
|
0.618 |
139-216 |
|
HIGH |
139-145 |
|
0.618 |
139-101 |
|
0.500 |
139-088 |
|
0.382 |
139-074 |
|
LOW |
139-030 |
|
0.618 |
138-279 |
|
1.000 |
138-235 |
|
1.618 |
138-164 |
|
2.618 |
138-049 |
|
4.250 |
137-181 |
|
|
| Fisher Pivots for day following 31-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
139-116 |
139-105 |
| PP |
139-102 |
139-080 |
| S1 |
139-088 |
139-055 |
|