ECBOT 10 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 02-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2020 |
02-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
139-110 |
139-190 |
0-080 |
0.2% |
139-195 |
| High |
139-190 |
139-245 |
0-055 |
0.1% |
139-230 |
| Low |
139-065 |
139-145 |
0-080 |
0.2% |
138-230 |
| Close |
139-185 |
139-225 |
0-040 |
0.1% |
139-080 |
| Range |
0-125 |
0-100 |
-0-025 |
-20.0% |
1-000 |
| ATR |
0-131 |
0-129 |
-0-002 |
-1.7% |
0-000 |
| Volume |
66,545 |
29,458 |
-37,087 |
-55.7% |
10,778,103 |
|
| Daily Pivots for day following 02-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-185 |
140-145 |
139-280 |
|
| R3 |
140-085 |
140-045 |
139-252 |
|
| R2 |
139-305 |
139-305 |
139-243 |
|
| R1 |
139-265 |
139-265 |
139-234 |
139-285 |
| PP |
139-205 |
139-205 |
139-205 |
139-215 |
| S1 |
139-165 |
139-165 |
139-216 |
139-185 |
| S2 |
139-105 |
139-105 |
139-207 |
|
| S3 |
139-005 |
139-065 |
139-198 |
|
| S4 |
138-225 |
138-285 |
139-170 |
|
|
| 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 |
139-245 |
138-230 |
1-015 |
0.7% |
0-156 |
0.3% |
94% |
True |
False |
697,533 |
| 10 |
139-245 |
138-230 |
1-015 |
0.7% |
0-134 |
0.3% |
94% |
True |
False |
1,293,581 |
| 20 |
140-130 |
138-230 |
1-220 |
1.2% |
0-132 |
0.3% |
58% |
False |
False |
1,186,141 |
| 40 |
140-130 |
138-230 |
1-220 |
1.2% |
0-119 |
0.3% |
58% |
False |
False |
989,247 |
| 60 |
140-130 |
137-220 |
2-230 |
1.9% |
0-124 |
0.3% |
74% |
False |
False |
1,005,152 |
| 80 |
140-130 |
136-220 |
3-230 |
2.7% |
0-134 |
0.3% |
81% |
False |
False |
988,088 |
| 100 |
140-130 |
136-220 |
3-230 |
2.7% |
0-140 |
0.3% |
81% |
False |
False |
792,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-030 |
|
2.618 |
140-187 |
|
1.618 |
140-087 |
|
1.000 |
140-025 |
|
0.618 |
139-307 |
|
HIGH |
139-245 |
|
0.618 |
139-207 |
|
0.500 |
139-195 |
|
0.382 |
139-183 |
|
LOW |
139-145 |
|
0.618 |
139-083 |
|
1.000 |
139-045 |
|
1.618 |
138-303 |
|
2.618 |
138-203 |
|
4.250 |
138-040 |
|
|
| Fisher Pivots for day following 02-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
139-215 |
139-196 |
| PP |
139-205 |
139-167 |
| S1 |
139-195 |
139-138 |
|