ECBOT 10 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 04-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2020 |
04-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
139-230 |
139-270 |
0-040 |
0.1% |
139-095 |
| High |
140-010 |
139-275 |
-0-055 |
-0.1% |
140-010 |
| Low |
139-185 |
139-060 |
-0-125 |
-0.3% |
139-030 |
| Close |
139-295 |
139-065 |
-0-230 |
-0.5% |
139-065 |
| Range |
0-145 |
0-215 |
0-070 |
48.3% |
0-300 |
| ATR |
0-130 |
0-137 |
0-008 |
5.8% |
0-000 |
| Volume |
31,479 |
7,549 |
-23,930 |
-76.0% |
222,170 |
|
| Daily Pivots for day following 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-138 |
140-317 |
139-183 |
|
| R3 |
140-243 |
140-102 |
139-124 |
|
| R2 |
140-028 |
140-028 |
139-104 |
|
| R1 |
139-207 |
139-207 |
139-085 |
139-170 |
| PP |
139-133 |
139-133 |
139-133 |
139-115 |
| S1 |
138-312 |
138-312 |
139-045 |
138-275 |
| S2 |
138-238 |
138-238 |
139-026 |
|
| S3 |
138-023 |
138-097 |
139-006 |
|
| S4 |
137-128 |
137-202 |
138-267 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-082 |
141-213 |
139-230 |
|
| R3 |
141-102 |
140-233 |
139-148 |
|
| R2 |
140-122 |
140-122 |
139-120 |
|
| R1 |
139-253 |
139-253 |
139-092 |
139-198 |
| PP |
139-142 |
139-142 |
139-142 |
139-114 |
| S1 |
138-273 |
138-273 |
139-038 |
138-218 |
| S2 |
138-162 |
138-162 |
139-010 |
|
| S3 |
137-182 |
137-293 |
138-302 |
|
| S4 |
136-202 |
136-313 |
138-220 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140-010 |
139-030 |
0-300 |
0.7% |
0-140 |
0.3% |
12% |
False |
False |
44,434 |
| 10 |
140-010 |
138-230 |
1-100 |
0.9% |
0-148 |
0.3% |
37% |
False |
False |
1,100,027 |
| 20 |
140-045 |
138-230 |
1-135 |
1.0% |
0-138 |
0.3% |
34% |
False |
False |
1,099,448 |
| 40 |
140-130 |
138-230 |
1-220 |
1.2% |
0-119 |
0.3% |
29% |
False |
False |
939,646 |
| 60 |
140-130 |
138-070 |
2-060 |
1.6% |
0-123 |
0.3% |
45% |
False |
False |
958,026 |
| 80 |
140-130 |
136-220 |
3-230 |
2.7% |
0-136 |
0.3% |
68% |
False |
False |
987,895 |
| 100 |
140-130 |
136-220 |
3-230 |
2.7% |
0-141 |
0.3% |
68% |
False |
False |
792,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142-229 |
|
2.618 |
141-198 |
|
1.618 |
140-303 |
|
1.000 |
140-170 |
|
0.618 |
140-088 |
|
HIGH |
139-275 |
|
0.618 |
139-193 |
|
0.500 |
139-168 |
|
0.382 |
139-142 |
|
LOW |
139-060 |
|
0.618 |
138-247 |
|
1.000 |
138-165 |
|
1.618 |
138-032 |
|
2.618 |
137-137 |
|
4.250 |
136-106 |
|
|
| Fisher Pivots for day following 04-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
139-168 |
139-195 |
| PP |
139-133 |
139-152 |
| S1 |
139-099 |
139-108 |
|