ECBOT 10 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 08-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2020 |
08-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
139-270 |
139-090 |
-0-180 |
-0.4% |
139-095 |
| High |
139-275 |
139-210 |
-0-065 |
-0.1% |
140-010 |
| Low |
139-060 |
139-070 |
0-010 |
0.0% |
139-030 |
| Close |
139-065 |
139-180 |
0-115 |
0.3% |
139-065 |
| Range |
0-215 |
0-140 |
-0-075 |
-34.9% |
0-300 |
| ATR |
0-137 |
0-138 |
0-001 |
0.4% |
0-000 |
| Volume |
7,549 |
7,408 |
-141 |
-1.9% |
222,170 |
|
| Daily Pivots for day following 08-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-253 |
140-197 |
139-257 |
|
| R3 |
140-113 |
140-057 |
139-218 |
|
| R2 |
139-293 |
139-293 |
139-206 |
|
| R1 |
139-237 |
139-237 |
139-193 |
139-265 |
| PP |
139-153 |
139-153 |
139-153 |
139-168 |
| S1 |
139-097 |
139-097 |
139-167 |
139-125 |
| S2 |
139-013 |
139-013 |
139-154 |
|
| S3 |
138-193 |
138-277 |
139-142 |
|
| S4 |
138-053 |
138-137 |
139-103 |
|
|
| 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 |
139-060 |
0-270 |
0.6% |
0-145 |
0.3% |
44% |
False |
False |
28,487 |
| 10 |
140-010 |
138-230 |
1-100 |
0.9% |
0-154 |
0.3% |
64% |
False |
False |
948,137 |
| 20 |
140-010 |
138-230 |
1-100 |
0.9% |
0-140 |
0.3% |
64% |
False |
False |
1,065,884 |
| 40 |
140-130 |
138-230 |
1-220 |
1.2% |
0-120 |
0.3% |
50% |
False |
False |
920,466 |
| 60 |
140-130 |
138-070 |
2-060 |
1.6% |
0-123 |
0.3% |
61% |
False |
False |
939,643 |
| 80 |
140-130 |
136-220 |
3-230 |
2.7% |
0-136 |
0.3% |
77% |
False |
False |
987,522 |
| 100 |
140-130 |
136-220 |
3-230 |
2.7% |
0-141 |
0.3% |
77% |
False |
False |
792,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-165 |
|
2.618 |
140-257 |
|
1.618 |
140-117 |
|
1.000 |
140-030 |
|
0.618 |
139-297 |
|
HIGH |
139-210 |
|
0.618 |
139-157 |
|
0.500 |
139-140 |
|
0.382 |
139-123 |
|
LOW |
139-070 |
|
0.618 |
138-303 |
|
1.000 |
138-250 |
|
1.618 |
138-163 |
|
2.618 |
138-023 |
|
4.250 |
137-115 |
|
|
| Fisher Pivots for day following 08-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
139-167 |
139-195 |
| PP |
139-153 |
139-190 |
| S1 |
139-140 |
139-185 |
|