ECBOT 10 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 09-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2020 |
09-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
139-090 |
139-220 |
0-130 |
0.3% |
139-095 |
| High |
139-210 |
139-235 |
0-025 |
0.1% |
140-010 |
| Low |
139-070 |
139-130 |
0-060 |
0.1% |
139-030 |
| Close |
139-180 |
139-150 |
-0-030 |
-0.1% |
139-065 |
| Range |
0-140 |
0-105 |
-0-035 |
-25.0% |
0-300 |
| ATR |
0-138 |
0-136 |
-0-002 |
-1.7% |
0-000 |
| Volume |
7,408 |
3,629 |
-3,779 |
-51.0% |
222,170 |
|
| Daily Pivots for day following 09-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-167 |
140-103 |
139-208 |
|
| R3 |
140-062 |
139-318 |
139-179 |
|
| R2 |
139-277 |
139-277 |
139-169 |
|
| R1 |
139-213 |
139-213 |
139-160 |
139-192 |
| PP |
139-172 |
139-172 |
139-172 |
139-161 |
| S1 |
139-108 |
139-108 |
139-140 |
139-088 |
| S2 |
139-067 |
139-067 |
139-131 |
|
| S3 |
138-282 |
139-003 |
139-121 |
|
| S4 |
138-177 |
138-218 |
139-092 |
|
|
| 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% |
0-141 |
0.3% |
33% |
False |
False |
15,904 |
| 10 |
140-010 |
138-230 |
1-100 |
0.9% |
0-149 |
0.3% |
57% |
False |
False |
648,200 |
| 20 |
140-010 |
138-230 |
1-100 |
0.9% |
0-133 |
0.3% |
57% |
False |
False |
989,606 |
| 40 |
140-130 |
138-230 |
1-220 |
1.2% |
0-120 |
0.3% |
44% |
False |
False |
898,000 |
| 60 |
140-130 |
138-070 |
2-060 |
1.6% |
0-122 |
0.3% |
57% |
False |
False |
922,087 |
| 80 |
140-130 |
136-220 |
3-230 |
2.7% |
0-136 |
0.3% |
75% |
False |
False |
987,102 |
| 100 |
140-130 |
136-220 |
3-230 |
2.7% |
0-139 |
0.3% |
75% |
False |
False |
792,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-041 |
|
2.618 |
140-190 |
|
1.618 |
140-085 |
|
1.000 |
140-020 |
|
0.618 |
139-300 |
|
HIGH |
139-235 |
|
0.618 |
139-195 |
|
0.500 |
139-182 |
|
0.382 |
139-170 |
|
LOW |
139-130 |
|
0.618 |
139-065 |
|
1.000 |
139-025 |
|
1.618 |
138-280 |
|
2.618 |
138-175 |
|
4.250 |
138-004 |
|
|
| Fisher Pivots for day following 09-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
139-182 |
139-168 |
| PP |
139-172 |
139-162 |
| S1 |
139-161 |
139-156 |
|