ECBOT 10 Year T-Note Future September 2020
Trading Metrics calculated at close of trading on 10-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2020 |
10-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
139-220 |
139-150 |
-0-070 |
-0.2% |
139-095 |
High |
139-235 |
139-205 |
-0-030 |
-0.1% |
140-010 |
Low |
139-130 |
139-110 |
-0-020 |
0.0% |
139-030 |
Close |
139-150 |
139-190 |
0-040 |
0.1% |
139-065 |
Range |
0-105 |
0-095 |
-0-010 |
-9.5% |
0-300 |
ATR |
0-136 |
0-133 |
-0-003 |
-2.1% |
0-000 |
Volume |
3,629 |
2,380 |
-1,249 |
-34.4% |
222,170 |
|
Daily Pivots for day following 10-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140-133 |
140-097 |
139-242 |
|
R3 |
140-038 |
140-002 |
139-216 |
|
R2 |
139-263 |
139-263 |
139-207 |
|
R1 |
139-227 |
139-227 |
139-199 |
139-245 |
PP |
139-168 |
139-168 |
139-168 |
139-178 |
S1 |
139-132 |
139-132 |
139-181 |
139-150 |
S2 |
139-073 |
139-073 |
139-173 |
|
S3 |
138-298 |
139-037 |
139-164 |
|
S4 |
138-203 |
138-262 |
139-138 |
|
|
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% |
0-140 |
0.3% |
48% |
False |
False |
10,489 |
10 |
140-010 |
138-230 |
1-100 |
0.9% |
0-148 |
0.3% |
67% |
False |
False |
354,011 |
20 |
140-010 |
138-230 |
1-100 |
0.9% |
0-130 |
0.3% |
67% |
False |
False |
914,996 |
40 |
140-130 |
138-230 |
1-220 |
1.2% |
0-120 |
0.3% |
52% |
False |
False |
878,320 |
60 |
140-130 |
138-115 |
2-015 |
1.5% |
0-121 |
0.3% |
60% |
False |
False |
896,230 |
80 |
140-130 |
136-220 |
3-230 |
2.7% |
0-133 |
0.3% |
78% |
False |
False |
985,889 |
100 |
140-130 |
136-220 |
3-230 |
2.7% |
0-139 |
0.3% |
78% |
False |
False |
792,405 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140-289 |
2.618 |
140-134 |
1.618 |
140-039 |
1.000 |
139-300 |
0.618 |
139-264 |
HIGH |
139-205 |
0.618 |
139-169 |
0.500 |
139-158 |
0.382 |
139-146 |
LOW |
139-110 |
0.618 |
139-051 |
1.000 |
139-015 |
1.618 |
138-276 |
2.618 |
138-181 |
4.250 |
138-026 |
|
|
Fisher Pivots for day following 10-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
139-179 |
139-178 |
PP |
139-168 |
139-165 |
S1 |
139-158 |
139-152 |
|