ECBOT 10 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 11-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2020 |
11-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
139-150 |
139-195 |
0-045 |
0.1% |
139-090 |
| High |
139-205 |
139-250 |
0-045 |
0.1% |
139-250 |
| Low |
139-110 |
139-165 |
0-055 |
0.1% |
139-070 |
| Close |
139-190 |
139-245 |
0-055 |
0.1% |
139-245 |
| Range |
0-095 |
0-085 |
-0-010 |
-10.5% |
0-180 |
| ATR |
0-133 |
0-129 |
-0-003 |
-2.6% |
0-000 |
| Volume |
2,380 |
2,037 |
-343 |
-14.4% |
15,454 |
|
| Daily Pivots for day following 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-155 |
140-125 |
139-292 |
|
| R3 |
140-070 |
140-040 |
139-268 |
|
| R2 |
139-305 |
139-305 |
139-261 |
|
| R1 |
139-275 |
139-275 |
139-253 |
139-290 |
| PP |
139-220 |
139-220 |
139-220 |
139-228 |
| S1 |
139-190 |
139-190 |
139-237 |
139-205 |
| S2 |
139-135 |
139-135 |
139-229 |
|
| S3 |
139-050 |
139-105 |
139-222 |
|
| S4 |
138-285 |
139-020 |
139-198 |
|
|
| Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-088 |
141-027 |
140-024 |
|
| R3 |
140-228 |
140-167 |
139-294 |
|
| R2 |
140-048 |
140-048 |
139-278 |
|
| R1 |
139-307 |
139-307 |
139-262 |
140-018 |
| PP |
139-188 |
139-188 |
139-188 |
139-204 |
| S1 |
139-127 |
139-127 |
139-228 |
139-158 |
| S2 |
139-008 |
139-008 |
139-212 |
|
| S3 |
138-148 |
138-267 |
139-196 |
|
| S4 |
137-288 |
138-087 |
139-146 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139-275 |
139-060 |
0-215 |
0.5% |
0-128 |
0.3% |
86% |
False |
False |
4,600 |
| 10 |
140-010 |
138-230 |
1-100 |
0.9% |
0-133 |
0.3% |
80% |
False |
False |
113,712 |
| 20 |
140-010 |
138-230 |
1-100 |
0.9% |
0-126 |
0.3% |
80% |
False |
False |
848,983 |
| 40 |
140-130 |
138-230 |
1-220 |
1.2% |
0-120 |
0.3% |
62% |
False |
False |
862,642 |
| 60 |
140-130 |
138-135 |
1-315 |
1.4% |
0-120 |
0.3% |
68% |
False |
False |
880,028 |
| 80 |
140-130 |
136-220 |
3-230 |
2.7% |
0-133 |
0.3% |
83% |
False |
False |
984,287 |
| 100 |
140-130 |
136-220 |
3-230 |
2.7% |
0-138 |
0.3% |
83% |
False |
False |
792,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-291 |
|
2.618 |
140-153 |
|
1.618 |
140-068 |
|
1.000 |
140-015 |
|
0.618 |
139-303 |
|
HIGH |
139-250 |
|
0.618 |
139-218 |
|
0.500 |
139-208 |
|
0.382 |
139-197 |
|
LOW |
139-165 |
|
0.618 |
139-112 |
|
1.000 |
139-080 |
|
1.618 |
139-027 |
|
2.618 |
138-262 |
|
4.250 |
138-124 |
|
|
| Fisher Pivots for day following 11-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
139-232 |
139-223 |
| PP |
139-220 |
139-202 |
| S1 |
139-208 |
139-180 |
|