ECBOT 10 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 14-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2020 |
14-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
139-195 |
139-245 |
0-050 |
0.1% |
139-090 |
| High |
139-250 |
139-275 |
0-025 |
0.1% |
139-250 |
| Low |
139-165 |
139-215 |
0-050 |
0.1% |
139-070 |
| Close |
139-245 |
139-235 |
-0-010 |
0.0% |
139-245 |
| Range |
0-085 |
0-060 |
-0-025 |
-29.4% |
0-180 |
| ATR |
0-129 |
0-124 |
-0-005 |
-3.8% |
0-000 |
| Volume |
2,037 |
5,413 |
3,376 |
165.7% |
15,454 |
|
| Daily Pivots for day following 14-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-102 |
140-068 |
139-268 |
|
| R3 |
140-042 |
140-008 |
139-252 |
|
| R2 |
139-302 |
139-302 |
139-246 |
|
| R1 |
139-268 |
139-268 |
139-240 |
139-255 |
| PP |
139-242 |
139-242 |
139-242 |
139-235 |
| S1 |
139-208 |
139-208 |
139-230 |
139-195 |
| S2 |
139-182 |
139-182 |
139-224 |
|
| S3 |
139-122 |
139-148 |
139-218 |
|
| S4 |
139-062 |
139-088 |
139-202 |
|
|
| 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 |
139-070 |
0-205 |
0.5% |
0-097 |
0.2% |
80% |
True |
False |
4,173 |
| 10 |
140-010 |
139-030 |
0-300 |
0.7% |
0-118 |
0.3% |
68% |
False |
False |
24,303 |
| 20 |
140-010 |
138-230 |
1-100 |
0.9% |
0-124 |
0.3% |
77% |
False |
False |
793,965 |
| 40 |
140-130 |
138-230 |
1-220 |
1.2% |
0-119 |
0.3% |
60% |
False |
False |
848,611 |
| 60 |
140-130 |
138-135 |
1-315 |
1.4% |
0-119 |
0.3% |
66% |
False |
False |
865,675 |
| 80 |
140-130 |
136-220 |
3-230 |
2.7% |
0-132 |
0.3% |
82% |
False |
False |
981,560 |
| 100 |
140-130 |
136-220 |
3-230 |
2.7% |
0-136 |
0.3% |
82% |
False |
False |
792,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-210 |
|
2.618 |
140-112 |
|
1.618 |
140-052 |
|
1.000 |
140-015 |
|
0.618 |
139-312 |
|
HIGH |
139-275 |
|
0.618 |
139-252 |
|
0.500 |
139-245 |
|
0.382 |
139-238 |
|
LOW |
139-215 |
|
0.618 |
139-178 |
|
1.000 |
139-155 |
|
1.618 |
139-118 |
|
2.618 |
139-058 |
|
4.250 |
138-280 |
|
|
| Fisher Pivots for day following 14-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
139-245 |
139-221 |
| PP |
139-242 |
139-207 |
| S1 |
139-238 |
139-192 |
|