ECBOT 10 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 15-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2020 |
15-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
139-245 |
139-235 |
-0-010 |
0.0% |
139-090 |
| High |
139-275 |
139-240 |
-0-035 |
-0.1% |
139-250 |
| Low |
139-215 |
139-200 |
-0-015 |
0.0% |
139-070 |
| Close |
139-235 |
139-215 |
-0-020 |
0.0% |
139-245 |
| Range |
0-060 |
0-040 |
-0-020 |
-33.3% |
0-180 |
| ATR |
0-124 |
0-118 |
-0-006 |
-4.8% |
0-000 |
| Volume |
5,413 |
3,630 |
-1,783 |
-32.9% |
15,454 |
|
| Daily Pivots for day following 15-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-018 |
139-317 |
139-237 |
|
| R3 |
139-298 |
139-277 |
139-226 |
|
| R2 |
139-258 |
139-258 |
139-222 |
|
| R1 |
139-237 |
139-237 |
139-219 |
139-228 |
| PP |
139-218 |
139-218 |
139-218 |
139-214 |
| S1 |
139-197 |
139-197 |
139-211 |
139-188 |
| S2 |
139-178 |
139-178 |
139-208 |
|
| S3 |
139-138 |
139-157 |
139-204 |
|
| S4 |
139-098 |
139-117 |
139-193 |
|
|
| 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 |
139-110 |
0-165 |
0.4% |
0-077 |
0.2% |
64% |
False |
False |
3,417 |
| 10 |
140-010 |
139-060 |
0-270 |
0.6% |
0-111 |
0.2% |
57% |
False |
False |
15,952 |
| 20 |
140-010 |
138-230 |
1-100 |
0.9% |
0-120 |
0.3% |
73% |
False |
False |
744,128 |
| 40 |
140-130 |
138-230 |
1-220 |
1.2% |
0-118 |
0.3% |
56% |
False |
False |
835,423 |
| 60 |
140-130 |
138-165 |
1-285 |
1.4% |
0-118 |
0.3% |
61% |
False |
False |
851,368 |
| 80 |
140-130 |
136-220 |
3-230 |
2.7% |
0-132 |
0.3% |
80% |
False |
False |
975,241 |
| 100 |
140-130 |
136-220 |
3-230 |
2.7% |
0-136 |
0.3% |
80% |
False |
False |
792,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-090 |
|
2.618 |
140-025 |
|
1.618 |
139-305 |
|
1.000 |
139-280 |
|
0.618 |
139-265 |
|
HIGH |
139-240 |
|
0.618 |
139-225 |
|
0.500 |
139-220 |
|
0.382 |
139-215 |
|
LOW |
139-200 |
|
0.618 |
139-175 |
|
1.000 |
139-160 |
|
1.618 |
139-135 |
|
2.618 |
139-095 |
|
4.250 |
139-030 |
|
|
| Fisher Pivots for day following 15-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
139-220 |
139-220 |
| PP |
139-218 |
139-218 |
| S1 |
139-217 |
139-217 |
|