ECBOT 10 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 16-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2020 |
16-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
139-235 |
139-235 |
0-000 |
0.0% |
139-090 |
| High |
139-240 |
139-305 |
0-065 |
0.1% |
139-250 |
| Low |
139-200 |
139-170 |
-0-030 |
-0.1% |
139-070 |
| Close |
139-215 |
139-205 |
-0-010 |
0.0% |
139-245 |
| Range |
0-040 |
0-135 |
0-095 |
237.5% |
0-180 |
| ATR |
0-118 |
0-119 |
0-001 |
1.0% |
0-000 |
| Volume |
3,630 |
4,957 |
1,327 |
36.6% |
15,454 |
|
| Daily Pivots for day following 16-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-312 |
140-233 |
139-279 |
|
| R3 |
140-177 |
140-098 |
139-242 |
|
| R2 |
140-042 |
140-042 |
139-230 |
|
| R1 |
139-283 |
139-283 |
139-217 |
139-255 |
| PP |
139-227 |
139-227 |
139-227 |
139-212 |
| S1 |
139-148 |
139-148 |
139-193 |
139-120 |
| S2 |
139-092 |
139-092 |
139-180 |
|
| S3 |
138-277 |
139-013 |
139-168 |
|
| S4 |
138-142 |
138-198 |
139-131 |
|
|
| 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 |
139-305 |
139-110 |
0-195 |
0.4% |
0-083 |
0.2% |
49% |
True |
False |
3,683 |
| 10 |
140-010 |
139-060 |
0-270 |
0.6% |
0-112 |
0.3% |
54% |
False |
False |
9,794 |
| 20 |
140-010 |
138-230 |
1-100 |
0.9% |
0-122 |
0.3% |
70% |
False |
False |
701,864 |
| 40 |
140-130 |
138-230 |
1-220 |
1.2% |
0-120 |
0.3% |
55% |
False |
False |
820,194 |
| 60 |
140-130 |
138-165 |
1-285 |
1.4% |
0-118 |
0.3% |
60% |
False |
False |
839,227 |
| 80 |
140-130 |
136-220 |
3-230 |
2.7% |
0-132 |
0.3% |
79% |
False |
False |
966,175 |
| 100 |
140-130 |
136-220 |
3-230 |
2.7% |
0-136 |
0.3% |
79% |
False |
False |
792,446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-239 |
|
2.618 |
141-018 |
|
1.618 |
140-203 |
|
1.000 |
140-120 |
|
0.618 |
140-068 |
|
HIGH |
139-305 |
|
0.618 |
139-253 |
|
0.500 |
139-238 |
|
0.382 |
139-222 |
|
LOW |
139-170 |
|
0.618 |
139-087 |
|
1.000 |
139-035 |
|
1.618 |
138-272 |
|
2.618 |
138-137 |
|
4.250 |
137-236 |
|
|
| Fisher Pivots for day following 16-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
139-238 |
139-238 |
| PP |
139-227 |
139-227 |
| S1 |
139-216 |
139-216 |
|