ECBOT 10 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 17-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2020 |
17-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
139-235 |
139-180 |
-0-055 |
-0.1% |
139-090 |
| High |
139-305 |
139-290 |
-0-015 |
0.0% |
139-250 |
| Low |
139-170 |
139-180 |
0-010 |
0.0% |
139-070 |
| Close |
139-205 |
139-205 |
0-000 |
0.0% |
139-245 |
| Range |
0-135 |
0-110 |
-0-025 |
-18.5% |
0-180 |
| ATR |
0-119 |
0-119 |
-0-001 |
-0.6% |
0-000 |
| Volume |
4,957 |
1,122 |
-3,835 |
-77.4% |
15,454 |
|
| Daily Pivots for day following 17-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-235 |
140-170 |
139-266 |
|
| R3 |
140-125 |
140-060 |
139-235 |
|
| R2 |
140-015 |
140-015 |
139-225 |
|
| R1 |
139-270 |
139-270 |
139-215 |
139-302 |
| PP |
139-225 |
139-225 |
139-225 |
139-241 |
| S1 |
139-160 |
139-160 |
139-195 |
139-192 |
| S2 |
139-115 |
139-115 |
139-185 |
|
| S3 |
139-005 |
139-050 |
139-175 |
|
| S4 |
138-215 |
138-260 |
139-144 |
|
|
| 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 |
139-165 |
0-140 |
0.3% |
0-086 |
0.2% |
29% |
False |
False |
3,431 |
| 10 |
140-010 |
139-060 |
0-270 |
0.6% |
0-113 |
0.3% |
54% |
False |
False |
6,960 |
| 20 |
140-010 |
138-230 |
1-100 |
0.9% |
0-123 |
0.3% |
70% |
False |
False |
650,270 |
| 40 |
140-130 |
138-230 |
1-220 |
1.2% |
0-121 |
0.3% |
55% |
False |
False |
804,025 |
| 60 |
140-130 |
138-170 |
1-280 |
1.3% |
0-118 |
0.3% |
59% |
False |
False |
823,285 |
| 80 |
140-130 |
136-220 |
3-230 |
2.7% |
0-131 |
0.3% |
79% |
False |
False |
931,265 |
| 100 |
140-130 |
136-220 |
3-230 |
2.7% |
0-136 |
0.3% |
79% |
False |
False |
792,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-118 |
|
2.618 |
140-258 |
|
1.618 |
140-148 |
|
1.000 |
140-080 |
|
0.618 |
140-038 |
|
HIGH |
139-290 |
|
0.618 |
139-248 |
|
0.500 |
139-235 |
|
0.382 |
139-222 |
|
LOW |
139-180 |
|
0.618 |
139-112 |
|
1.000 |
139-070 |
|
1.618 |
139-002 |
|
2.618 |
138-212 |
|
4.250 |
138-032 |
|
|
| Fisher Pivots for day following 17-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
139-235 |
139-238 |
| PP |
139-225 |
139-227 |
| S1 |
139-215 |
139-216 |
|