ECBOT 10 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 18-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2020 |
18-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
139-180 |
139-225 |
0-045 |
0.1% |
139-245 |
| High |
139-290 |
139-240 |
-0-050 |
-0.1% |
139-305 |
| Low |
139-180 |
139-180 |
0-000 |
0.0% |
139-170 |
| Close |
139-205 |
139-195 |
-0-010 |
0.0% |
139-195 |
| Range |
0-110 |
0-060 |
-0-050 |
-45.5% |
0-135 |
| ATR |
0-119 |
0-115 |
-0-004 |
-3.5% |
0-000 |
| Volume |
1,122 |
8,117 |
6,995 |
623.4% |
23,239 |
|
| Daily Pivots for day following 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-065 |
140-030 |
139-228 |
|
| R3 |
140-005 |
139-290 |
139-212 |
|
| R2 |
139-265 |
139-265 |
139-206 |
|
| R1 |
139-230 |
139-230 |
139-200 |
139-218 |
| PP |
139-205 |
139-205 |
139-205 |
139-199 |
| S1 |
139-170 |
139-170 |
139-190 |
139-158 |
| S2 |
139-145 |
139-145 |
139-184 |
|
| S3 |
139-085 |
139-110 |
139-178 |
|
| S4 |
139-025 |
139-050 |
139-162 |
|
|
| Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-308 |
140-227 |
139-269 |
|
| R3 |
140-173 |
140-092 |
139-232 |
|
| R2 |
140-038 |
140-038 |
139-220 |
|
| R1 |
139-277 |
139-277 |
139-207 |
139-250 |
| PP |
139-223 |
139-223 |
139-223 |
139-210 |
| S1 |
139-142 |
139-142 |
139-183 |
139-115 |
| S2 |
139-088 |
139-088 |
139-170 |
|
| S3 |
138-273 |
139-007 |
139-158 |
|
| S4 |
138-138 |
138-192 |
139-121 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139-305 |
139-170 |
0-135 |
0.3% |
0-081 |
0.2% |
19% |
False |
False |
4,647 |
| 10 |
139-305 |
139-060 |
0-245 |
0.5% |
0-104 |
0.2% |
55% |
False |
False |
4,624 |
| 20 |
140-010 |
138-230 |
1-100 |
0.9% |
0-121 |
0.3% |
68% |
False |
False |
601,657 |
| 40 |
140-130 |
138-230 |
1-220 |
1.2% |
0-121 |
0.3% |
53% |
False |
False |
787,697 |
| 60 |
140-130 |
138-230 |
1-220 |
1.2% |
0-117 |
0.3% |
53% |
False |
False |
806,725 |
| 80 |
140-130 |
136-220 |
3-230 |
2.7% |
0-130 |
0.3% |
79% |
False |
False |
906,576 |
| 100 |
140-130 |
136-220 |
3-230 |
2.7% |
0-134 |
0.3% |
79% |
False |
False |
792,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-175 |
|
2.618 |
140-077 |
|
1.618 |
140-017 |
|
1.000 |
139-300 |
|
0.618 |
139-277 |
|
HIGH |
139-240 |
|
0.618 |
139-217 |
|
0.500 |
139-210 |
|
0.382 |
139-203 |
|
LOW |
139-180 |
|
0.618 |
139-143 |
|
1.000 |
139-120 |
|
1.618 |
139-083 |
|
2.618 |
139-023 |
|
4.250 |
138-245 |
|
|
| Fisher Pivots for day following 18-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
139-210 |
139-238 |
| PP |
139-205 |
139-223 |
| S1 |
139-200 |
139-209 |
|