ECBOT 10 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 21-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2020 |
21-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
139-225 |
139-195 |
-0-030 |
-0.1% |
139-245 |
| High |
139-240 |
139-285 |
0-045 |
0.1% |
139-305 |
| Low |
139-180 |
139-190 |
0-010 |
0.0% |
139-170 |
| Close |
139-195 |
139-245 |
0-050 |
0.1% |
139-195 |
| Range |
0-060 |
0-095 |
0-035 |
58.3% |
0-135 |
| ATR |
0-115 |
0-113 |
-0-001 |
-1.2% |
0-000 |
| Volume |
8,117 |
1,590 |
-6,527 |
-80.4% |
23,239 |
|
| Daily Pivots for day following 21-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-205 |
140-160 |
139-297 |
|
| R3 |
140-110 |
140-065 |
139-271 |
|
| R2 |
140-015 |
140-015 |
139-262 |
|
| R1 |
139-290 |
139-290 |
139-254 |
139-312 |
| PP |
139-240 |
139-240 |
139-240 |
139-251 |
| S1 |
139-195 |
139-195 |
139-236 |
139-218 |
| S2 |
139-145 |
139-145 |
139-228 |
|
| S3 |
139-050 |
139-100 |
139-219 |
|
| S4 |
138-275 |
139-005 |
139-193 |
|
|
| 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% |
0-088 |
0.2% |
56% |
False |
False |
3,883 |
| 10 |
139-305 |
139-070 |
0-235 |
0.5% |
0-092 |
0.2% |
74% |
False |
False |
4,028 |
| 20 |
140-010 |
138-230 |
1-100 |
0.9% |
0-120 |
0.3% |
80% |
False |
False |
552,027 |
| 40 |
140-130 |
138-230 |
1-220 |
1.2% |
0-121 |
0.3% |
62% |
False |
False |
770,121 |
| 60 |
140-130 |
138-230 |
1-220 |
1.2% |
0-117 |
0.3% |
62% |
False |
False |
788,347 |
| 80 |
140-130 |
136-220 |
3-230 |
2.7% |
0-129 |
0.3% |
83% |
False |
False |
890,632 |
| 100 |
140-130 |
136-220 |
3-230 |
2.7% |
0-134 |
0.3% |
83% |
False |
False |
792,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-049 |
|
2.618 |
140-214 |
|
1.618 |
140-119 |
|
1.000 |
140-060 |
|
0.618 |
140-024 |
|
HIGH |
139-285 |
|
0.618 |
139-249 |
|
0.500 |
139-238 |
|
0.382 |
139-226 |
|
LOW |
139-190 |
|
0.618 |
139-131 |
|
1.000 |
139-095 |
|
1.618 |
139-036 |
|
2.618 |
138-261 |
|
4.250 |
138-106 |
|
|
| Fisher Pivots for day following 21-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
139-242 |
139-242 |
| PP |
139-240 |
139-238 |
| S1 |
139-238 |
139-235 |
|