ECBOT 10 Year T-Note Future December 2020
Trading Metrics calculated at close of trading on 31-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2020 |
31-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
138-250 |
139-045 |
0-115 |
0.3% |
139-165 |
High |
139-070 |
139-100 |
0-030 |
0.1% |
139-195 |
Low |
138-185 |
138-300 |
0-115 |
0.3% |
138-185 |
Close |
139-030 |
139-080 |
0-050 |
0.1% |
139-030 |
Range |
0-205 |
0-120 |
-0-085 |
-41.5% |
1-010 |
ATR |
0-128 |
0-128 |
-0-001 |
-0.5% |
0-000 |
Volume |
1,360,286 |
1,713,328 |
353,042 |
26.0% |
8,211,573 |
|
Daily Pivots for day following 31-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140-093 |
140-047 |
139-146 |
|
R3 |
139-293 |
139-247 |
139-113 |
|
R2 |
139-173 |
139-173 |
139-102 |
|
R1 |
139-127 |
139-127 |
139-091 |
139-150 |
PP |
139-053 |
139-053 |
139-053 |
139-065 |
S1 |
139-007 |
139-007 |
139-069 |
139-030 |
S2 |
138-253 |
138-253 |
139-058 |
|
S3 |
138-133 |
138-207 |
139-047 |
|
S4 |
138-013 |
138-087 |
139-014 |
|
|
Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142-060 |
141-215 |
139-212 |
|
R3 |
141-050 |
140-205 |
139-121 |
|
R2 |
140-040 |
140-040 |
139-090 |
|
R1 |
139-195 |
139-195 |
139-060 |
139-112 |
PP |
139-030 |
139-030 |
139-030 |
138-309 |
S1 |
138-185 |
138-185 |
139-000 |
138-102 |
S2 |
138-020 |
138-020 |
138-290 |
|
S3 |
137-010 |
137-175 |
138-259 |
|
S4 |
136-000 |
136-165 |
138-168 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
140-290 |
2.618 |
140-094 |
1.618 |
139-294 |
1.000 |
139-220 |
0.618 |
139-174 |
HIGH |
139-100 |
0.618 |
139-054 |
0.500 |
139-040 |
0.382 |
139-026 |
LOW |
138-300 |
0.618 |
138-226 |
1.000 |
138-180 |
1.618 |
138-106 |
2.618 |
137-306 |
4.250 |
137-110 |
|
|
Fisher Pivots for day following 31-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
139-067 |
139-058 |
PP |
139-053 |
139-035 |
S1 |
139-040 |
139-012 |
|