ECBOT 10 Year T-Note Future December 2020
Trading Metrics calculated at close of trading on 01-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2020 |
01-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
139-045 |
139-065 |
0-020 |
0.0% |
139-165 |
High |
139-100 |
139-145 |
0-045 |
0.1% |
139-195 |
Low |
138-300 |
139-010 |
0-030 |
0.1% |
138-185 |
Close |
139-080 |
139-140 |
0-060 |
0.1% |
139-030 |
Range |
0-120 |
0-135 |
0-015 |
12.5% |
1-010 |
ATR |
0-128 |
0-128 |
0-001 |
0.4% |
0-000 |
Volume |
1,713,328 |
1,271,604 |
-441,724 |
-25.8% |
8,211,573 |
|
Daily Pivots for day following 01-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140-183 |
140-137 |
139-214 |
|
R3 |
140-048 |
140-002 |
139-177 |
|
R2 |
139-233 |
139-233 |
139-165 |
|
R1 |
139-187 |
139-187 |
139-152 |
139-210 |
PP |
139-098 |
139-098 |
139-098 |
139-110 |
S1 |
139-052 |
139-052 |
139-128 |
139-075 |
S2 |
138-283 |
138-283 |
139-115 |
|
S3 |
138-148 |
138-237 |
139-103 |
|
S4 |
138-013 |
138-102 |
139-066 |
|
|
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 |
141-079 |
2.618 |
140-178 |
1.618 |
140-043 |
1.000 |
139-280 |
0.618 |
139-228 |
HIGH |
139-145 |
0.618 |
139-093 |
0.500 |
139-078 |
0.382 |
139-062 |
LOW |
139-010 |
0.618 |
138-247 |
1.000 |
138-195 |
1.618 |
138-112 |
2.618 |
137-297 |
4.250 |
137-076 |
|
|
Fisher Pivots for day following 01-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
139-119 |
139-095 |
PP |
139-098 |
139-050 |
S1 |
139-078 |
139-005 |
|