ECBOT 10 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 10-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2020 |
10-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
140-045 |
139-300 |
-0-065 |
-0.1% |
140-050 |
| High |
140-090 |
140-045 |
-0-045 |
-0.1% |
140-130 |
| Low |
139-290 |
139-265 |
-0-025 |
-0.1% |
139-280 |
| Close |
139-305 |
139-280 |
-0-025 |
-0.1% |
139-305 |
| Range |
0-120 |
0-100 |
-0-020 |
-16.7% |
0-170 |
| ATR |
0-116 |
0-115 |
-0-001 |
-1.0% |
0-000 |
| Volume |
889,708 |
678,683 |
-211,025 |
-23.7% |
4,410,571 |
|
| Daily Pivots for day following 10-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-283 |
140-222 |
140-015 |
|
| R3 |
140-183 |
140-122 |
139-308 |
|
| R2 |
140-083 |
140-083 |
139-298 |
|
| R1 |
140-022 |
140-022 |
139-289 |
140-002 |
| PP |
139-303 |
139-303 |
139-303 |
139-294 |
| S1 |
139-242 |
139-242 |
139-271 |
139-222 |
| S2 |
139-203 |
139-203 |
139-262 |
|
| S3 |
139-103 |
139-142 |
139-252 |
|
| S4 |
139-003 |
139-042 |
139-225 |
|
|
| Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-215 |
141-110 |
140-078 |
|
| R3 |
141-045 |
140-260 |
140-032 |
|
| R2 |
140-195 |
140-195 |
140-016 |
|
| R1 |
140-090 |
140-090 |
140-001 |
140-058 |
| PP |
140-025 |
140-025 |
140-025 |
140-009 |
| S1 |
139-240 |
139-240 |
139-289 |
139-208 |
| S2 |
139-175 |
139-175 |
139-274 |
|
| S3 |
139-005 |
139-070 |
139-258 |
|
| S4 |
138-155 |
138-220 |
139-212 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140-130 |
139-265 |
0-185 |
0.4% |
0-126 |
0.3% |
8% |
False |
True |
849,055 |
| 10 |
140-130 |
139-080 |
1-050 |
0.8% |
0-117 |
0.3% |
54% |
False |
False |
870,623 |
| 20 |
140-130 |
139-035 |
1-095 |
0.9% |
0-100 |
0.2% |
59% |
False |
False |
775,048 |
| 40 |
140-130 |
138-070 |
2-060 |
1.6% |
0-114 |
0.3% |
76% |
False |
False |
876,523 |
| 60 |
140-130 |
136-220 |
3-230 |
2.7% |
0-135 |
0.3% |
86% |
False |
False |
961,401 |
| 80 |
140-130 |
136-220 |
3-230 |
2.7% |
0-141 |
0.3% |
86% |
False |
False |
724,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-150 |
|
2.618 |
140-307 |
|
1.618 |
140-207 |
|
1.000 |
140-145 |
|
0.618 |
140-107 |
|
HIGH |
140-045 |
|
0.618 |
140-007 |
|
0.500 |
139-315 |
|
0.382 |
139-303 |
|
LOW |
139-265 |
|
0.618 |
139-203 |
|
1.000 |
139-165 |
|
1.618 |
139-103 |
|
2.618 |
139-003 |
|
4.250 |
138-160 |
|
|
| Fisher Pivots for day following 10-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
139-315 |
140-038 |
| PP |
139-303 |
140-012 |
| S1 |
139-292 |
139-306 |
|