ECBOT 10 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 26-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2020 |
26-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
139-150 |
139-085 |
-0-065 |
-0.1% |
139-050 |
| High |
139-155 |
139-110 |
-0-045 |
-0.1% |
139-235 |
| Low |
139-005 |
139-005 |
0-000 |
0.0% |
139-035 |
| Close |
139-100 |
139-100 |
0-000 |
0.0% |
139-180 |
| Range |
0-150 |
0-105 |
-0-045 |
-30.0% |
0-200 |
| ATR |
0-120 |
0-119 |
-0-001 |
-0.9% |
0-000 |
| Volume |
3,003,000 |
2,944,270 |
-58,730 |
-2.0% |
4,858,160 |
|
| Daily Pivots for day following 26-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-067 |
140-028 |
139-158 |
|
| R3 |
139-282 |
139-243 |
139-129 |
|
| R2 |
139-177 |
139-177 |
139-119 |
|
| R1 |
139-138 |
139-138 |
139-110 |
139-158 |
| PP |
139-072 |
139-072 |
139-072 |
139-081 |
| S1 |
139-033 |
139-033 |
139-090 |
139-052 |
| S2 |
138-287 |
138-287 |
139-081 |
|
| S3 |
138-182 |
138-248 |
139-071 |
|
| S4 |
138-077 |
138-143 |
139-042 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-110 |
141-025 |
139-290 |
|
| R3 |
140-230 |
140-145 |
139-235 |
|
| R2 |
140-030 |
140-030 |
139-217 |
|
| R1 |
139-265 |
139-265 |
139-198 |
139-308 |
| PP |
139-150 |
139-150 |
139-150 |
139-171 |
| S1 |
139-065 |
139-065 |
139-162 |
139-108 |
| S2 |
138-270 |
138-270 |
139-143 |
|
| S3 |
138-070 |
138-185 |
139-125 |
|
| S4 |
137-190 |
137-305 |
139-070 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139-235 |
139-005 |
0-230 |
0.5% |
0-111 |
0.2% |
41% |
False |
True |
1,889,629 |
| 10 |
139-235 |
138-285 |
0-270 |
0.6% |
0-112 |
0.3% |
50% |
False |
False |
1,475,981 |
| 20 |
140-130 |
138-285 |
1-165 |
1.1% |
0-122 |
0.3% |
28% |
False |
False |
1,242,414 |
| 40 |
140-130 |
138-235 |
1-215 |
1.2% |
0-115 |
0.3% |
35% |
False |
False |
1,017,299 |
| 60 |
140-130 |
136-220 |
3-230 |
2.7% |
0-132 |
0.3% |
71% |
False |
False |
1,073,016 |
| 80 |
140-130 |
136-220 |
3-230 |
2.7% |
0-136 |
0.3% |
71% |
False |
False |
945,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-236 |
|
2.618 |
140-065 |
|
1.618 |
139-280 |
|
1.000 |
139-215 |
|
0.618 |
139-175 |
|
HIGH |
139-110 |
|
0.618 |
139-070 |
|
0.500 |
139-058 |
|
0.382 |
139-045 |
|
LOW |
139-005 |
|
0.618 |
138-260 |
|
1.000 |
138-220 |
|
1.618 |
138-155 |
|
2.618 |
138-050 |
|
4.250 |
137-199 |
|
|
| Fisher Pivots for day following 26-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
139-086 |
139-118 |
| PP |
139-072 |
139-112 |
| S1 |
139-058 |
139-106 |
|