ECBOT 10 Year T-Note Future September 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 |
139-095 |
139-110 |
0-015 |
0.0% |
139-195 |
| High |
139-145 |
139-190 |
0-045 |
0.1% |
139-230 |
| Low |
139-030 |
139-065 |
0-035 |
0.1% |
138-230 |
| Close |
139-130 |
139-185 |
0-055 |
0.1% |
139-080 |
| Range |
0-115 |
0-125 |
0-010 |
8.7% |
1-000 |
| ATR |
0-131 |
0-131 |
0-000 |
-0.3% |
0-000 |
| Volume |
87,139 |
66,545 |
-20,594 |
-23.6% |
10,778,103 |
|
| Daily Pivots for day following 01-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-202 |
140-158 |
139-254 |
|
| R3 |
140-077 |
140-033 |
139-219 |
|
| R2 |
139-272 |
139-272 |
139-208 |
|
| R1 |
139-228 |
139-228 |
139-196 |
139-250 |
| PP |
139-147 |
139-147 |
139-147 |
139-158 |
| S1 |
139-103 |
139-103 |
139-174 |
139-125 |
| S2 |
139-022 |
139-022 |
139-162 |
|
| S3 |
138-217 |
138-298 |
139-151 |
|
| S4 |
138-092 |
138-173 |
139-116 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-073 |
141-237 |
139-256 |
|
| R3 |
141-073 |
140-237 |
139-168 |
|
| R2 |
140-073 |
140-073 |
139-139 |
|
| R1 |
139-237 |
139-237 |
139-109 |
139-155 |
| PP |
139-073 |
139-073 |
139-073 |
139-032 |
| S1 |
138-237 |
138-237 |
139-051 |
138-155 |
| S2 |
138-073 |
138-073 |
139-021 |
|
| S3 |
137-073 |
137-237 |
138-312 |
|
| S4 |
136-073 |
136-237 |
138-224 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139-200 |
138-230 |
0-290 |
0.6% |
0-157 |
0.4% |
95% |
False |
False |
1,280,496 |
| 10 |
139-235 |
138-230 |
1-005 |
0.7% |
0-133 |
0.3% |
85% |
False |
False |
1,393,935 |
| 20 |
140-130 |
138-230 |
1-220 |
1.2% |
0-134 |
0.3% |
51% |
False |
False |
1,235,698 |
| 40 |
140-130 |
138-230 |
1-220 |
1.2% |
0-118 |
0.3% |
51% |
False |
False |
1,011,729 |
| 60 |
140-130 |
137-105 |
3-025 |
2.2% |
0-126 |
0.3% |
73% |
False |
False |
1,025,611 |
| 80 |
140-130 |
136-220 |
3-230 |
2.7% |
0-135 |
0.3% |
78% |
False |
False |
988,110 |
| 100 |
140-130 |
136-220 |
3-230 |
2.7% |
0-140 |
0.3% |
78% |
False |
False |
792,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-081 |
|
2.618 |
140-197 |
|
1.618 |
140-072 |
|
1.000 |
139-315 |
|
0.618 |
139-267 |
|
HIGH |
139-190 |
|
0.618 |
139-142 |
|
0.500 |
139-128 |
|
0.382 |
139-113 |
|
LOW |
139-065 |
|
0.618 |
138-308 |
|
1.000 |
138-260 |
|
1.618 |
138-183 |
|
2.618 |
138-058 |
|
4.250 |
137-174 |
|
|
| Fisher Pivots for day following 01-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
139-166 |
139-140 |
| PP |
139-147 |
139-095 |
| S1 |
139-128 |
139-050 |
|