ECBOT 10 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 03-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2020 |
03-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
139-190 |
139-230 |
0-040 |
0.1% |
139-195 |
| High |
139-245 |
140-010 |
0-085 |
0.2% |
139-230 |
| Low |
139-145 |
139-185 |
0-040 |
0.1% |
138-230 |
| Close |
139-225 |
139-295 |
0-070 |
0.2% |
139-080 |
| Range |
0-100 |
0-145 |
0-045 |
45.0% |
1-000 |
| ATR |
0-129 |
0-130 |
0-001 |
0.9% |
0-000 |
| Volume |
29,458 |
31,479 |
2,021 |
6.9% |
10,778,103 |
|
| Daily Pivots for day following 03-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-065 |
141-005 |
140-055 |
|
| R3 |
140-240 |
140-180 |
140-015 |
|
| R2 |
140-095 |
140-095 |
140-002 |
|
| R1 |
140-035 |
140-035 |
139-308 |
140-065 |
| PP |
139-270 |
139-270 |
139-270 |
139-285 |
| S1 |
139-210 |
139-210 |
139-282 |
139-240 |
| S2 |
139-125 |
139-125 |
139-268 |
|
| S3 |
138-300 |
139-065 |
139-255 |
|
| S4 |
138-155 |
138-240 |
139-215 |
|
|
| 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 |
140-010 |
138-230 |
1-100 |
0.9% |
0-138 |
0.3% |
92% |
True |
False |
222,824 |
| 10 |
140-010 |
138-230 |
1-100 |
0.9% |
0-137 |
0.3% |
92% |
True |
False |
1,198,690 |
| 20 |
140-090 |
138-230 |
1-180 |
1.1% |
0-133 |
0.3% |
77% |
False |
False |
1,143,555 |
| 40 |
140-130 |
138-230 |
1-220 |
1.2% |
0-119 |
0.3% |
71% |
False |
False |
965,195 |
| 60 |
140-130 |
138-070 |
2-060 |
1.6% |
0-122 |
0.3% |
78% |
False |
False |
982,344 |
| 80 |
140-130 |
136-220 |
3-230 |
2.7% |
0-134 |
0.3% |
87% |
False |
False |
988,107 |
| 100 |
140-130 |
136-220 |
3-230 |
2.7% |
0-140 |
0.3% |
87% |
False |
False |
792,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-306 |
|
2.618 |
141-070 |
|
1.618 |
140-245 |
|
1.000 |
140-155 |
|
0.618 |
140-100 |
|
HIGH |
140-010 |
|
0.618 |
139-275 |
|
0.500 |
139-258 |
|
0.382 |
139-240 |
|
LOW |
139-185 |
|
0.618 |
139-095 |
|
1.000 |
139-040 |
|
1.618 |
138-270 |
|
2.618 |
138-125 |
|
4.250 |
137-209 |
|
|
| Fisher Pivots for day following 03-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
139-282 |
139-262 |
| PP |
139-270 |
139-230 |
| S1 |
139-258 |
139-198 |
|