ECBOT 10 Year T-Note Future December 2020
| Trading Metrics calculated at close of trading on 21-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2020 |
21-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
139-135 |
139-125 |
-0-010 |
0.0% |
139-190 |
| High |
139-180 |
139-235 |
0-055 |
0.1% |
139-240 |
| Low |
139-110 |
139-125 |
0-015 |
0.0% |
139-105 |
| Close |
139-130 |
139-180 |
0-050 |
0.1% |
139-130 |
| Range |
0-070 |
0-110 |
0-040 |
57.1% |
0-135 |
| ATR |
0-120 |
0-119 |
-0-001 |
-0.6% |
0-000 |
| Volume |
728,725 |
997,320 |
268,595 |
36.9% |
4,141,374 |
|
| Daily Pivots for day following 21-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-190 |
140-135 |
139-240 |
|
| R3 |
140-080 |
140-025 |
139-210 |
|
| R2 |
139-290 |
139-290 |
139-200 |
|
| R1 |
139-235 |
139-235 |
139-190 |
139-262 |
| PP |
139-180 |
139-180 |
139-180 |
139-194 |
| S1 |
139-125 |
139-125 |
139-170 |
139-152 |
| S2 |
139-070 |
139-070 |
139-160 |
|
| S3 |
138-280 |
139-015 |
139-150 |
|
| S4 |
138-170 |
138-225 |
139-120 |
|
|
| Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-243 |
140-162 |
139-204 |
|
| R3 |
140-108 |
140-027 |
139-167 |
|
| R2 |
139-293 |
139-293 |
139-155 |
|
| R1 |
139-212 |
139-212 |
139-142 |
139-185 |
| PP |
139-158 |
139-158 |
139-158 |
139-145 |
| S1 |
139-077 |
139-077 |
139-118 |
139-050 |
| S2 |
139-023 |
139-023 |
139-105 |
|
| S3 |
138-208 |
138-262 |
139-093 |
|
| S4 |
138-073 |
138-127 |
139-056 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-062 |
|
2.618 |
140-203 |
|
1.618 |
140-093 |
|
1.000 |
140-025 |
|
0.618 |
139-303 |
|
HIGH |
139-235 |
|
0.618 |
139-193 |
|
0.500 |
139-180 |
|
0.382 |
139-167 |
|
LOW |
139-125 |
|
0.618 |
139-057 |
|
1.000 |
139-015 |
|
1.618 |
138-267 |
|
2.618 |
138-157 |
|
4.250 |
137-298 |
|
|
| Fisher Pivots for day following 21-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
139-180 |
139-178 |
| PP |
139-180 |
139-177 |
| S1 |
139-180 |
139-175 |
|