ECBOT 10 Year T-Note Future September 2020
Trading Metrics calculated at close of trading on 01-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2020 |
01-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
138-245 |
139-040 |
0-115 |
0.3% |
138-300 |
High |
139-035 |
139-075 |
0-040 |
0.1% |
139-035 |
Low |
138-240 |
138-250 |
0-010 |
0.0% |
138-135 |
Close |
139-020 |
139-005 |
-0-015 |
0.0% |
139-020 |
Range |
0-115 |
0-145 |
0-030 |
26.1% |
0-220 |
ATR |
0-156 |
0-155 |
-0-001 |
-0.5% |
0-000 |
Volume |
1,560,583 |
909,383 |
-651,200 |
-41.7% |
7,614,845 |
|
Daily Pivots for day following 01-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140-118 |
140-047 |
139-085 |
|
R3 |
139-293 |
139-222 |
139-045 |
|
R2 |
139-148 |
139-148 |
139-032 |
|
R1 |
139-077 |
139-077 |
139-018 |
139-040 |
PP |
139-003 |
139-003 |
139-003 |
138-305 |
S1 |
138-252 |
138-252 |
138-312 |
138-215 |
S2 |
138-178 |
138-178 |
138-298 |
|
S3 |
138-033 |
138-107 |
138-285 |
|
S4 |
137-208 |
137-282 |
138-245 |
|
|
Weekly Pivots for week ending 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140-297 |
140-218 |
139-141 |
|
R3 |
140-077 |
139-318 |
139-080 |
|
R2 |
139-177 |
139-177 |
139-060 |
|
R1 |
139-098 |
139-098 |
139-040 |
139-138 |
PP |
138-277 |
138-277 |
138-277 |
138-296 |
S1 |
138-198 |
138-198 |
139-000 |
138-238 |
S2 |
138-057 |
138-057 |
138-300 |
|
S3 |
137-157 |
137-298 |
138-280 |
|
S4 |
136-257 |
137-078 |
138-219 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
141-051 |
2.618 |
140-135 |
1.618 |
139-310 |
1.000 |
139-220 |
0.618 |
139-165 |
HIGH |
139-075 |
0.618 |
139-020 |
0.500 |
139-002 |
0.382 |
138-305 |
LOW |
138-250 |
0.618 |
138-160 |
1.000 |
138-105 |
1.618 |
138-015 |
2.618 |
137-190 |
4.250 |
136-274 |
|
|
Fisher Pivots for day following 01-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
139-004 |
138-313 |
PP |
139-003 |
138-302 |
S1 |
139-002 |
138-290 |
|