ECBOT 10 Year T-Note Future September 2020
Trading Metrics calculated at close of trading on 05-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2020 |
05-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
138-090 |
137-240 |
-0-170 |
-0.4% |
139-040 |
High |
138-120 |
137-305 |
-0-135 |
-0.3% |
139-075 |
Low |
137-220 |
136-220 |
-1-000 |
-0.7% |
136-220 |
Close |
137-255 |
137-030 |
-0-225 |
-0.5% |
137-030 |
Range |
0-220 |
1-085 |
0-185 |
84.1% |
2-175 |
ATR |
0-163 |
0-180 |
0-017 |
10.6% |
0-000 |
Volume |
1,699,672 |
2,211,585 |
511,913 |
30.1% |
7,094,390 |
|
Daily Pivots for day following 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141-013 |
140-107 |
137-253 |
|
R3 |
139-248 |
139-022 |
137-141 |
|
R2 |
138-163 |
138-163 |
137-104 |
|
R1 |
137-257 |
137-257 |
137-067 |
137-168 |
PP |
137-078 |
137-078 |
137-078 |
137-034 |
S1 |
136-172 |
136-172 |
136-313 |
136-082 |
S2 |
135-313 |
135-313 |
136-276 |
|
S3 |
134-228 |
135-087 |
136-239 |
|
S4 |
133-143 |
134-002 |
136-127 |
|
|
Weekly Pivots for week ending 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145-100 |
143-240 |
138-158 |
|
R3 |
142-245 |
141-065 |
137-254 |
|
R2 |
140-070 |
140-070 |
137-179 |
|
R1 |
138-210 |
138-210 |
137-105 |
138-052 |
PP |
137-215 |
137-215 |
137-215 |
137-136 |
S1 |
136-035 |
136-035 |
136-275 |
135-198 |
S2 |
135-040 |
135-040 |
136-201 |
|
S3 |
132-185 |
133-180 |
136-126 |
|
S4 |
130-010 |
131-005 |
135-222 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
143-106 |
2.618 |
141-085 |
1.618 |
140-000 |
1.000 |
139-070 |
0.618 |
138-235 |
HIGH |
137-305 |
0.618 |
137-150 |
0.500 |
137-102 |
0.382 |
137-055 |
LOW |
136-220 |
0.618 |
135-290 |
1.000 |
135-135 |
1.618 |
134-205 |
2.618 |
133-120 |
4.250 |
131-099 |
|
|
Fisher Pivots for day following 05-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
137-102 |
137-250 |
PP |
137-078 |
137-177 |
S1 |
137-054 |
137-103 |
|