ECBOT 10 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 01-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2020 |
01-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
139-120 |
139-050 |
-0-070 |
-0.2% |
138-295 |
| High |
139-140 |
139-055 |
-0-085 |
-0.2% |
139-085 |
| Low |
139-030 |
138-255 |
-0-095 |
-0.2% |
138-165 |
| Close |
139-055 |
138-305 |
-0-070 |
-0.2% |
139-070 |
| Range |
0-110 |
0-120 |
0-010 |
9.1% |
0-240 |
| ATR |
0-149 |
0-147 |
-0-002 |
-1.4% |
0-000 |
| Volume |
1,240,939 |
1,163,129 |
-77,810 |
-6.3% |
4,721,314 |
|
| Daily Pivots for day following 01-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-032 |
139-288 |
139-051 |
|
| R3 |
139-232 |
139-168 |
139-018 |
|
| R2 |
139-112 |
139-112 |
139-007 |
|
| R1 |
139-048 |
139-048 |
138-316 |
139-020 |
| PP |
138-312 |
138-312 |
138-312 |
138-298 |
| S1 |
138-248 |
138-248 |
138-294 |
138-220 |
| S2 |
138-192 |
138-192 |
138-283 |
|
| S3 |
138-072 |
138-128 |
138-272 |
|
| S4 |
137-272 |
138-008 |
138-239 |
|
|
| Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-080 |
140-315 |
139-202 |
|
| R3 |
140-160 |
140-075 |
139-136 |
|
| R2 |
139-240 |
139-240 |
139-114 |
|
| R1 |
139-155 |
139-155 |
139-092 |
139-198 |
| PP |
139-000 |
139-000 |
139-000 |
139-021 |
| S1 |
138-235 |
138-235 |
139-048 |
138-278 |
| S2 |
138-080 |
138-080 |
139-026 |
|
| S3 |
137-160 |
137-315 |
139-004 |
|
| S4 |
136-240 |
137-075 |
138-258 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139-140 |
138-255 |
0-205 |
0.5% |
0-113 |
0.3% |
24% |
False |
True |
1,061,851 |
| 10 |
139-140 |
138-135 |
1-005 |
0.7% |
0-118 |
0.3% |
52% |
False |
False |
973,070 |
| 20 |
139-140 |
136-220 |
2-240 |
2.0% |
0-160 |
0.4% |
82% |
False |
False |
1,170,553 |
| 40 |
139-140 |
136-220 |
2-240 |
2.0% |
0-157 |
0.4% |
82% |
False |
False |
902,680 |
| 60 |
139-160 |
136-220 |
2-260 |
2.0% |
0-157 |
0.4% |
81% |
False |
False |
603,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-245 |
|
2.618 |
140-049 |
|
1.618 |
139-249 |
|
1.000 |
139-175 |
|
0.618 |
139-129 |
|
HIGH |
139-055 |
|
0.618 |
139-009 |
|
0.500 |
138-315 |
|
0.382 |
138-301 |
|
LOW |
138-255 |
|
0.618 |
138-181 |
|
1.000 |
138-135 |
|
1.618 |
138-061 |
|
2.618 |
137-261 |
|
4.250 |
137-065 |
|
|
| Fisher Pivots for day following 01-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
138-315 |
139-038 |
| PP |
138-312 |
139-020 |
| S1 |
138-308 |
139-002 |
|