ECBOT 10 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 06-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2020 |
06-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
138-310 |
139-050 |
0-060 |
0.1% |
139-075 |
| High |
139-060 |
139-075 |
0-015 |
0.0% |
139-140 |
| Low |
138-235 |
138-245 |
0-010 |
0.0% |
138-235 |
| Close |
139-030 |
138-315 |
-0-035 |
-0.1% |
139-030 |
| Range |
0-145 |
0-150 |
0-005 |
3.4% |
0-225 |
| ATR |
0-147 |
0-147 |
0-000 |
0.2% |
0-000 |
| Volume |
890,404 |
832,208 |
-58,196 |
-6.5% |
4,171,130 |
|
| Daily Pivots for day following 06-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-128 |
140-052 |
139-078 |
|
| R3 |
139-298 |
139-222 |
139-036 |
|
| R2 |
139-148 |
139-148 |
139-022 |
|
| R1 |
139-072 |
139-072 |
139-009 |
139-035 |
| PP |
138-318 |
138-318 |
138-318 |
138-300 |
| S1 |
138-242 |
138-242 |
138-301 |
138-205 |
| S2 |
138-168 |
138-168 |
138-288 |
|
| S3 |
138-018 |
138-092 |
138-274 |
|
| S4 |
137-188 |
137-262 |
138-232 |
|
|
| Weekly Pivots for week ending 03-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-063 |
140-272 |
139-154 |
|
| R3 |
140-158 |
140-047 |
139-092 |
|
| R2 |
139-253 |
139-253 |
139-071 |
|
| R1 |
139-142 |
139-142 |
139-051 |
139-085 |
| PP |
139-028 |
139-028 |
139-028 |
139-000 |
| S1 |
138-237 |
138-237 |
139-009 |
138-180 |
| S2 |
138-123 |
138-123 |
138-309 |
|
| S3 |
137-218 |
138-012 |
138-288 |
|
| S4 |
136-313 |
137-107 |
138-226 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139-140 |
138-235 |
0-225 |
0.5% |
0-127 |
0.3% |
36% |
False |
False |
1,000,667 |
| 10 |
139-140 |
138-165 |
0-295 |
0.7% |
0-120 |
0.3% |
51% |
False |
False |
972,465 |
| 20 |
139-140 |
136-300 |
2-160 |
1.8% |
0-143 |
0.3% |
82% |
False |
False |
1,061,121 |
| 40 |
139-140 |
136-220 |
2-240 |
2.0% |
0-153 |
0.3% |
84% |
False |
False |
945,090 |
| 60 |
139-160 |
136-220 |
2-260 |
2.0% |
0-154 |
0.3% |
82% |
False |
False |
632,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-072 |
|
2.618 |
140-148 |
|
1.618 |
139-318 |
|
1.000 |
139-225 |
|
0.618 |
139-168 |
|
HIGH |
139-075 |
|
0.618 |
139-018 |
|
0.500 |
139-000 |
|
0.382 |
138-302 |
|
LOW |
138-245 |
|
0.618 |
138-152 |
|
1.000 |
138-095 |
|
1.618 |
138-002 |
|
2.618 |
137-172 |
|
4.250 |
136-248 |
|
|
| Fisher Pivots for day following 06-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
139-000 |
138-315 |
| PP |
138-318 |
138-315 |
| S1 |
138-317 |
138-315 |
|