ECBOT 10 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 07-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2020 |
07-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
139-050 |
139-005 |
-0-045 |
-0.1% |
139-075 |
| High |
139-075 |
139-105 |
0-030 |
0.1% |
139-140 |
| Low |
138-245 |
138-300 |
0-055 |
0.1% |
138-235 |
| Close |
138-315 |
139-065 |
0-070 |
0.2% |
139-030 |
| Range |
0-150 |
0-125 |
-0-025 |
-16.7% |
0-225 |
| ATR |
0-147 |
0-145 |
-0-002 |
-1.1% |
0-000 |
| Volume |
832,208 |
795,282 |
-36,926 |
-4.4% |
4,171,130 |
|
| Daily Pivots for day following 07-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-105 |
140-050 |
139-134 |
|
| R3 |
139-300 |
139-245 |
139-099 |
|
| R2 |
139-175 |
139-175 |
139-088 |
|
| R1 |
139-120 |
139-120 |
139-076 |
139-148 |
| PP |
139-050 |
139-050 |
139-050 |
139-064 |
| S1 |
138-315 |
138-315 |
139-054 |
139-022 |
| S2 |
138-245 |
138-245 |
139-042 |
|
| S3 |
138-120 |
138-190 |
139-031 |
|
| S4 |
137-315 |
138-065 |
138-316 |
|
|
| 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% |
0-130 |
0.3% |
67% |
False |
False |
984,392 |
| 10 |
139-140 |
138-165 |
0-295 |
0.7% |
0-123 |
0.3% |
75% |
False |
False |
978,651 |
| 20 |
139-140 |
137-105 |
2-035 |
1.5% |
0-140 |
0.3% |
89% |
False |
False |
1,053,376 |
| 40 |
139-140 |
136-220 |
2-240 |
2.0% |
0-151 |
0.3% |
91% |
False |
False |
964,490 |
| 60 |
139-160 |
136-220 |
2-260 |
2.0% |
0-155 |
0.3% |
89% |
False |
False |
645,770 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-316 |
|
2.618 |
140-112 |
|
1.618 |
139-307 |
|
1.000 |
139-230 |
|
0.618 |
139-182 |
|
HIGH |
139-105 |
|
0.618 |
139-057 |
|
0.500 |
139-042 |
|
0.382 |
139-028 |
|
LOW |
138-300 |
|
0.618 |
138-223 |
|
1.000 |
138-175 |
|
1.618 |
138-098 |
|
2.618 |
137-293 |
|
4.250 |
137-089 |
|
|
| Fisher Pivots for day following 07-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
139-058 |
139-047 |
| PP |
139-050 |
139-028 |
| S1 |
139-042 |
139-010 |
|