ECBOT 10 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 08-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2020 |
08-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
139-005 |
139-080 |
0-075 |
0.2% |
139-075 |
| High |
139-105 |
139-090 |
-0-015 |
0.0% |
139-140 |
| Low |
138-300 |
139-005 |
0-025 |
0.1% |
138-235 |
| Close |
139-065 |
139-060 |
-0-005 |
0.0% |
139-030 |
| Range |
0-125 |
0-085 |
-0-040 |
-32.0% |
0-225 |
| ATR |
0-145 |
0-141 |
-0-004 |
-3.0% |
0-000 |
| Volume |
795,282 |
928,752 |
133,470 |
16.8% |
4,171,130 |
|
| Daily Pivots for day following 08-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-307 |
139-268 |
139-107 |
|
| R3 |
139-222 |
139-183 |
139-083 |
|
| R2 |
139-137 |
139-137 |
139-076 |
|
| R1 |
139-098 |
139-098 |
139-068 |
139-075 |
| PP |
139-052 |
139-052 |
139-052 |
139-040 |
| S1 |
139-013 |
139-013 |
139-052 |
138-310 |
| S2 |
138-287 |
138-287 |
139-044 |
|
| S3 |
138-202 |
138-248 |
139-037 |
|
| S4 |
138-117 |
138-163 |
139-013 |
|
|
| 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 |
139-105 |
138-235 |
0-190 |
0.4% |
0-125 |
0.3% |
76% |
False |
False |
921,955 |
| 10 |
139-140 |
138-170 |
0-290 |
0.7% |
0-119 |
0.3% |
72% |
False |
False |
975,764 |
| 20 |
139-140 |
137-220 |
1-240 |
1.3% |
0-136 |
0.3% |
86% |
False |
False |
1,036,964 |
| 40 |
139-140 |
136-220 |
2-240 |
2.0% |
0-150 |
0.3% |
91% |
False |
False |
986,930 |
| 60 |
139-160 |
136-220 |
2-260 |
2.0% |
0-155 |
0.3% |
89% |
False |
False |
661,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-131 |
|
2.618 |
139-313 |
|
1.618 |
139-228 |
|
1.000 |
139-175 |
|
0.618 |
139-143 |
|
HIGH |
139-090 |
|
0.618 |
139-058 |
|
0.500 |
139-048 |
|
0.382 |
139-037 |
|
LOW |
139-005 |
|
0.618 |
138-272 |
|
1.000 |
138-240 |
|
1.618 |
138-187 |
|
2.618 |
138-102 |
|
4.250 |
137-284 |
|
|
| Fisher Pivots for day following 08-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
139-056 |
139-045 |
| PP |
139-052 |
139-030 |
| S1 |
139-048 |
139-015 |
|