ECBOT 10 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 09-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2020 |
09-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
139-080 |
139-025 |
-0-055 |
-0.1% |
139-075 |
| High |
139-090 |
139-170 |
0-080 |
0.2% |
139-140 |
| Low |
139-005 |
139-020 |
0-015 |
0.0% |
138-235 |
| Close |
139-060 |
139-160 |
0-100 |
0.2% |
139-030 |
| Range |
0-085 |
0-150 |
0-065 |
76.5% |
0-225 |
| ATR |
0-141 |
0-142 |
0-001 |
0.4% |
0-000 |
| Volume |
928,752 |
993,559 |
64,807 |
7.0% |
4,171,130 |
|
| Daily Pivots for day following 09-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-247 |
140-193 |
139-242 |
|
| R3 |
140-097 |
140-043 |
139-201 |
|
| R2 |
139-267 |
139-267 |
139-188 |
|
| R1 |
139-213 |
139-213 |
139-174 |
139-240 |
| PP |
139-117 |
139-117 |
139-117 |
139-130 |
| S1 |
139-063 |
139-063 |
139-146 |
139-090 |
| S2 |
138-287 |
138-287 |
139-132 |
|
| S3 |
138-137 |
138-233 |
139-119 |
|
| S4 |
137-307 |
138-083 |
139-078 |
|
|
| 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 |
139-170 |
138-235 |
0-255 |
0.6% |
0-131 |
0.3% |
96% |
True |
False |
888,041 |
| 10 |
139-170 |
138-235 |
0-255 |
0.6% |
0-122 |
0.3% |
96% |
True |
False |
974,946 |
| 20 |
139-170 |
138-070 |
1-100 |
0.9% |
0-127 |
0.3% |
98% |
True |
False |
1,016,644 |
| 40 |
139-170 |
136-220 |
2-270 |
2.0% |
0-149 |
0.3% |
99% |
True |
False |
1,011,020 |
| 60 |
139-170 |
136-220 |
2-270 |
2.0% |
0-155 |
0.3% |
99% |
True |
False |
677,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-168 |
|
2.618 |
140-243 |
|
1.618 |
140-093 |
|
1.000 |
140-000 |
|
0.618 |
139-263 |
|
HIGH |
139-170 |
|
0.618 |
139-113 |
|
0.500 |
139-095 |
|
0.382 |
139-077 |
|
LOW |
139-020 |
|
0.618 |
138-247 |
|
1.000 |
138-190 |
|
1.618 |
138-097 |
|
2.618 |
137-267 |
|
4.250 |
137-022 |
|
|
| Fisher Pivots for day following 09-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
139-138 |
139-132 |
| PP |
139-117 |
139-103 |
| S1 |
139-095 |
139-075 |
|