ECBOT 10 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 10-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2020 |
10-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
139-025 |
139-120 |
0-095 |
0.2% |
139-050 |
| High |
139-170 |
139-225 |
0-055 |
0.1% |
139-225 |
| Low |
139-020 |
139-035 |
0-015 |
0.0% |
138-245 |
| Close |
139-160 |
139-070 |
-0-090 |
-0.2% |
139-070 |
| Range |
0-150 |
0-190 |
0-040 |
26.7% |
0-300 |
| ATR |
0-142 |
0-145 |
0-003 |
2.4% |
0-000 |
| Volume |
993,559 |
1,029,496 |
35,937 |
3.6% |
4,579,297 |
|
| Daily Pivots for day following 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-040 |
140-245 |
139-174 |
|
| R3 |
140-170 |
140-055 |
139-122 |
|
| R2 |
139-300 |
139-300 |
139-105 |
|
| R1 |
139-185 |
139-185 |
139-087 |
139-148 |
| PP |
139-110 |
139-110 |
139-110 |
139-091 |
| S1 |
138-315 |
138-315 |
139-053 |
138-278 |
| S2 |
138-240 |
138-240 |
139-035 |
|
| S3 |
138-050 |
138-125 |
139-018 |
|
| S4 |
137-180 |
137-255 |
138-286 |
|
|
| Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-013 |
141-182 |
139-235 |
|
| R3 |
141-033 |
140-202 |
139-152 |
|
| R2 |
140-053 |
140-053 |
139-125 |
|
| R1 |
139-222 |
139-222 |
139-098 |
139-298 |
| PP |
139-073 |
139-073 |
139-073 |
139-111 |
| S1 |
138-242 |
138-242 |
139-042 |
138-318 |
| S2 |
138-093 |
138-093 |
139-015 |
|
| S3 |
137-113 |
137-262 |
138-308 |
|
| S4 |
136-133 |
136-282 |
138-225 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139-225 |
138-245 |
0-300 |
0.7% |
0-140 |
0.3% |
48% |
True |
False |
915,859 |
| 10 |
139-225 |
138-235 |
0-310 |
0.7% |
0-132 |
0.3% |
50% |
True |
False |
967,471 |
| 20 |
139-225 |
138-070 |
1-155 |
1.1% |
0-129 |
0.3% |
67% |
True |
False |
994,787 |
| 40 |
139-225 |
136-220 |
3-005 |
2.2% |
0-152 |
0.3% |
84% |
True |
False |
1,036,145 |
| 60 |
139-225 |
136-220 |
3-005 |
2.2% |
0-155 |
0.3% |
84% |
True |
False |
694,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142-072 |
|
2.618 |
141-082 |
|
1.618 |
140-212 |
|
1.000 |
140-095 |
|
0.618 |
140-022 |
|
HIGH |
139-225 |
|
0.618 |
139-152 |
|
0.500 |
139-130 |
|
0.382 |
139-108 |
|
LOW |
139-035 |
|
0.618 |
138-238 |
|
1.000 |
138-165 |
|
1.618 |
138-048 |
|
2.618 |
137-178 |
|
4.250 |
136-188 |
|
|
| Fisher Pivots for day following 10-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
139-130 |
139-115 |
| PP |
139-110 |
139-100 |
| S1 |
139-090 |
139-085 |
|