ECBOT 10 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 13-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2020 |
13-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
139-120 |
139-050 |
-0-070 |
-0.2% |
139-050 |
| High |
139-225 |
139-120 |
-0-105 |
-0.2% |
139-225 |
| Low |
139-035 |
139-005 |
-0-030 |
-0.1% |
138-245 |
| Close |
139-070 |
139-070 |
0-000 |
0.0% |
139-070 |
| Range |
0-190 |
0-115 |
-0-075 |
-39.5% |
0-300 |
| ATR |
0-145 |
0-143 |
-0-002 |
-1.5% |
0-000 |
| Volume |
1,029,496 |
774,599 |
-254,897 |
-24.8% |
4,579,297 |
|
| Daily Pivots for day following 13-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-090 |
140-035 |
139-133 |
|
| R3 |
139-295 |
139-240 |
139-102 |
|
| R2 |
139-180 |
139-180 |
139-091 |
|
| R1 |
139-125 |
139-125 |
139-081 |
139-152 |
| PP |
139-065 |
139-065 |
139-065 |
139-079 |
| S1 |
139-010 |
139-010 |
139-059 |
139-038 |
| S2 |
138-270 |
138-270 |
139-049 |
|
| S3 |
138-155 |
138-215 |
139-038 |
|
| S4 |
138-040 |
138-100 |
139-007 |
|
|
| 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 |
138-300 |
0-245 |
0.5% |
0-133 |
0.3% |
37% |
False |
False |
904,337 |
| 10 |
139-225 |
138-235 |
0-310 |
0.7% |
0-130 |
0.3% |
50% |
False |
False |
952,502 |
| 20 |
139-225 |
138-070 |
1-155 |
1.1% |
0-128 |
0.3% |
67% |
False |
False |
977,998 |
| 40 |
139-225 |
136-220 |
3-005 |
2.2% |
0-152 |
0.3% |
84% |
False |
False |
1,054,578 |
| 60 |
139-225 |
136-220 |
3-005 |
2.2% |
0-154 |
0.3% |
84% |
False |
False |
707,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-289 |
|
2.618 |
140-101 |
|
1.618 |
139-306 |
|
1.000 |
139-235 |
|
0.618 |
139-191 |
|
HIGH |
139-120 |
|
0.618 |
139-076 |
|
0.500 |
139-062 |
|
0.382 |
139-049 |
|
LOW |
139-005 |
|
0.618 |
138-254 |
|
1.000 |
138-210 |
|
1.618 |
138-139 |
|
2.618 |
138-024 |
|
4.250 |
137-156 |
|
|
| Fisher Pivots for day following 13-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
139-068 |
139-115 |
| PP |
139-065 |
139-100 |
| S1 |
139-062 |
139-085 |
|