ECBOT 10 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 14-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2020 |
14-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
139-050 |
139-110 |
0-060 |
0.1% |
139-050 |
| High |
139-120 |
139-165 |
0-045 |
0.1% |
139-225 |
| Low |
139-005 |
139-075 |
0-070 |
0.2% |
138-245 |
| Close |
139-070 |
139-135 |
0-065 |
0.1% |
139-070 |
| Range |
0-115 |
0-090 |
-0-025 |
-21.7% |
0-300 |
| ATR |
0-143 |
0-140 |
-0-003 |
-2.4% |
0-000 |
| Volume |
774,599 |
902,282 |
127,683 |
16.5% |
4,579,297 |
|
| Daily Pivots for day following 14-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-075 |
140-035 |
139-184 |
|
| R3 |
139-305 |
139-265 |
139-160 |
|
| R2 |
139-215 |
139-215 |
139-152 |
|
| R1 |
139-175 |
139-175 |
139-143 |
139-195 |
| PP |
139-125 |
139-125 |
139-125 |
139-135 |
| S1 |
139-085 |
139-085 |
139-127 |
139-105 |
| S2 |
139-035 |
139-035 |
139-118 |
|
| S3 |
138-265 |
138-315 |
139-110 |
|
| S4 |
138-175 |
138-225 |
139-086 |
|
|
| 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 |
139-005 |
0-220 |
0.5% |
0-126 |
0.3% |
59% |
False |
False |
925,737 |
| 10 |
139-225 |
138-235 |
0-310 |
0.7% |
0-128 |
0.3% |
71% |
False |
False |
955,065 |
| 20 |
139-225 |
138-070 |
1-155 |
1.1% |
0-124 |
0.3% |
81% |
False |
False |
970,262 |
| 40 |
139-225 |
136-220 |
3-005 |
2.2% |
0-151 |
0.3% |
91% |
False |
False |
1,076,203 |
| 60 |
139-225 |
136-220 |
3-005 |
2.2% |
0-151 |
0.3% |
91% |
False |
False |
722,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-228 |
|
2.618 |
140-081 |
|
1.618 |
139-311 |
|
1.000 |
139-255 |
|
0.618 |
139-221 |
|
HIGH |
139-165 |
|
0.618 |
139-131 |
|
0.500 |
139-120 |
|
0.382 |
139-109 |
|
LOW |
139-075 |
|
0.618 |
139-019 |
|
1.000 |
138-305 |
|
1.618 |
138-249 |
|
2.618 |
138-159 |
|
4.250 |
138-012 |
|
|
| Fisher Pivots for day following 14-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
139-130 |
139-128 |
| PP |
139-125 |
139-122 |
| S1 |
139-120 |
139-115 |
|