ECBOT 10 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 16-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2020 |
16-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
139-065 |
139-100 |
0-035 |
0.1% |
139-050 |
| High |
139-140 |
139-180 |
0-040 |
0.1% |
139-225 |
| Low |
139-035 |
139-085 |
0-050 |
0.1% |
138-245 |
| Close |
139-110 |
139-155 |
0-045 |
0.1% |
139-070 |
| Range |
0-105 |
0-095 |
-0-010 |
-9.5% |
0-300 |
| ATR |
0-137 |
0-134 |
-0-003 |
-2.2% |
0-000 |
| Volume |
789,589 |
629,126 |
-160,463 |
-20.3% |
4,579,297 |
|
| Daily Pivots for day following 16-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-105 |
140-065 |
139-207 |
|
| R3 |
140-010 |
139-290 |
139-181 |
|
| R2 |
139-235 |
139-235 |
139-172 |
|
| R1 |
139-195 |
139-195 |
139-164 |
139-215 |
| PP |
139-140 |
139-140 |
139-140 |
139-150 |
| S1 |
139-100 |
139-100 |
139-146 |
139-120 |
| S2 |
139-045 |
139-045 |
139-138 |
|
| S3 |
138-270 |
139-005 |
139-129 |
|
| S4 |
138-175 |
138-230 |
139-103 |
|
|
| 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% |
0-119 |
0.3% |
68% |
False |
False |
825,018 |
| 10 |
139-225 |
138-235 |
0-310 |
0.7% |
0-125 |
0.3% |
77% |
False |
False |
856,529 |
| 20 |
139-225 |
138-135 |
1-090 |
0.9% |
0-121 |
0.3% |
83% |
False |
False |
914,800 |
| 40 |
139-225 |
136-220 |
3-005 |
2.2% |
0-145 |
0.3% |
93% |
False |
False |
1,105,932 |
| 60 |
139-225 |
136-220 |
3-005 |
2.2% |
0-150 |
0.3% |
93% |
False |
False |
745,597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-264 |
|
2.618 |
140-109 |
|
1.618 |
140-014 |
|
1.000 |
139-275 |
|
0.618 |
139-239 |
|
HIGH |
139-180 |
|
0.618 |
139-144 |
|
0.500 |
139-132 |
|
0.382 |
139-121 |
|
LOW |
139-085 |
|
0.618 |
139-026 |
|
1.000 |
138-310 |
|
1.618 |
138-251 |
|
2.618 |
138-156 |
|
4.250 |
138-001 |
|
|
| Fisher Pivots for day following 16-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
139-148 |
139-139 |
| PP |
139-140 |
139-123 |
| S1 |
139-132 |
139-108 |
|