ECBOT 10 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 17-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2020 |
17-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
139-100 |
139-140 |
0-040 |
0.1% |
139-050 |
| High |
139-180 |
139-180 |
0-000 |
0.0% |
139-180 |
| Low |
139-085 |
139-100 |
0-015 |
0.0% |
139-005 |
| Close |
139-155 |
139-115 |
-0-040 |
-0.1% |
139-115 |
| Range |
0-095 |
0-080 |
-0-015 |
-15.8% |
0-175 |
| ATR |
0-134 |
0-130 |
-0-004 |
-2.9% |
0-000 |
| Volume |
629,126 |
566,674 |
-62,452 |
-9.9% |
3,662,270 |
|
| Daily Pivots for day following 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-052 |
140-003 |
139-159 |
|
| R3 |
139-292 |
139-243 |
139-137 |
|
| R2 |
139-212 |
139-212 |
139-130 |
|
| R1 |
139-163 |
139-163 |
139-122 |
139-148 |
| PP |
139-132 |
139-132 |
139-132 |
139-124 |
| S1 |
139-083 |
139-083 |
139-108 |
139-068 |
| S2 |
139-052 |
139-052 |
139-100 |
|
| S3 |
138-292 |
139-003 |
139-093 |
|
| S4 |
138-212 |
138-243 |
139-071 |
|
|
| Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-305 |
140-225 |
139-211 |
|
| R3 |
140-130 |
140-050 |
139-163 |
|
| R2 |
139-275 |
139-275 |
139-147 |
|
| R1 |
139-195 |
139-195 |
139-131 |
139-235 |
| PP |
139-100 |
139-100 |
139-100 |
139-120 |
| S1 |
139-020 |
139-020 |
139-099 |
139-060 |
| S2 |
138-245 |
138-245 |
139-083 |
|
| S3 |
138-070 |
138-165 |
139-067 |
|
| S4 |
137-215 |
137-310 |
139-019 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139-180 |
139-005 |
0-175 |
0.4% |
0-097 |
0.2% |
63% |
True |
False |
732,454 |
| 10 |
139-225 |
138-245 |
0-300 |
0.7% |
0-118 |
0.3% |
63% |
False |
False |
824,156 |
| 20 |
139-225 |
138-135 |
1-090 |
0.9% |
0-119 |
0.3% |
73% |
False |
False |
899,803 |
| 40 |
139-225 |
136-220 |
3-005 |
2.2% |
0-144 |
0.3% |
89% |
False |
False |
1,114,510 |
| 60 |
139-225 |
136-220 |
3-005 |
2.2% |
0-147 |
0.3% |
89% |
False |
False |
754,927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-200 |
|
2.618 |
140-069 |
|
1.618 |
139-309 |
|
1.000 |
139-260 |
|
0.618 |
139-229 |
|
HIGH |
139-180 |
|
0.618 |
139-149 |
|
0.500 |
139-140 |
|
0.382 |
139-131 |
|
LOW |
139-100 |
|
0.618 |
139-051 |
|
1.000 |
139-020 |
|
1.618 |
138-291 |
|
2.618 |
138-211 |
|
4.250 |
138-080 |
|
|
| Fisher Pivots for day following 17-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
139-140 |
139-112 |
| PP |
139-132 |
139-110 |
| S1 |
139-123 |
139-108 |
|