ECBOT 10 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 20-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2020 |
20-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
139-140 |
139-115 |
-0-025 |
-0.1% |
139-050 |
| High |
139-180 |
139-180 |
0-000 |
0.0% |
139-180 |
| Low |
139-100 |
139-105 |
0-005 |
0.0% |
139-005 |
| Close |
139-115 |
139-125 |
0-010 |
0.0% |
139-115 |
| Range |
0-080 |
0-075 |
-0-005 |
-6.3% |
0-175 |
| ATR |
0-130 |
0-126 |
-0-004 |
-3.0% |
0-000 |
| Volume |
566,674 |
531,156 |
-35,518 |
-6.3% |
3,662,270 |
|
| Daily Pivots for day following 20-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-042 |
139-318 |
139-166 |
|
| R3 |
139-287 |
139-243 |
139-146 |
|
| R2 |
139-212 |
139-212 |
139-139 |
|
| R1 |
139-168 |
139-168 |
139-132 |
139-190 |
| PP |
139-137 |
139-137 |
139-137 |
139-148 |
| S1 |
139-093 |
139-093 |
139-118 |
139-115 |
| S2 |
139-062 |
139-062 |
139-111 |
|
| S3 |
138-307 |
139-018 |
139-104 |
|
| S4 |
138-232 |
138-263 |
139-084 |
|
|
| 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 |
139-035 |
0-145 |
0.3% |
0-089 |
0.2% |
62% |
True |
False |
683,765 |
| 10 |
139-225 |
138-300 |
0-245 |
0.5% |
0-111 |
0.2% |
59% |
False |
False |
794,051 |
| 20 |
139-225 |
138-165 |
1-060 |
0.9% |
0-116 |
0.3% |
74% |
False |
False |
883,258 |
| 40 |
139-225 |
136-220 |
3-005 |
2.2% |
0-144 |
0.3% |
90% |
False |
False |
1,115,059 |
| 60 |
139-225 |
136-220 |
3-005 |
2.2% |
0-147 |
0.3% |
90% |
False |
False |
763,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-179 |
|
2.618 |
140-056 |
|
1.618 |
139-301 |
|
1.000 |
139-255 |
|
0.618 |
139-226 |
|
HIGH |
139-180 |
|
0.618 |
139-151 |
|
0.500 |
139-142 |
|
0.382 |
139-134 |
|
LOW |
139-105 |
|
0.618 |
139-059 |
|
1.000 |
139-030 |
|
1.618 |
138-304 |
|
2.618 |
138-229 |
|
4.250 |
138-106 |
|
|
| Fisher Pivots for day following 20-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
139-142 |
139-132 |
| PP |
139-137 |
139-130 |
| S1 |
139-131 |
139-128 |
|