ECBOT 10 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 22-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2020 |
22-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
139-150 |
139-175 |
0-025 |
0.1% |
139-050 |
| High |
139-190 |
139-215 |
0-025 |
0.1% |
139-180 |
| Low |
139-105 |
139-155 |
0-050 |
0.1% |
139-005 |
| Close |
139-165 |
139-180 |
0-015 |
0.0% |
139-115 |
| Range |
0-085 |
0-060 |
-0-025 |
-29.4% |
0-175 |
| ATR |
0-123 |
0-119 |
-0-005 |
-3.7% |
0-000 |
| Volume |
614,084 |
647,895 |
33,811 |
5.5% |
3,662,270 |
|
| Daily Pivots for day following 22-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-043 |
140-012 |
139-213 |
|
| R3 |
139-303 |
139-272 |
139-196 |
|
| R2 |
139-243 |
139-243 |
139-191 |
|
| R1 |
139-212 |
139-212 |
139-186 |
139-228 |
| PP |
139-183 |
139-183 |
139-183 |
139-191 |
| S1 |
139-152 |
139-152 |
139-174 |
139-168 |
| S2 |
139-123 |
139-123 |
139-169 |
|
| S3 |
139-063 |
139-092 |
139-164 |
|
| S4 |
139-003 |
139-032 |
139-147 |
|
|
| 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 |
139-215 |
139-085 |
0-130 |
0.3% |
0-079 |
0.2% |
73% |
True |
False |
597,787 |
| 10 |
139-225 |
139-005 |
0-220 |
0.5% |
0-104 |
0.2% |
80% |
False |
False |
747,846 |
| 20 |
139-225 |
138-170 |
1-055 |
0.8% |
0-112 |
0.3% |
88% |
False |
False |
861,805 |
| 40 |
139-225 |
136-220 |
3-005 |
2.2% |
0-142 |
0.3% |
95% |
False |
False |
1,058,504 |
| 60 |
139-225 |
136-220 |
3-005 |
2.2% |
0-146 |
0.3% |
95% |
False |
False |
784,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-150 |
|
2.618 |
140-052 |
|
1.618 |
139-312 |
|
1.000 |
139-275 |
|
0.618 |
139-252 |
|
HIGH |
139-215 |
|
0.618 |
139-192 |
|
0.500 |
139-185 |
|
0.382 |
139-178 |
|
LOW |
139-155 |
|
0.618 |
139-118 |
|
1.000 |
139-095 |
|
1.618 |
139-058 |
|
2.618 |
138-318 |
|
4.250 |
138-220 |
|
|
| Fisher Pivots for day following 22-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
139-185 |
139-173 |
| PP |
139-183 |
139-167 |
| S1 |
139-182 |
139-160 |
|