ECBOT 10 Year T-Note Future September 2020
Trading Metrics calculated at close of trading on 29-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2020 |
29-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
139-135 |
139-225 |
0-090 |
0.2% |
139-115 |
High |
139-235 |
139-280 |
0-045 |
0.1% |
139-250 |
Low |
139-080 |
139-185 |
0-105 |
0.2% |
139-105 |
Close |
139-225 |
139-240 |
0-015 |
0.0% |
139-185 |
Range |
0-155 |
0-095 |
-0-060 |
-38.7% |
0-145 |
ATR |
0-115 |
0-114 |
-0-001 |
-1.2% |
0-000 |
Volume |
855,554 |
785,966 |
-69,588 |
-8.1% |
3,159,009 |
|
Daily Pivots for day following 29-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140-200 |
140-155 |
139-292 |
|
R3 |
140-105 |
140-060 |
139-266 |
|
R2 |
140-010 |
140-010 |
139-257 |
|
R1 |
139-285 |
139-285 |
139-249 |
139-308 |
PP |
139-235 |
139-235 |
139-235 |
139-246 |
S1 |
139-190 |
139-190 |
139-231 |
139-212 |
S2 |
139-140 |
139-140 |
139-223 |
|
S3 |
139-045 |
139-095 |
139-214 |
|
S4 |
138-270 |
139-000 |
139-188 |
|
|
Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140-295 |
140-225 |
139-265 |
|
R3 |
140-150 |
140-080 |
139-225 |
|
R2 |
140-005 |
140-005 |
139-212 |
|
R1 |
139-255 |
139-255 |
139-198 |
139-290 |
PP |
139-180 |
139-180 |
139-180 |
139-198 |
S1 |
139-110 |
139-110 |
139-172 |
139-145 |
S2 |
139-035 |
139-035 |
139-158 |
|
S3 |
138-210 |
138-285 |
139-145 |
|
S4 |
138-065 |
138-140 |
139-105 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
139-280 |
139-080 |
0-200 |
0.4% |
0-100 |
0.2% |
80% |
True |
False |
751,091 |
10 |
139-280 |
139-080 |
0-200 |
0.4% |
0-090 |
0.2% |
80% |
True |
False |
674,439 |
20 |
139-280 |
138-235 |
1-045 |
0.8% |
0-108 |
0.2% |
89% |
True |
False |
792,184 |
40 |
139-280 |
136-220 |
3-060 |
2.3% |
0-137 |
0.3% |
96% |
True |
False |
988,316 |
60 |
139-280 |
136-220 |
3-060 |
2.3% |
0-141 |
0.3% |
96% |
True |
False |
846,720 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
141-044 |
2.618 |
140-209 |
1.618 |
140-114 |
1.000 |
140-055 |
0.618 |
140-019 |
HIGH |
139-280 |
0.618 |
139-244 |
0.500 |
139-232 |
0.382 |
139-221 |
LOW |
139-185 |
0.618 |
139-126 |
1.000 |
139-090 |
1.618 |
139-031 |
2.618 |
138-256 |
4.250 |
138-101 |
|
|
Fisher Pivots for day following 29-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
139-238 |
139-220 |
PP |
139-235 |
139-200 |
S1 |
139-232 |
139-180 |
|