ECBOT 10 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 30-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2020 |
30-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
139-225 |
139-250 |
0-025 |
0.1% |
139-115 |
| High |
139-280 |
140-020 |
0-060 |
0.1% |
139-250 |
| Low |
139-185 |
139-240 |
0-055 |
0.1% |
139-105 |
| Close |
139-240 |
140-005 |
0-085 |
0.2% |
139-185 |
| Range |
0-095 |
0-100 |
0-005 |
5.3% |
0-145 |
| ATR |
0-114 |
0-113 |
-0-001 |
-0.9% |
0-000 |
| Volume |
785,966 |
717,957 |
-68,009 |
-8.7% |
3,159,009 |
|
| Daily Pivots for day following 30-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-282 |
140-243 |
140-060 |
|
| R3 |
140-182 |
140-143 |
140-032 |
|
| R2 |
140-082 |
140-082 |
140-023 |
|
| R1 |
140-043 |
140-043 |
140-014 |
140-062 |
| PP |
139-302 |
139-302 |
139-302 |
139-311 |
| S1 |
139-263 |
139-263 |
139-316 |
139-282 |
| S2 |
139-202 |
139-202 |
139-307 |
|
| S3 |
139-102 |
139-163 |
139-298 |
|
| S4 |
139-002 |
139-063 |
139-270 |
|
|
| 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 |
140-020 |
139-080 |
0-260 |
0.6% |
0-108 |
0.2% |
94% |
True |
False |
762,431 |
| 10 |
140-020 |
139-080 |
0-260 |
0.6% |
0-090 |
0.2% |
94% |
True |
False |
683,322 |
| 20 |
140-020 |
138-235 |
1-105 |
0.9% |
0-108 |
0.2% |
96% |
True |
False |
769,925 |
| 40 |
140-020 |
136-220 |
3-120 |
2.4% |
0-134 |
0.3% |
99% |
True |
False |
970,239 |
| 60 |
140-020 |
136-220 |
3-120 |
2.4% |
0-141 |
0.3% |
99% |
True |
False |
858,429 |
| 80 |
140-020 |
136-220 |
3-120 |
2.4% |
0-145 |
0.3% |
99% |
True |
False |
645,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-125 |
|
2.618 |
140-282 |
|
1.618 |
140-182 |
|
1.000 |
140-120 |
|
0.618 |
140-082 |
|
HIGH |
140-020 |
|
0.618 |
139-302 |
|
0.500 |
139-290 |
|
0.382 |
139-278 |
|
LOW |
139-240 |
|
0.618 |
139-178 |
|
1.000 |
139-140 |
|
1.618 |
139-078 |
|
2.618 |
138-298 |
|
4.250 |
138-135 |
|
|
| Fisher Pivots for day following 30-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
139-313 |
139-287 |
| PP |
139-302 |
139-248 |
| S1 |
139-290 |
139-210 |
|