ECBOT 10 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 31-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2020 |
31-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
139-250 |
139-310 |
0-060 |
0.1% |
139-180 |
| High |
140-020 |
140-060 |
0-040 |
0.1% |
140-060 |
| Low |
139-240 |
139-280 |
0-040 |
0.1% |
139-080 |
| Close |
140-005 |
140-025 |
0-020 |
0.0% |
140-025 |
| Range |
0-100 |
0-100 |
0-000 |
0.0% |
0-300 |
| ATR |
0-113 |
0-112 |
-0-001 |
-0.8% |
0-000 |
| Volume |
717,957 |
1,257,506 |
539,549 |
75.2% |
4,365,044 |
|
| Daily Pivots for day following 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-315 |
140-270 |
140-080 |
|
| R3 |
140-215 |
140-170 |
140-052 |
|
| R2 |
140-115 |
140-115 |
140-043 |
|
| R1 |
140-070 |
140-070 |
140-034 |
140-092 |
| PP |
140-015 |
140-015 |
140-015 |
140-026 |
| S1 |
139-290 |
139-290 |
140-016 |
139-312 |
| S2 |
139-235 |
139-235 |
140-007 |
|
| S3 |
139-135 |
139-190 |
139-318 |
|
| S4 |
139-035 |
139-090 |
139-290 |
|
|
| Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-208 |
142-097 |
140-190 |
|
| R3 |
141-228 |
141-117 |
140-108 |
|
| R2 |
140-248 |
140-248 |
140-080 |
|
| R1 |
140-137 |
140-137 |
140-052 |
140-192 |
| PP |
139-268 |
139-268 |
139-268 |
139-296 |
| S1 |
139-157 |
139-157 |
139-318 |
139-212 |
| S2 |
138-288 |
138-288 |
139-290 |
|
| S3 |
137-308 |
138-177 |
139-262 |
|
| S4 |
137-008 |
137-197 |
139-180 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140-060 |
139-080 |
0-300 |
0.7% |
0-112 |
0.2% |
88% |
True |
False |
873,008 |
| 10 |
140-060 |
139-080 |
0-300 |
0.7% |
0-092 |
0.2% |
88% |
True |
False |
752,405 |
| 20 |
140-060 |
138-245 |
1-135 |
1.0% |
0-105 |
0.2% |
92% |
True |
False |
788,281 |
| 40 |
140-060 |
136-220 |
3-160 |
2.5% |
0-130 |
0.3% |
97% |
True |
False |
959,185 |
| 60 |
140-060 |
136-220 |
3-160 |
2.5% |
0-139 |
0.3% |
97% |
True |
False |
879,180 |
| 80 |
140-060 |
136-220 |
3-160 |
2.5% |
0-143 |
0.3% |
97% |
True |
False |
661,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-165 |
|
2.618 |
141-002 |
|
1.618 |
140-222 |
|
1.000 |
140-160 |
|
0.618 |
140-122 |
|
HIGH |
140-060 |
|
0.618 |
140-022 |
|
0.500 |
140-010 |
|
0.382 |
139-318 |
|
LOW |
139-280 |
|
0.618 |
139-218 |
|
1.000 |
139-180 |
|
1.618 |
139-118 |
|
2.618 |
139-018 |
|
4.250 |
138-175 |
|
|
| Fisher Pivots for day following 31-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
140-020 |
140-004 |
| PP |
140-015 |
139-303 |
| S1 |
140-010 |
139-282 |
|