ECBOT 10 Year T-Note Future September 2020
Trading Metrics calculated at close of trading on 03-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2020 |
03-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
139-310 |
140-050 |
0-060 |
0.1% |
139-180 |
High |
140-060 |
140-050 |
-0-010 |
0.0% |
140-060 |
Low |
139-280 |
139-280 |
0-000 |
0.0% |
139-080 |
Close |
140-025 |
139-300 |
-0-045 |
-0.1% |
140-025 |
Range |
0-100 |
0-090 |
-0-010 |
-10.0% |
0-300 |
ATR |
0-112 |
0-110 |
-0-002 |
-1.4% |
0-000 |
Volume |
1,257,506 |
843,977 |
-413,529 |
-32.9% |
4,365,044 |
|
Daily Pivots for day following 03-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140-267 |
140-213 |
140-030 |
|
R3 |
140-177 |
140-123 |
140-005 |
|
R2 |
140-087 |
140-087 |
139-316 |
|
R1 |
140-033 |
140-033 |
139-308 |
140-015 |
PP |
139-317 |
139-317 |
139-317 |
139-308 |
S1 |
139-263 |
139-263 |
139-292 |
139-245 |
S2 |
139-227 |
139-227 |
139-284 |
|
S3 |
139-137 |
139-173 |
139-275 |
|
S4 |
139-047 |
139-083 |
139-250 |
|
|
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% |
0-108 |
0.2% |
73% |
False |
False |
892,192 |
10 |
140-060 |
139-080 |
0-300 |
0.7% |
0-094 |
0.2% |
73% |
False |
False |
783,687 |
20 |
140-060 |
138-300 |
1-080 |
0.9% |
0-102 |
0.2% |
80% |
False |
False |
788,869 |
40 |
140-060 |
136-300 |
3-080 |
2.3% |
0-123 |
0.3% |
92% |
False |
False |
924,995 |
60 |
140-060 |
136-220 |
3-160 |
2.5% |
0-136 |
0.3% |
93% |
False |
False |
893,017 |
80 |
140-060 |
136-220 |
3-160 |
2.5% |
0-141 |
0.3% |
93% |
False |
False |
671,604 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
141-112 |
2.618 |
140-286 |
1.618 |
140-196 |
1.000 |
140-140 |
0.618 |
140-106 |
HIGH |
140-050 |
0.618 |
140-016 |
0.500 |
140-005 |
0.382 |
139-314 |
LOW |
139-280 |
0.618 |
139-224 |
1.000 |
139-190 |
1.618 |
139-134 |
2.618 |
139-044 |
4.250 |
138-218 |
|
|
Fisher Pivots for day following 03-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
140-005 |
139-310 |
PP |
139-317 |
139-307 |
S1 |
139-308 |
139-303 |
|