ECBOT 10 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 05-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2020 |
05-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
140-010 |
140-125 |
0-115 |
0.3% |
139-180 |
| High |
140-130 |
140-130 |
0-000 |
0.0% |
140-060 |
| Low |
139-300 |
140-000 |
0-020 |
0.0% |
139-080 |
| Close |
140-105 |
140-025 |
-0-080 |
-0.2% |
140-025 |
| Range |
0-150 |
0-130 |
-0-020 |
-13.3% |
0-300 |
| ATR |
0-113 |
0-114 |
0-001 |
1.1% |
0-000 |
| Volume |
773,099 |
1,020,589 |
247,490 |
32.0% |
4,365,044 |
|
| Daily Pivots for day following 05-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-122 |
141-043 |
140-096 |
|
| R3 |
140-312 |
140-233 |
140-061 |
|
| R2 |
140-182 |
140-182 |
140-049 |
|
| R1 |
140-103 |
140-103 |
140-037 |
140-078 |
| PP |
140-052 |
140-052 |
140-052 |
140-039 |
| S1 |
139-293 |
139-293 |
140-013 |
139-268 |
| S2 |
139-242 |
139-242 |
140-001 |
|
| S3 |
139-112 |
139-163 |
139-309 |
|
| S4 |
138-302 |
139-033 |
139-274 |
|
|
| 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 |
140-130 |
139-240 |
0-210 |
0.5% |
0-114 |
0.3% |
50% |
True |
False |
922,625 |
| 10 |
140-130 |
139-080 |
1-050 |
0.8% |
0-107 |
0.2% |
72% |
True |
False |
836,858 |
| 20 |
140-130 |
139-005 |
1-125 |
1.0% |
0-106 |
0.2% |
76% |
True |
False |
792,352 |
| 40 |
140-130 |
137-220 |
2-230 |
1.9% |
0-121 |
0.3% |
88% |
True |
False |
914,658 |
| 60 |
140-130 |
136-220 |
3-230 |
2.7% |
0-135 |
0.3% |
91% |
True |
False |
922,070 |
| 80 |
140-130 |
136-220 |
3-230 |
2.7% |
0-142 |
0.3% |
91% |
True |
False |
694,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142-042 |
|
2.618 |
141-150 |
|
1.618 |
141-020 |
|
1.000 |
140-260 |
|
0.618 |
140-210 |
|
HIGH |
140-130 |
|
0.618 |
140-080 |
|
0.500 |
140-065 |
|
0.382 |
140-050 |
|
LOW |
140-000 |
|
0.618 |
139-240 |
|
1.000 |
139-190 |
|
1.618 |
139-110 |
|
2.618 |
138-300 |
|
4.250 |
138-088 |
|
|
| Fisher Pivots for day following 05-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
140-065 |
140-045 |
| PP |
140-052 |
140-038 |
| S1 |
140-038 |
140-032 |
|