ECBOT 10 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 06-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2020 |
06-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
140-125 |
140-010 |
-0-115 |
-0.3% |
139-180 |
| High |
140-130 |
140-130 |
0-000 |
0.0% |
140-060 |
| Low |
140-000 |
140-000 |
0-000 |
0.0% |
139-080 |
| Close |
140-025 |
140-050 |
0-025 |
0.1% |
140-025 |
| Range |
0-130 |
0-130 |
0-000 |
0.0% |
0-300 |
| ATR |
0-114 |
0-115 |
0-001 |
1.0% |
0-000 |
| Volume |
1,020,589 |
883,198 |
-137,391 |
-13.5% |
4,365,044 |
|
| Daily Pivots for day following 06-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-130 |
141-060 |
140-122 |
|
| R3 |
141-000 |
140-250 |
140-086 |
|
| R2 |
140-190 |
140-190 |
140-074 |
|
| R1 |
140-120 |
140-120 |
140-062 |
140-155 |
| PP |
140-060 |
140-060 |
140-060 |
140-078 |
| S1 |
139-310 |
139-310 |
140-038 |
140-025 |
| S2 |
139-250 |
139-250 |
140-026 |
|
| S3 |
139-120 |
139-180 |
140-014 |
|
| S4 |
138-310 |
139-050 |
139-298 |
|
|
| 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 |
139-280 |
0-170 |
0.4% |
0-120 |
0.3% |
53% |
True |
False |
955,673 |
| 10 |
140-130 |
139-080 |
1-050 |
0.8% |
0-114 |
0.3% |
78% |
True |
False |
859,052 |
| 20 |
140-130 |
139-005 |
1-125 |
1.0% |
0-105 |
0.2% |
82% |
True |
False |
786,834 |
| 40 |
140-130 |
138-070 |
2-060 |
1.6% |
0-116 |
0.3% |
89% |
True |
False |
901,739 |
| 60 |
140-130 |
136-220 |
3-230 |
2.7% |
0-134 |
0.3% |
93% |
True |
False |
936,291 |
| 80 |
140-130 |
136-220 |
3-230 |
2.7% |
0-142 |
0.3% |
93% |
True |
False |
704,823 |
|
|
|
| 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 06-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
140-065 |
140-055 |
| PP |
140-060 |
140-053 |
| S1 |
140-055 |
140-052 |
|