ECBOT 10 Year T-Note Future September 2020
Trading Metrics calculated at close of trading on 07-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2020 |
07-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
140-010 |
140-045 |
0-035 |
0.1% |
140-050 |
High |
140-130 |
140-090 |
-0-040 |
-0.1% |
140-130 |
Low |
140-000 |
139-290 |
-0-030 |
-0.1% |
139-280 |
Close |
140-050 |
139-305 |
-0-065 |
-0.1% |
139-305 |
Range |
0-130 |
0-120 |
-0-010 |
-7.7% |
0-170 |
ATR |
0-115 |
0-116 |
0-000 |
0.3% |
0-000 |
Volume |
883,198 |
889,708 |
6,510 |
0.7% |
4,410,571 |
|
Daily Pivots for day following 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141-055 |
140-300 |
140-051 |
|
R3 |
140-255 |
140-180 |
140-018 |
|
R2 |
140-135 |
140-135 |
140-007 |
|
R1 |
140-060 |
140-060 |
139-316 |
140-038 |
PP |
140-015 |
140-015 |
140-015 |
140-004 |
S1 |
139-260 |
139-260 |
139-294 |
139-238 |
S2 |
139-215 |
139-215 |
139-283 |
|
S3 |
139-095 |
139-140 |
139-272 |
|
S4 |
138-295 |
139-020 |
139-239 |
|
|
Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141-215 |
141-110 |
140-078 |
|
R3 |
141-045 |
140-260 |
140-032 |
|
R2 |
140-195 |
140-195 |
140-016 |
|
R1 |
140-090 |
140-090 |
140-001 |
140-058 |
PP |
140-025 |
140-025 |
140-025 |
140-009 |
S1 |
139-240 |
139-240 |
139-289 |
139-208 |
S2 |
139-175 |
139-175 |
139-274 |
|
S3 |
139-005 |
139-070 |
139-258 |
|
S4 |
138-155 |
138-220 |
139-212 |
|
|
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% |
0-124 |
0.3% |
15% |
False |
False |
882,114 |
10 |
140-130 |
139-080 |
1-050 |
0.8% |
0-118 |
0.3% |
61% |
False |
False |
877,561 |
20 |
140-130 |
139-005 |
1-125 |
1.0% |
0-101 |
0.2% |
67% |
False |
False |
779,844 |
40 |
140-130 |
138-070 |
2-060 |
1.6% |
0-115 |
0.3% |
79% |
False |
False |
887,316 |
60 |
140-130 |
136-220 |
3-230 |
2.7% |
0-135 |
0.3% |
88% |
False |
False |
950,711 |
80 |
140-130 |
136-220 |
3-230 |
2.7% |
0-141 |
0.3% |
88% |
False |
False |
715,732 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
141-280 |
2.618 |
141-084 |
1.618 |
140-284 |
1.000 |
140-210 |
0.618 |
140-164 |
HIGH |
140-090 |
0.618 |
140-044 |
0.500 |
140-030 |
0.382 |
140-016 |
LOW |
139-290 |
0.618 |
139-216 |
1.000 |
139-170 |
1.618 |
139-096 |
2.618 |
138-296 |
4.250 |
138-100 |
|
|
Fisher Pivots for day following 07-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
140-030 |
140-050 |
PP |
140-015 |
140-028 |
S1 |
140-000 |
140-007 |
|