ECBOT 10 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 11-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2020 |
11-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
137-240 |
138-200 |
0-280 |
0.6% |
139-040 |
| High |
138-215 |
139-030 |
0-135 |
0.3% |
139-075 |
| Low |
137-220 |
138-195 |
0-295 |
0.7% |
136-220 |
| Close |
138-155 |
139-015 |
0-180 |
0.4% |
137-030 |
| Range |
0-315 |
0-155 |
-0-160 |
-50.8% |
2-175 |
| ATR |
0-190 |
0-191 |
0-000 |
0.2% |
0-000 |
| Volume |
1,399,954 |
1,466,637 |
66,683 |
4.8% |
7,094,390 |
|
| Daily Pivots for day following 11-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-118 |
140-062 |
139-100 |
|
| R3 |
139-283 |
139-227 |
139-058 |
|
| R2 |
139-128 |
139-128 |
139-043 |
|
| R1 |
139-072 |
139-072 |
139-029 |
139-100 |
| PP |
138-293 |
138-293 |
138-293 |
138-308 |
| S1 |
138-237 |
138-237 |
139-001 |
138-265 |
| S2 |
138-138 |
138-138 |
138-307 |
|
| S3 |
137-303 |
138-082 |
138-292 |
|
| S4 |
137-148 |
137-247 |
138-250 |
|
|
| Weekly Pivots for week ending 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-100 |
143-240 |
138-158 |
|
| R3 |
142-245 |
141-065 |
137-254 |
|
| R2 |
140-070 |
140-070 |
137-179 |
|
| R1 |
138-210 |
138-210 |
137-105 |
138-052 |
| PP |
137-215 |
137-215 |
137-215 |
137-136 |
| S1 |
136-035 |
136-035 |
136-275 |
135-198 |
| S2 |
135-040 |
135-040 |
136-201 |
|
| S3 |
132-185 |
133-180 |
136-126 |
|
| S4 |
130-010 |
131-005 |
135-222 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-049 |
|
2.618 |
140-116 |
|
1.618 |
139-281 |
|
1.000 |
139-185 |
|
0.618 |
139-126 |
|
HIGH |
139-030 |
|
0.618 |
138-291 |
|
0.500 |
138-272 |
|
0.382 |
138-254 |
|
LOW |
138-195 |
|
0.618 |
138-099 |
|
1.000 |
138-040 |
|
1.618 |
137-264 |
|
2.618 |
137-109 |
|
4.250 |
136-176 |
|
|
| Fisher Pivots for day following 11-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
138-314 |
138-246 |
| PP |
138-293 |
138-157 |
| S1 |
138-272 |
138-068 |
|