ECBOT 10 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 15-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2020 |
15-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
138-285 |
138-265 |
-0-020 |
0.0% |
137-035 |
| High |
138-310 |
139-030 |
0-040 |
0.1% |
139-030 |
| Low |
138-180 |
138-170 |
-0-010 |
0.0% |
136-300 |
| Close |
138-235 |
138-235 |
0-000 |
0.0% |
138-235 |
| Range |
0-130 |
0-180 |
0-050 |
38.5% |
2-050 |
| ATR |
0-188 |
0-188 |
-0-001 |
-0.3% |
0-000 |
| Volume |
1,110,376 |
1,056,998 |
-53,378 |
-4.8% |
6,184,144 |
|
| Daily Pivots for day following 15-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-152 |
140-053 |
139-014 |
|
| R3 |
139-292 |
139-193 |
138-284 |
|
| R2 |
139-112 |
139-112 |
138-268 |
|
| R1 |
139-013 |
139-013 |
138-252 |
138-292 |
| PP |
138-252 |
138-252 |
138-252 |
138-231 |
| S1 |
138-153 |
138-153 |
138-218 |
138-112 |
| S2 |
138-072 |
138-072 |
138-202 |
|
| S3 |
137-212 |
137-293 |
138-186 |
|
| S4 |
137-032 |
137-113 |
138-136 |
|
|
| Weekly Pivots for week ending 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-232 |
143-283 |
139-294 |
|
| R3 |
142-182 |
141-233 |
139-105 |
|
| R2 |
140-132 |
140-132 |
139-042 |
|
| R1 |
139-183 |
139-183 |
138-298 |
139-318 |
| PP |
138-082 |
138-082 |
138-082 |
138-149 |
| S1 |
137-133 |
137-133 |
138-172 |
137-268 |
| S2 |
136-032 |
136-032 |
138-108 |
|
| S3 |
133-302 |
135-083 |
138-045 |
|
| S4 |
131-252 |
133-033 |
137-176 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-155 |
|
2.618 |
140-181 |
|
1.618 |
140-001 |
|
1.000 |
139-210 |
|
0.618 |
139-141 |
|
HIGH |
139-030 |
|
0.618 |
138-281 |
|
0.500 |
138-260 |
|
0.382 |
138-239 |
|
LOW |
138-170 |
|
0.618 |
138-059 |
|
1.000 |
137-310 |
|
1.618 |
137-199 |
|
2.618 |
137-019 |
|
4.250 |
136-045 |
|
|
| Fisher Pivots for day following 15-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
138-260 |
138-260 |
| PP |
138-252 |
138-252 |
| S1 |
138-243 |
138-243 |
|