ECBOT 10 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 02-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2020 |
02-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
139-050 |
138-310 |
-0-060 |
-0.1% |
138-295 |
| High |
139-055 |
139-060 |
0-005 |
0.0% |
139-085 |
| Low |
138-255 |
138-235 |
-0-020 |
0.0% |
138-165 |
| Close |
138-305 |
139-030 |
0-045 |
0.1% |
139-070 |
| Range |
0-120 |
0-145 |
0-025 |
20.8% |
0-240 |
| ATR |
0-147 |
0-147 |
0-000 |
-0.1% |
0-000 |
| Volume |
1,163,129 |
890,404 |
-272,725 |
-23.4% |
4,721,314 |
|
| Daily Pivots for day following 02-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-117 |
140-058 |
139-110 |
|
| R3 |
139-292 |
139-233 |
139-070 |
|
| R2 |
139-147 |
139-147 |
139-057 |
|
| R1 |
139-088 |
139-088 |
139-043 |
139-118 |
| PP |
139-002 |
139-002 |
139-002 |
139-016 |
| S1 |
138-263 |
138-263 |
139-017 |
138-292 |
| S2 |
138-177 |
138-177 |
139-003 |
|
| S3 |
138-032 |
138-118 |
138-310 |
|
| S4 |
137-207 |
137-293 |
138-270 |
|
|
| Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-080 |
140-315 |
139-202 |
|
| R3 |
140-160 |
140-075 |
139-136 |
|
| R2 |
139-240 |
139-240 |
139-114 |
|
| R1 |
139-155 |
139-155 |
139-092 |
139-198 |
| PP |
139-000 |
139-000 |
139-000 |
139-021 |
| S1 |
138-235 |
138-235 |
139-048 |
138-278 |
| S2 |
138-080 |
138-080 |
139-026 |
|
| S3 |
137-160 |
137-315 |
139-004 |
|
| S4 |
136-240 |
137-075 |
138-258 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139-140 |
138-235 |
0-225 |
0.5% |
0-125 |
0.3% |
51% |
False |
True |
1,019,084 |
| 10 |
139-140 |
138-135 |
1-005 |
0.7% |
0-120 |
0.3% |
66% |
False |
False |
975,450 |
| 20 |
139-140 |
136-220 |
2-240 |
2.0% |
0-156 |
0.3% |
88% |
False |
False |
1,130,090 |
| 40 |
139-140 |
136-220 |
2-240 |
2.0% |
0-156 |
0.4% |
88% |
False |
False |
924,630 |
| 60 |
139-160 |
136-220 |
2-260 |
2.0% |
0-155 |
0.3% |
86% |
False |
False |
618,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-036 |
|
2.618 |
140-120 |
|
1.618 |
139-295 |
|
1.000 |
139-205 |
|
0.618 |
139-150 |
|
HIGH |
139-060 |
|
0.618 |
139-005 |
|
0.500 |
138-308 |
|
0.382 |
138-290 |
|
LOW |
138-235 |
|
0.618 |
138-145 |
|
1.000 |
138-090 |
|
1.618 |
138-000 |
|
2.618 |
137-175 |
|
4.250 |
136-259 |
|
|
| Fisher Pivots for day following 02-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
139-016 |
139-029 |
| PP |
139-002 |
139-028 |
| S1 |
138-308 |
139-028 |
|