ECBOT 10 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 15-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2020 |
15-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
139-110 |
139-065 |
-0-045 |
-0.1% |
139-050 |
| High |
139-165 |
139-140 |
-0-025 |
-0.1% |
139-225 |
| Low |
139-075 |
139-035 |
-0-040 |
-0.1% |
138-245 |
| Close |
139-135 |
139-110 |
-0-025 |
-0.1% |
139-070 |
| Range |
0-090 |
0-105 |
0-015 |
16.7% |
0-300 |
| ATR |
0-140 |
0-137 |
-0-002 |
-1.8% |
0-000 |
| Volume |
902,282 |
789,589 |
-112,693 |
-12.5% |
4,579,297 |
|
| Daily Pivots for day following 15-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-090 |
140-045 |
139-168 |
|
| R3 |
139-305 |
139-260 |
139-139 |
|
| R2 |
139-200 |
139-200 |
139-129 |
|
| R1 |
139-155 |
139-155 |
139-120 |
139-178 |
| PP |
139-095 |
139-095 |
139-095 |
139-106 |
| S1 |
139-050 |
139-050 |
139-100 |
139-072 |
| S2 |
138-310 |
138-310 |
139-091 |
|
| S3 |
138-205 |
138-265 |
139-081 |
|
| S4 |
138-100 |
138-160 |
139-052 |
|
|
| Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-013 |
141-182 |
139-235 |
|
| R3 |
141-033 |
140-202 |
139-152 |
|
| R2 |
140-053 |
140-053 |
139-125 |
|
| R1 |
139-222 |
139-222 |
139-098 |
139-298 |
| PP |
139-073 |
139-073 |
139-073 |
139-111 |
| S1 |
138-242 |
138-242 |
139-042 |
138-318 |
| S2 |
138-093 |
138-093 |
139-015 |
|
| S3 |
137-113 |
137-262 |
138-308 |
|
| S4 |
136-133 |
136-282 |
138-225 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139-225 |
139-005 |
0-220 |
0.5% |
0-130 |
0.3% |
48% |
False |
False |
897,905 |
| 10 |
139-225 |
138-235 |
0-310 |
0.7% |
0-128 |
0.3% |
63% |
False |
False |
909,930 |
| 20 |
139-225 |
138-115 |
1-110 |
1.0% |
0-122 |
0.3% |
73% |
False |
False |
932,051 |
| 40 |
139-225 |
136-220 |
3-005 |
2.2% |
0-147 |
0.3% |
88% |
False |
False |
1,093,459 |
| 60 |
139-225 |
136-220 |
3-005 |
2.2% |
0-151 |
0.3% |
88% |
False |
False |
735,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-266 |
|
2.618 |
140-095 |
|
1.618 |
139-310 |
|
1.000 |
139-245 |
|
0.618 |
139-205 |
|
HIGH |
139-140 |
|
0.618 |
139-100 |
|
0.500 |
139-088 |
|
0.382 |
139-075 |
|
LOW |
139-035 |
|
0.618 |
138-290 |
|
1.000 |
138-250 |
|
1.618 |
138-185 |
|
2.618 |
138-080 |
|
4.250 |
137-229 |
|
|
| Fisher Pivots for day following 15-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
139-102 |
139-102 |
| PP |
139-095 |
139-093 |
| S1 |
139-088 |
139-085 |
|