ECBOT 10 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 23-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2020 |
23-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
139-175 |
139-170 |
-0-005 |
0.0% |
139-050 |
| High |
139-215 |
139-225 |
0-010 |
0.0% |
139-180 |
| Low |
139-155 |
139-165 |
0-010 |
0.0% |
139-005 |
| Close |
139-180 |
139-200 |
0-020 |
0.0% |
139-115 |
| Range |
0-060 |
0-060 |
0-000 |
0.0% |
0-175 |
| ATR |
0-119 |
0-115 |
-0-004 |
-3.5% |
0-000 |
| Volume |
647,895 |
661,255 |
13,360 |
2.1% |
3,662,270 |
|
| Daily Pivots for day following 23-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-057 |
140-028 |
139-233 |
|
| R3 |
139-317 |
139-288 |
139-216 |
|
| R2 |
139-257 |
139-257 |
139-211 |
|
| R1 |
139-228 |
139-228 |
139-206 |
139-242 |
| PP |
139-197 |
139-197 |
139-197 |
139-204 |
| S1 |
139-168 |
139-168 |
139-194 |
139-182 |
| S2 |
139-137 |
139-137 |
139-189 |
|
| S3 |
139-077 |
139-108 |
139-184 |
|
| S4 |
139-017 |
139-048 |
139-167 |
|
|
| Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-305 |
140-225 |
139-211 |
|
| R3 |
140-130 |
140-050 |
139-163 |
|
| R2 |
139-275 |
139-275 |
139-147 |
|
| R1 |
139-195 |
139-195 |
139-131 |
139-235 |
| PP |
139-100 |
139-100 |
139-100 |
139-120 |
| S1 |
139-020 |
139-020 |
139-099 |
139-060 |
| S2 |
138-245 |
138-245 |
139-083 |
|
| S3 |
138-070 |
138-165 |
139-067 |
|
| S4 |
137-215 |
137-310 |
139-019 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139-225 |
139-100 |
0-125 |
0.3% |
0-072 |
0.2% |
80% |
True |
False |
604,212 |
| 10 |
139-225 |
139-005 |
0-220 |
0.5% |
0-096 |
0.2% |
89% |
True |
False |
714,615 |
| 20 |
139-225 |
138-235 |
0-310 |
0.7% |
0-109 |
0.2% |
92% |
True |
False |
844,780 |
| 40 |
139-225 |
136-220 |
3-005 |
2.2% |
0-138 |
0.3% |
97% |
True |
False |
1,025,455 |
| 60 |
139-225 |
136-220 |
3-005 |
2.2% |
0-144 |
0.3% |
97% |
True |
False |
795,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-160 |
|
2.618 |
140-062 |
|
1.618 |
140-002 |
|
1.000 |
139-285 |
|
0.618 |
139-262 |
|
HIGH |
139-225 |
|
0.618 |
139-202 |
|
0.500 |
139-195 |
|
0.382 |
139-188 |
|
LOW |
139-165 |
|
0.618 |
139-128 |
|
1.000 |
139-105 |
|
1.618 |
139-068 |
|
2.618 |
139-008 |
|
4.250 |
138-230 |
|
|
| Fisher Pivots for day following 23-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
139-198 |
139-188 |
| PP |
139-197 |
139-177 |
| S1 |
139-195 |
139-165 |
|