ECBOT 10 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 24-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2020 |
24-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
139-170 |
139-200 |
0-030 |
0.1% |
139-115 |
| High |
139-225 |
139-250 |
0-025 |
0.1% |
139-250 |
| Low |
139-165 |
139-170 |
0-005 |
0.0% |
139-105 |
| Close |
139-200 |
139-185 |
-0-015 |
0.0% |
139-185 |
| Range |
0-060 |
0-080 |
0-020 |
33.3% |
0-145 |
| ATR |
0-115 |
0-112 |
-0-002 |
-2.2% |
0-000 |
| Volume |
661,255 |
704,619 |
43,364 |
6.6% |
3,159,009 |
|
| Daily Pivots for day following 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-122 |
140-073 |
139-229 |
|
| R3 |
140-042 |
139-313 |
139-207 |
|
| R2 |
139-282 |
139-282 |
139-200 |
|
| R1 |
139-233 |
139-233 |
139-192 |
139-218 |
| PP |
139-202 |
139-202 |
139-202 |
139-194 |
| S1 |
139-153 |
139-153 |
139-178 |
139-138 |
| S2 |
139-122 |
139-122 |
139-170 |
|
| S3 |
139-042 |
139-073 |
139-163 |
|
| S4 |
138-282 |
138-313 |
139-141 |
|
|
| Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-295 |
140-225 |
139-265 |
|
| R3 |
140-150 |
140-080 |
139-225 |
|
| R2 |
140-005 |
140-005 |
139-212 |
|
| R1 |
139-255 |
139-255 |
139-198 |
139-290 |
| PP |
139-180 |
139-180 |
139-180 |
139-198 |
| S1 |
139-110 |
139-110 |
139-172 |
139-145 |
| S2 |
139-035 |
139-035 |
139-158 |
|
| S3 |
138-210 |
138-285 |
139-145 |
|
| S4 |
138-065 |
138-140 |
139-105 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139-250 |
139-105 |
0-145 |
0.3% |
0-072 |
0.2% |
55% |
True |
False |
631,801 |
| 10 |
139-250 |
139-005 |
0-245 |
0.5% |
0-084 |
0.2% |
73% |
True |
False |
682,127 |
| 20 |
139-250 |
138-235 |
1-015 |
0.8% |
0-108 |
0.2% |
81% |
True |
False |
824,799 |
| 40 |
139-250 |
136-220 |
3-030 |
2.2% |
0-137 |
0.3% |
93% |
True |
False |
1,011,144 |
| 60 |
139-250 |
136-220 |
3-030 |
2.2% |
0-142 |
0.3% |
93% |
True |
False |
807,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-270 |
|
2.618 |
140-139 |
|
1.618 |
140-059 |
|
1.000 |
140-010 |
|
0.618 |
139-299 |
|
HIGH |
139-250 |
|
0.618 |
139-219 |
|
0.500 |
139-210 |
|
0.382 |
139-201 |
|
LOW |
139-170 |
|
0.618 |
139-121 |
|
1.000 |
139-090 |
|
1.618 |
139-041 |
|
2.618 |
138-281 |
|
4.250 |
138-150 |
|
|
| Fisher Pivots for day following 24-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
139-210 |
139-202 |
| PP |
139-202 |
139-197 |
| S1 |
139-193 |
139-191 |
|