ECBOT 10 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 27-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2020 |
27-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
139-200 |
139-180 |
-0-020 |
0.0% |
139-115 |
| High |
139-250 |
139-240 |
-0-010 |
0.0% |
139-250 |
| Low |
139-170 |
139-130 |
-0-040 |
-0.1% |
139-105 |
| Close |
139-185 |
139-150 |
-0-035 |
-0.1% |
139-185 |
| Range |
0-080 |
0-110 |
0-030 |
37.5% |
0-145 |
| ATR |
0-112 |
0-112 |
0-000 |
-0.1% |
0-000 |
| Volume |
704,619 |
748,061 |
43,442 |
6.2% |
3,159,009 |
|
| Daily Pivots for day following 27-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-183 |
140-117 |
139-210 |
|
| R3 |
140-073 |
140-007 |
139-180 |
|
| R2 |
139-283 |
139-283 |
139-170 |
|
| R1 |
139-217 |
139-217 |
139-160 |
139-195 |
| PP |
139-173 |
139-173 |
139-173 |
139-162 |
| S1 |
139-107 |
139-107 |
139-140 |
139-085 |
| S2 |
139-063 |
139-063 |
139-130 |
|
| S3 |
138-273 |
138-317 |
139-120 |
|
| S4 |
138-163 |
138-207 |
139-090 |
|
|
| 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% |
0-079 |
0.2% |
31% |
False |
False |
675,182 |
| 10 |
139-250 |
139-035 |
0-215 |
0.5% |
0-084 |
0.2% |
53% |
False |
False |
679,474 |
| 20 |
139-250 |
138-235 |
1-015 |
0.8% |
0-107 |
0.2% |
70% |
False |
False |
815,988 |
| 40 |
139-250 |
136-220 |
3-030 |
2.2% |
0-137 |
0.3% |
90% |
False |
False |
990,831 |
| 60 |
139-250 |
136-220 |
3-030 |
2.2% |
0-141 |
0.3% |
90% |
False |
False |
819,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-068 |
|
2.618 |
140-208 |
|
1.618 |
140-098 |
|
1.000 |
140-030 |
|
0.618 |
139-308 |
|
HIGH |
139-240 |
|
0.618 |
139-198 |
|
0.500 |
139-185 |
|
0.382 |
139-172 |
|
LOW |
139-130 |
|
0.618 |
139-062 |
|
1.000 |
139-020 |
|
1.618 |
138-272 |
|
2.618 |
138-162 |
|
4.250 |
137-302 |
|
|
| Fisher Pivots for day following 27-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
139-185 |
139-190 |
| PP |
139-173 |
139-177 |
| S1 |
139-162 |
139-163 |
|