ECBOT 10 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 28-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2020 |
28-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
139-180 |
139-135 |
-0-045 |
-0.1% |
139-115 |
| High |
139-240 |
139-235 |
-0-005 |
0.0% |
139-250 |
| Low |
139-130 |
139-080 |
-0-050 |
-0.1% |
139-105 |
| Close |
139-150 |
139-225 |
0-075 |
0.2% |
139-185 |
| Range |
0-110 |
0-155 |
0-045 |
40.9% |
0-145 |
| ATR |
0-112 |
0-115 |
0-003 |
2.7% |
0-000 |
| Volume |
748,061 |
855,554 |
107,493 |
14.4% |
3,159,009 |
|
| Daily Pivots for day following 28-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-005 |
140-270 |
139-310 |
|
| R3 |
140-170 |
140-115 |
139-268 |
|
| R2 |
140-015 |
140-015 |
139-253 |
|
| R1 |
139-280 |
139-280 |
139-239 |
139-308 |
| PP |
139-180 |
139-180 |
139-180 |
139-194 |
| S1 |
139-125 |
139-125 |
139-211 |
139-152 |
| S2 |
139-025 |
139-025 |
139-197 |
|
| S3 |
138-190 |
138-290 |
139-182 |
|
| S4 |
138-035 |
138-135 |
139-140 |
|
|
| 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 |
139-080 |
0-170 |
0.4% |
0-093 |
0.2% |
85% |
False |
True |
723,476 |
| 10 |
139-250 |
139-035 |
0-215 |
0.5% |
0-090 |
0.2% |
88% |
False |
False |
674,801 |
| 20 |
139-250 |
138-235 |
1-015 |
0.7% |
0-109 |
0.2% |
93% |
False |
False |
814,933 |
| 40 |
139-250 |
136-220 |
3-030 |
2.2% |
0-137 |
0.3% |
97% |
False |
False |
989,485 |
| 60 |
139-250 |
136-220 |
3-030 |
2.2% |
0-142 |
0.3% |
97% |
False |
False |
833,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-254 |
|
2.618 |
141-001 |
|
1.618 |
140-166 |
|
1.000 |
140-070 |
|
0.618 |
140-011 |
|
HIGH |
139-235 |
|
0.618 |
139-176 |
|
0.500 |
139-158 |
|
0.382 |
139-139 |
|
LOW |
139-080 |
|
0.618 |
138-304 |
|
1.000 |
138-245 |
|
1.618 |
138-149 |
|
2.618 |
137-314 |
|
4.250 |
137-061 |
|
|
| Fisher Pivots for day following 28-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
139-202 |
139-205 |
| PP |
139-180 |
139-185 |
| S1 |
139-158 |
139-165 |
|