ECBOT 10 Year T-Note Future September 2020
| Trading Metrics calculated at close of trading on 04-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2020 |
04-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
140-050 |
140-010 |
-0-040 |
-0.1% |
139-180 |
| High |
140-050 |
140-130 |
0-080 |
0.2% |
140-060 |
| Low |
139-280 |
139-300 |
0-020 |
0.0% |
139-080 |
| Close |
139-300 |
140-105 |
0-125 |
0.3% |
140-025 |
| Range |
0-090 |
0-150 |
0-060 |
66.7% |
0-300 |
| ATR |
0-110 |
0-113 |
0-003 |
2.6% |
0-000 |
| Volume |
843,977 |
773,099 |
-70,878 |
-8.4% |
4,365,044 |
|
| Daily Pivots for day following 04-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-202 |
141-143 |
140-188 |
|
| R3 |
141-052 |
140-313 |
140-146 |
|
| R2 |
140-222 |
140-222 |
140-132 |
|
| R1 |
140-163 |
140-163 |
140-119 |
140-192 |
| PP |
140-072 |
140-072 |
140-072 |
140-086 |
| S1 |
140-013 |
140-013 |
140-091 |
140-042 |
| S2 |
139-242 |
139-242 |
140-078 |
|
| S3 |
139-092 |
139-183 |
140-064 |
|
| S4 |
138-262 |
139-033 |
140-022 |
|
|
| Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-208 |
142-097 |
140-190 |
|
| R3 |
141-228 |
141-117 |
140-108 |
|
| R2 |
140-248 |
140-248 |
140-080 |
|
| R1 |
140-137 |
140-137 |
140-052 |
140-192 |
| PP |
139-268 |
139-268 |
139-268 |
139-296 |
| S1 |
139-157 |
139-157 |
139-318 |
139-212 |
| S2 |
138-288 |
138-288 |
139-290 |
|
| S3 |
137-308 |
138-177 |
139-262 |
|
| S4 |
137-008 |
137-197 |
139-180 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140-130 |
139-185 |
0-265 |
0.6% |
0-107 |
0.2% |
91% |
True |
False |
875,701 |
| 10 |
140-130 |
139-080 |
1-050 |
0.8% |
0-100 |
0.2% |
93% |
True |
False |
799,588 |
| 20 |
140-130 |
139-005 |
1-125 |
1.0% |
0-104 |
0.2% |
94% |
True |
False |
787,760 |
| 40 |
140-130 |
137-105 |
3-025 |
2.2% |
0-122 |
0.3% |
97% |
True |
False |
920,568 |
| 60 |
140-130 |
136-220 |
3-230 |
2.7% |
0-135 |
0.3% |
98% |
True |
False |
905,580 |
| 80 |
140-130 |
136-220 |
3-230 |
2.7% |
0-142 |
0.3% |
98% |
True |
False |
681,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142-128 |
|
2.618 |
141-203 |
|
1.618 |
141-053 |
|
1.000 |
140-280 |
|
0.618 |
140-223 |
|
HIGH |
140-130 |
|
0.618 |
140-073 |
|
0.500 |
140-055 |
|
0.382 |
140-037 |
|
LOW |
139-300 |
|
0.618 |
139-207 |
|
1.000 |
139-150 |
|
1.618 |
139-057 |
|
2.618 |
138-227 |
|
4.250 |
137-302 |
|
|
| Fisher Pivots for day following 04-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
140-088 |
140-085 |
| PP |
140-072 |
140-065 |
| S1 |
140-055 |
140-045 |
|