ECBOT 10 Year T-Note Future December 2020
| Trading Metrics calculated at close of trading on 02-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2020 |
02-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
139-150 |
139-165 |
0-015 |
0.0% |
139-205 |
| High |
139-205 |
139-250 |
0-045 |
0.1% |
139-260 |
| Low |
139-065 |
139-115 |
0-050 |
0.1% |
139-065 |
| Close |
139-175 |
139-140 |
-0-035 |
-0.1% |
139-140 |
| Range |
0-140 |
0-135 |
-0-005 |
-3.6% |
0-195 |
| ATR |
0-105 |
0-107 |
0-002 |
2.1% |
0-000 |
| Volume |
1,526,426 |
1,444,042 |
-82,384 |
-5.4% |
6,206,196 |
|
| Daily Pivots for day following 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-253 |
140-172 |
139-214 |
|
| R3 |
140-118 |
140-037 |
139-177 |
|
| R2 |
139-303 |
139-303 |
139-165 |
|
| R1 |
139-222 |
139-222 |
139-152 |
139-195 |
| PP |
139-168 |
139-168 |
139-168 |
139-155 |
| S1 |
139-087 |
139-087 |
139-128 |
139-060 |
| S2 |
139-033 |
139-033 |
139-115 |
|
| S3 |
138-218 |
138-272 |
139-103 |
|
| S4 |
138-083 |
138-137 |
139-066 |
|
|
| Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-100 |
140-315 |
139-247 |
|
| R3 |
140-225 |
140-120 |
139-194 |
|
| R2 |
140-030 |
140-030 |
139-176 |
|
| R1 |
139-245 |
139-245 |
139-158 |
139-200 |
| PP |
139-155 |
139-155 |
139-155 |
139-132 |
| S1 |
139-050 |
139-050 |
139-122 |
139-005 |
| S2 |
138-280 |
138-280 |
139-104 |
|
| S3 |
138-085 |
138-175 |
139-086 |
|
| S4 |
137-210 |
137-300 |
139-033 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139-260 |
139-065 |
0-195 |
0.4% |
0-107 |
0.2% |
38% |
False |
False |
1,241,239 |
| 10 |
139-260 |
139-065 |
0-195 |
0.4% |
0-090 |
0.2% |
38% |
False |
False |
1,081,649 |
| 20 |
139-260 |
139-000 |
0-260 |
0.6% |
0-104 |
0.2% |
54% |
False |
False |
1,054,859 |
| 40 |
140-070 |
138-185 |
1-205 |
1.2% |
0-119 |
0.3% |
52% |
False |
False |
876,229 |
| 60 |
140-110 |
138-185 |
1-245 |
1.3% |
0-111 |
0.2% |
49% |
False |
False |
585,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-184 |
|
2.618 |
140-283 |
|
1.618 |
140-148 |
|
1.000 |
140-065 |
|
0.618 |
140-013 |
|
HIGH |
139-250 |
|
0.618 |
139-198 |
|
0.500 |
139-182 |
|
0.382 |
139-167 |
|
LOW |
139-115 |
|
0.618 |
139-032 |
|
1.000 |
138-300 |
|
1.618 |
138-217 |
|
2.618 |
138-082 |
|
4.250 |
137-181 |
|
|
| Fisher Pivots for day following 02-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
139-182 |
139-160 |
| PP |
139-168 |
139-153 |
| S1 |
139-154 |
139-147 |
|