ECBOT 10 Year T-Note Future December 2020
| Trading Metrics calculated at close of trading on 06-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2020 |
06-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
139-120 |
138-245 |
-0-195 |
-0.4% |
139-205 |
| High |
139-145 |
139-060 |
-0-085 |
-0.2% |
139-260 |
| Low |
138-240 |
138-230 |
-0-010 |
0.0% |
139-065 |
| Close |
138-295 |
139-015 |
0-040 |
0.1% |
139-140 |
| Range |
0-225 |
0-150 |
-0-075 |
-33.3% |
0-195 |
| ATR |
0-115 |
0-118 |
0-002 |
2.1% |
0-000 |
| Volume |
1,339,887 |
1,619,887 |
280,000 |
20.9% |
6,206,196 |
|
| Daily Pivots for day following 06-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-125 |
140-060 |
139-098 |
|
| R3 |
139-295 |
139-230 |
139-056 |
|
| R2 |
139-145 |
139-145 |
139-042 |
|
| R1 |
139-080 |
139-080 |
139-029 |
139-112 |
| PP |
138-315 |
138-315 |
138-315 |
139-011 |
| S1 |
138-250 |
138-250 |
139-001 |
138-282 |
| S2 |
138-165 |
138-165 |
138-308 |
|
| S3 |
138-015 |
138-100 |
138-294 |
|
| S4 |
137-185 |
137-270 |
138-252 |
|
|
| 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 |
139-255 |
138-230 |
1-025 |
0.8% |
0-159 |
0.4% |
30% |
False |
True |
1,531,679 |
| 10 |
139-260 |
138-230 |
1-030 |
0.8% |
0-112 |
0.3% |
30% |
False |
True |
1,196,233 |
| 20 |
139-260 |
138-230 |
1-030 |
0.8% |
0-103 |
0.2% |
30% |
False |
True |
1,061,980 |
| 40 |
139-290 |
138-185 |
1-105 |
1.0% |
0-123 |
0.3% |
35% |
False |
False |
950,027 |
| 60 |
140-110 |
138-185 |
1-245 |
1.3% |
0-111 |
0.3% |
27% |
False |
False |
634,513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-058 |
|
2.618 |
140-133 |
|
1.618 |
139-303 |
|
1.000 |
139-210 |
|
0.618 |
139-153 |
|
HIGH |
139-060 |
|
0.618 |
139-003 |
|
0.500 |
138-305 |
|
0.382 |
138-287 |
|
LOW |
138-230 |
|
0.618 |
138-137 |
|
1.000 |
138-080 |
|
1.618 |
137-307 |
|
2.618 |
137-157 |
|
4.250 |
136-232 |
|
|
| Fisher Pivots for day following 06-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
139-005 |
139-080 |
| PP |
138-315 |
139-058 |
| S1 |
138-305 |
139-037 |
|