ECBOT 10 Year T-Note Future December 2020
| Trading Metrics calculated at close of trading on 07-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2020 |
07-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
138-245 |
139-040 |
0-115 |
0.3% |
139-205 |
| High |
139-060 |
139-045 |
-0-015 |
0.0% |
139-260 |
| Low |
138-230 |
138-205 |
-0-025 |
-0.1% |
139-065 |
| Close |
139-015 |
138-230 |
-0-105 |
-0.2% |
139-140 |
| Range |
0-150 |
0-160 |
0-010 |
6.7% |
0-195 |
| ATR |
0-118 |
0-121 |
0-003 |
2.6% |
0-000 |
| Volume |
1,619,887 |
1,348,929 |
-270,958 |
-16.7% |
6,206,196 |
|
| Daily Pivots for day following 07-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-107 |
140-008 |
138-318 |
|
| R3 |
139-267 |
139-168 |
138-274 |
|
| R2 |
139-107 |
139-107 |
138-259 |
|
| R1 |
139-008 |
139-008 |
138-245 |
138-298 |
| PP |
138-267 |
138-267 |
138-267 |
138-251 |
| S1 |
138-168 |
138-168 |
138-215 |
138-138 |
| S2 |
138-107 |
138-107 |
138-201 |
|
| S3 |
137-267 |
138-008 |
138-186 |
|
| S4 |
137-107 |
137-168 |
138-142 |
|
|
| 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 |
139-250 |
138-205 |
1-045 |
0.8% |
0-162 |
0.4% |
7% |
False |
True |
1,455,834 |
| 10 |
139-260 |
138-205 |
1-055 |
0.8% |
0-120 |
0.3% |
7% |
False |
True |
1,233,048 |
| 20 |
139-260 |
138-205 |
1-055 |
0.8% |
0-104 |
0.2% |
7% |
False |
True |
1,069,098 |
| 40 |
139-290 |
138-185 |
1-105 |
1.0% |
0-121 |
0.3% |
11% |
False |
False |
983,289 |
| 60 |
140-110 |
138-185 |
1-245 |
1.3% |
0-113 |
0.3% |
8% |
False |
False |
656,992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-085 |
|
2.618 |
140-144 |
|
1.618 |
139-304 |
|
1.000 |
139-205 |
|
0.618 |
139-144 |
|
HIGH |
139-045 |
|
0.618 |
138-304 |
|
0.500 |
138-285 |
|
0.382 |
138-266 |
|
LOW |
138-205 |
|
0.618 |
138-106 |
|
1.000 |
138-045 |
|
1.618 |
137-266 |
|
2.618 |
137-106 |
|
4.250 |
136-165 |
|
|
| Fisher Pivots for day following 07-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
138-285 |
139-015 |
| PP |
138-267 |
138-300 |
| S1 |
138-248 |
138-265 |
|