ECBOT 10 Year T-Note Future December 2020
Trading Metrics calculated at close of trading on 08-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2020 |
08-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
139-040 |
138-225 |
-0-135 |
-0.3% |
139-205 |
High |
139-045 |
138-300 |
-0-065 |
-0.1% |
139-260 |
Low |
138-205 |
138-225 |
0-020 |
0.0% |
139-065 |
Close |
138-230 |
138-295 |
0-065 |
0.1% |
139-140 |
Range |
0-160 |
0-075 |
-0-085 |
-53.1% |
0-195 |
ATR |
0-121 |
0-118 |
-0-003 |
-2.7% |
0-000 |
Volume |
1,348,929 |
991,733 |
-357,196 |
-26.5% |
6,206,196 |
|
Daily Pivots for day following 08-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-178 |
139-152 |
139-016 |
|
R3 |
139-103 |
139-077 |
138-316 |
|
R2 |
139-028 |
139-028 |
138-309 |
|
R1 |
139-002 |
139-002 |
138-302 |
139-015 |
PP |
138-273 |
138-273 |
138-273 |
138-280 |
S1 |
138-247 |
138-247 |
138-288 |
138-260 |
S2 |
138-198 |
138-198 |
138-281 |
|
S3 |
138-123 |
138-172 |
138-274 |
|
S4 |
138-048 |
138-097 |
138-254 |
|
|
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% |
0-149 |
0.3% |
25% |
False |
False |
1,348,895 |
10 |
139-260 |
138-205 |
1-055 |
0.8% |
0-122 |
0.3% |
24% |
False |
False |
1,228,082 |
20 |
139-260 |
138-205 |
1-055 |
0.8% |
0-102 |
0.2% |
24% |
False |
False |
1,059,804 |
40 |
139-290 |
138-185 |
1-105 |
1.0% |
0-119 |
0.3% |
26% |
False |
False |
1,007,720 |
60 |
140-110 |
138-185 |
1-245 |
1.3% |
0-114 |
0.3% |
19% |
False |
False |
673,516 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139-299 |
2.618 |
139-176 |
1.618 |
139-101 |
1.000 |
139-055 |
0.618 |
139-026 |
HIGH |
138-300 |
0.618 |
138-271 |
0.500 |
138-262 |
0.382 |
138-254 |
LOW |
138-225 |
0.618 |
138-179 |
1.000 |
138-150 |
1.618 |
138-104 |
2.618 |
138-029 |
4.250 |
137-226 |
|
|
Fisher Pivots for day following 08-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
138-284 |
138-294 |
PP |
138-273 |
138-293 |
S1 |
138-262 |
138-292 |
|