ECBOT 10 Year T-Note Future December 2020
Trading Metrics calculated at close of trading on 09-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2020 |
09-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
138-225 |
138-255 |
0-030 |
0.1% |
139-120 |
High |
138-300 |
138-315 |
0-015 |
0.0% |
139-145 |
Low |
138-225 |
138-215 |
-0-010 |
0.0% |
138-205 |
Close |
138-295 |
138-265 |
-0-030 |
-0.1% |
138-265 |
Range |
0-075 |
0-100 |
0-025 |
33.3% |
0-260 |
ATR |
0-118 |
0-116 |
-0-001 |
-1.1% |
0-000 |
Volume |
991,733 |
1,004,425 |
12,692 |
1.3% |
6,304,861 |
|
Daily Pivots for day following 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-245 |
139-195 |
139-000 |
|
R3 |
139-145 |
139-095 |
138-292 |
|
R2 |
139-045 |
139-045 |
138-283 |
|
R1 |
138-315 |
138-315 |
138-274 |
139-020 |
PP |
138-265 |
138-265 |
138-265 |
138-278 |
S1 |
138-215 |
138-215 |
138-256 |
138-240 |
S2 |
138-165 |
138-165 |
138-247 |
|
S3 |
138-065 |
138-115 |
138-238 |
|
S4 |
137-285 |
138-015 |
138-210 |
|
|
Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141-132 |
140-298 |
139-088 |
|
R3 |
140-192 |
140-038 |
139-016 |
|
R2 |
139-252 |
139-252 |
138-313 |
|
R1 |
139-098 |
139-098 |
138-289 |
139-045 |
PP |
138-312 |
138-312 |
138-312 |
138-285 |
S1 |
138-158 |
138-158 |
138-241 |
138-105 |
S2 |
138-052 |
138-052 |
138-217 |
|
S3 |
137-112 |
137-218 |
138-194 |
|
S4 |
136-172 |
136-278 |
138-122 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
139-145 |
138-205 |
0-260 |
0.6% |
0-142 |
0.3% |
23% |
False |
False |
1,260,972 |
10 |
139-260 |
138-205 |
1-055 |
0.8% |
0-124 |
0.3% |
16% |
False |
False |
1,251,105 |
20 |
139-260 |
138-205 |
1-055 |
0.8% |
0-102 |
0.2% |
16% |
False |
False |
1,063,136 |
40 |
139-290 |
138-185 |
1-105 |
1.0% |
0-117 |
0.3% |
19% |
False |
False |
1,032,263 |
60 |
140-110 |
138-185 |
1-245 |
1.3% |
0-114 |
0.3% |
14% |
False |
False |
690,225 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140-100 |
2.618 |
139-257 |
1.618 |
139-157 |
1.000 |
139-095 |
0.618 |
139-057 |
HIGH |
138-315 |
0.618 |
138-277 |
0.500 |
138-265 |
0.382 |
138-253 |
LOW |
138-215 |
0.618 |
138-153 |
1.000 |
138-115 |
1.618 |
138-053 |
2.618 |
137-273 |
4.250 |
137-110 |
|
|
Fisher Pivots for day following 09-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
138-265 |
138-285 |
PP |
138-265 |
138-278 |
S1 |
138-265 |
138-272 |
|