ECBOT 10 Year T-Note Future December 2020
Trading Metrics calculated at close of trading on 12-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2020 |
12-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
138-255 |
138-265 |
0-010 |
0.0% |
139-120 |
High |
138-315 |
138-300 |
-0-015 |
0.0% |
139-145 |
Low |
138-215 |
138-255 |
0-040 |
0.1% |
138-205 |
Close |
138-265 |
138-290 |
0-025 |
0.1% |
138-265 |
Range |
0-100 |
0-045 |
-0-055 |
-55.0% |
0-260 |
ATR |
0-116 |
0-111 |
-0-005 |
-4.4% |
0-000 |
Volume |
1,004,425 |
195,305 |
-809,120 |
-80.6% |
6,304,861 |
|
Daily Pivots for day following 12-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-097 |
139-078 |
138-315 |
|
R3 |
139-052 |
139-033 |
138-302 |
|
R2 |
139-007 |
139-007 |
138-298 |
|
R1 |
138-308 |
138-308 |
138-294 |
138-318 |
PP |
138-282 |
138-282 |
138-282 |
138-286 |
S1 |
138-263 |
138-263 |
138-286 |
138-272 |
S2 |
138-237 |
138-237 |
138-282 |
|
S3 |
138-192 |
138-218 |
138-278 |
|
S4 |
138-147 |
138-173 |
138-265 |
|
|
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 |
139-060 |
138-205 |
0-175 |
0.4% |
0-106 |
0.2% |
49% |
False |
False |
1,032,055 |
10 |
139-260 |
138-205 |
1-055 |
0.8% |
0-124 |
0.3% |
23% |
False |
False |
1,198,692 |
20 |
139-260 |
138-205 |
1-055 |
0.8% |
0-101 |
0.2% |
23% |
False |
False |
1,035,556 |
40 |
139-290 |
138-185 |
1-105 |
1.0% |
0-116 |
0.3% |
25% |
False |
False |
1,036,293 |
60 |
140-110 |
138-185 |
1-245 |
1.3% |
0-114 |
0.3% |
19% |
False |
False |
693,470 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139-171 |
2.618 |
139-098 |
1.618 |
139-053 |
1.000 |
139-025 |
0.618 |
139-008 |
HIGH |
138-300 |
0.618 |
138-283 |
0.500 |
138-278 |
0.382 |
138-272 |
LOW |
138-255 |
0.618 |
138-227 |
1.000 |
138-210 |
1.618 |
138-182 |
2.618 |
138-137 |
4.250 |
138-064 |
|
|
Fisher Pivots for day following 12-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
138-286 |
138-282 |
PP |
138-282 |
138-273 |
S1 |
138-278 |
138-265 |
|