ECBOT 10 Year T-Note Future December 2020
Trading Metrics calculated at close of trading on 13-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2020 |
13-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
138-265 |
138-290 |
0-025 |
0.1% |
139-120 |
High |
138-300 |
139-080 |
0-100 |
0.2% |
139-145 |
Low |
138-255 |
138-285 |
0-030 |
0.1% |
138-205 |
Close |
138-290 |
139-065 |
0-095 |
0.2% |
138-265 |
Range |
0-045 |
0-115 |
0-070 |
155.6% |
0-260 |
ATR |
0-111 |
0-111 |
0-000 |
0.2% |
0-000 |
Volume |
195,305 |
1,044,436 |
849,131 |
434.8% |
6,304,861 |
|
Daily Pivots for day following 13-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140-062 |
140-018 |
139-128 |
|
R3 |
139-267 |
139-223 |
139-097 |
|
R2 |
139-152 |
139-152 |
139-086 |
|
R1 |
139-108 |
139-108 |
139-076 |
139-130 |
PP |
139-037 |
139-037 |
139-037 |
139-048 |
S1 |
138-313 |
138-313 |
139-054 |
139-015 |
S2 |
138-242 |
138-242 |
139-044 |
|
S3 |
138-127 |
138-198 |
139-033 |
|
S4 |
138-012 |
138-083 |
139-002 |
|
|
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 |
139-080 |
138-205 |
0-195 |
0.4% |
0-099 |
0.2% |
92% |
True |
False |
916,965 |
10 |
139-255 |
138-205 |
1-050 |
0.8% |
0-129 |
0.3% |
49% |
False |
False |
1,224,322 |
20 |
139-260 |
138-205 |
1-055 |
0.8% |
0-104 |
0.2% |
48% |
False |
False |
1,050,387 |
40 |
139-290 |
138-185 |
1-105 |
1.0% |
0-116 |
0.3% |
47% |
False |
False |
1,061,606 |
60 |
140-110 |
138-185 |
1-245 |
1.3% |
0-114 |
0.3% |
35% |
False |
False |
710,865 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140-249 |
2.618 |
140-061 |
1.618 |
139-266 |
1.000 |
139-195 |
0.618 |
139-151 |
HIGH |
139-080 |
0.618 |
139-036 |
0.500 |
139-022 |
0.382 |
139-009 |
LOW |
138-285 |
0.618 |
138-214 |
1.000 |
138-170 |
1.618 |
138-099 |
2.618 |
137-304 |
4.250 |
137-116 |
|
|
Fisher Pivots for day following 13-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
139-051 |
139-039 |
PP |
139-037 |
139-013 |
S1 |
139-022 |
138-308 |
|