ECBOT 10 Year T-Note Future December 2020
| Trading Metrics calculated at close of trading on 14-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2020 |
14-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
138-290 |
139-065 |
0-095 |
0.2% |
139-120 |
| High |
139-080 |
139-105 |
0-025 |
0.1% |
139-145 |
| Low |
138-285 |
139-045 |
0-080 |
0.2% |
138-205 |
| Close |
139-065 |
139-070 |
0-005 |
0.0% |
138-265 |
| Range |
0-115 |
0-060 |
-0-055 |
-47.8% |
0-260 |
| ATR |
0-111 |
0-108 |
-0-004 |
-3.3% |
0-000 |
| Volume |
1,044,436 |
801,761 |
-242,675 |
-23.2% |
6,304,861 |
|
| Daily Pivots for day following 14-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-253 |
139-222 |
139-103 |
|
| R3 |
139-193 |
139-162 |
139-086 |
|
| R2 |
139-133 |
139-133 |
139-081 |
|
| R1 |
139-102 |
139-102 |
139-076 |
139-118 |
| PP |
139-073 |
139-073 |
139-073 |
139-081 |
| S1 |
139-042 |
139-042 |
139-064 |
139-058 |
| S2 |
139-013 |
139-013 |
139-059 |
|
| S3 |
138-273 |
138-302 |
139-054 |
|
| S4 |
138-213 |
138-242 |
139-037 |
|
|
| 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 |
139-105 |
138-215 |
0-210 |
0.5% |
0-079 |
0.2% |
83% |
True |
False |
807,532 |
| 10 |
139-250 |
138-205 |
1-045 |
0.8% |
0-120 |
0.3% |
51% |
False |
False |
1,131,683 |
| 20 |
139-260 |
138-205 |
1-055 |
0.8% |
0-102 |
0.2% |
49% |
False |
False |
1,046,848 |
| 40 |
139-290 |
138-185 |
1-105 |
1.0% |
0-115 |
0.3% |
48% |
False |
False |
1,080,896 |
| 60 |
140-110 |
138-185 |
1-245 |
1.3% |
0-114 |
0.3% |
36% |
False |
False |
724,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-040 |
|
2.618 |
139-262 |
|
1.618 |
139-202 |
|
1.000 |
139-165 |
|
0.618 |
139-142 |
|
HIGH |
139-105 |
|
0.618 |
139-082 |
|
0.500 |
139-075 |
|
0.382 |
139-068 |
|
LOW |
139-045 |
|
0.618 |
139-008 |
|
1.000 |
138-305 |
|
1.618 |
138-268 |
|
2.618 |
138-208 |
|
4.250 |
138-110 |
|
|
| Fisher Pivots for day following 14-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
139-075 |
139-053 |
| PP |
139-073 |
139-037 |
| S1 |
139-072 |
139-020 |
|