ECBOT 10 Year T-Note Future December 2020
| Trading Metrics calculated at close of trading on 15-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2020 |
15-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
139-065 |
139-065 |
0-000 |
0.0% |
139-120 |
| High |
139-105 |
139-140 |
0-035 |
0.1% |
139-145 |
| Low |
139-045 |
139-020 |
-0-025 |
-0.1% |
138-205 |
| Close |
139-070 |
139-040 |
-0-030 |
-0.1% |
138-265 |
| Range |
0-060 |
0-120 |
0-060 |
100.0% |
0-260 |
| ATR |
0-108 |
0-109 |
0-001 |
0.8% |
0-000 |
| Volume |
801,761 |
1,146,506 |
344,745 |
43.0% |
6,304,861 |
|
| Daily Pivots for day following 15-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-107 |
140-033 |
139-106 |
|
| R3 |
139-307 |
139-233 |
139-073 |
|
| R2 |
139-187 |
139-187 |
139-062 |
|
| R1 |
139-113 |
139-113 |
139-051 |
139-090 |
| PP |
139-067 |
139-067 |
139-067 |
139-055 |
| S1 |
138-313 |
138-313 |
139-029 |
138-290 |
| S2 |
138-267 |
138-267 |
139-018 |
|
| S3 |
138-147 |
138-193 |
139-007 |
|
| S4 |
138-027 |
138-073 |
138-294 |
|
|
| 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 |
139-140 |
138-215 |
0-245 |
0.6% |
0-088 |
0.2% |
59% |
True |
False |
838,486 |
| 10 |
139-250 |
138-205 |
1-045 |
0.8% |
0-118 |
0.3% |
42% |
False |
False |
1,093,691 |
| 20 |
139-260 |
138-205 |
1-055 |
0.8% |
0-101 |
0.2% |
41% |
False |
False |
1,051,904 |
| 40 |
139-290 |
138-185 |
1-105 |
1.0% |
0-116 |
0.3% |
41% |
False |
False |
1,107,833 |
| 60 |
140-110 |
138-185 |
1-245 |
1.3% |
0-115 |
0.3% |
31% |
False |
False |
743,287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-010 |
|
2.618 |
140-134 |
|
1.618 |
140-014 |
|
1.000 |
139-260 |
|
0.618 |
139-214 |
|
HIGH |
139-140 |
|
0.618 |
139-094 |
|
0.500 |
139-080 |
|
0.382 |
139-066 |
|
LOW |
139-020 |
|
0.618 |
138-266 |
|
1.000 |
138-220 |
|
1.618 |
138-146 |
|
2.618 |
138-026 |
|
4.250 |
137-150 |
|
|
| Fisher Pivots for day following 15-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
139-080 |
139-052 |
| PP |
139-067 |
139-048 |
| S1 |
139-053 |
139-044 |
|