ECBOT 10 Year T-Note Future December 2020
| Trading Metrics calculated at close of trading on 16-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2020 |
16-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
139-065 |
139-030 |
-0-035 |
-0.1% |
138-265 |
| High |
139-140 |
139-075 |
-0-065 |
-0.1% |
139-140 |
| Low |
139-020 |
138-310 |
-0-030 |
-0.1% |
138-255 |
| Close |
139-040 |
139-020 |
-0-020 |
0.0% |
139-020 |
| Range |
0-120 |
0-085 |
-0-035 |
-29.2% |
0-205 |
| ATR |
0-109 |
0-107 |
-0-002 |
-1.6% |
0-000 |
| Volume |
1,146,506 |
928,432 |
-218,074 |
-19.0% |
4,116,440 |
|
| Daily Pivots for day following 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-283 |
139-237 |
139-067 |
|
| R3 |
139-198 |
139-152 |
139-043 |
|
| R2 |
139-113 |
139-113 |
139-036 |
|
| R1 |
139-067 |
139-067 |
139-028 |
139-048 |
| PP |
139-028 |
139-028 |
139-028 |
139-019 |
| S1 |
138-302 |
138-302 |
139-012 |
138-282 |
| S2 |
138-263 |
138-263 |
139-004 |
|
| S3 |
138-178 |
138-217 |
138-317 |
|
| S4 |
138-093 |
138-132 |
138-293 |
|
|
| Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-007 |
140-218 |
139-133 |
|
| R3 |
140-122 |
140-013 |
139-076 |
|
| R2 |
139-237 |
139-237 |
139-058 |
|
| R1 |
139-128 |
139-128 |
139-039 |
139-182 |
| PP |
139-032 |
139-032 |
139-032 |
139-059 |
| S1 |
138-243 |
138-243 |
139-001 |
138-298 |
| S2 |
138-147 |
138-147 |
138-302 |
|
| S3 |
137-262 |
138-038 |
138-284 |
|
| S4 |
137-057 |
137-153 |
138-227 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139-140 |
138-255 |
0-205 |
0.5% |
0-085 |
0.2% |
41% |
False |
False |
823,288 |
| 10 |
139-145 |
138-205 |
0-260 |
0.6% |
0-114 |
0.3% |
52% |
False |
False |
1,042,130 |
| 20 |
139-260 |
138-205 |
1-055 |
0.8% |
0-102 |
0.2% |
36% |
False |
False |
1,061,889 |
| 40 |
139-290 |
138-185 |
1-105 |
1.0% |
0-116 |
0.3% |
36% |
False |
False |
1,128,944 |
| 60 |
140-110 |
138-185 |
1-245 |
1.3% |
0-116 |
0.3% |
27% |
False |
False |
758,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-116 |
|
2.618 |
139-298 |
|
1.618 |
139-213 |
|
1.000 |
139-160 |
|
0.618 |
139-128 |
|
HIGH |
139-075 |
|
0.618 |
139-043 |
|
0.500 |
139-032 |
|
0.382 |
139-022 |
|
LOW |
138-310 |
|
0.618 |
138-257 |
|
1.000 |
138-225 |
|
1.618 |
138-172 |
|
2.618 |
138-087 |
|
4.250 |
137-269 |
|
|
| Fisher Pivots for day following 16-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
139-032 |
139-065 |
| PP |
139-028 |
139-050 |
| S1 |
139-024 |
139-035 |
|