ECBOT 10 Year T-Note Future December 2020
Trading Metrics calculated at close of trading on 19-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2020 |
19-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
139-030 |
139-010 |
-0-020 |
0.0% |
138-265 |
High |
139-075 |
139-015 |
-0-060 |
-0.1% |
139-140 |
Low |
138-310 |
138-240 |
-0-070 |
-0.2% |
138-255 |
Close |
139-020 |
138-295 |
-0-045 |
-0.1% |
139-020 |
Range |
0-085 |
0-095 |
0-010 |
11.8% |
0-205 |
ATR |
0-107 |
0-106 |
0-000 |
-0.5% |
0-000 |
Volume |
928,432 |
1,040,956 |
112,524 |
12.1% |
4,116,440 |
|
Daily Pivots for day following 19-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-255 |
139-210 |
139-027 |
|
R3 |
139-160 |
139-115 |
139-001 |
|
R2 |
139-065 |
139-065 |
138-312 |
|
R1 |
139-020 |
139-020 |
138-304 |
138-315 |
PP |
138-290 |
138-290 |
138-290 |
138-278 |
S1 |
138-245 |
138-245 |
138-286 |
138-220 |
S2 |
138-195 |
138-195 |
138-278 |
|
S3 |
138-100 |
138-150 |
138-269 |
|
S4 |
138-005 |
138-055 |
138-243 |
|
|
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 |
138-240 |
0-220 |
0.5% |
0-095 |
0.2% |
25% |
False |
True |
992,418 |
10 |
139-140 |
138-205 |
0-255 |
0.6% |
0-100 |
0.2% |
35% |
False |
False |
1,012,237 |
20 |
139-260 |
138-205 |
1-055 |
0.8% |
0-101 |
0.2% |
24% |
False |
False |
1,064,071 |
40 |
139-290 |
138-185 |
1-105 |
1.0% |
0-116 |
0.3% |
26% |
False |
False |
1,151,209 |
60 |
140-110 |
138-185 |
1-245 |
1.3% |
0-116 |
0.3% |
19% |
False |
False |
776,074 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140-099 |
2.618 |
139-264 |
1.618 |
139-169 |
1.000 |
139-110 |
0.618 |
139-074 |
HIGH |
139-015 |
0.618 |
138-299 |
0.500 |
138-288 |
0.382 |
138-276 |
LOW |
138-240 |
0.618 |
138-181 |
1.000 |
138-145 |
1.618 |
138-086 |
2.618 |
137-311 |
4.250 |
137-156 |
|
|
Fisher Pivots for day following 19-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
138-292 |
139-030 |
PP |
138-290 |
139-012 |
S1 |
138-288 |
138-313 |
|