ECBOT 10 Year T-Note Future December 2020
Trading Metrics calculated at close of trading on 20-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2020 |
20-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
139-010 |
138-265 |
-0-065 |
-0.1% |
138-265 |
High |
139-015 |
138-285 |
-0-050 |
-0.1% |
139-140 |
Low |
138-240 |
138-210 |
-0-030 |
-0.1% |
138-255 |
Close |
138-295 |
138-225 |
-0-070 |
-0.2% |
139-020 |
Range |
0-095 |
0-075 |
-0-020 |
-21.1% |
0-205 |
ATR |
0-106 |
0-105 |
-0-002 |
-1.4% |
0-000 |
Volume |
1,040,956 |
1,249,462 |
208,506 |
20.0% |
4,116,440 |
|
Daily Pivots for day following 20-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-145 |
139-100 |
138-266 |
|
R3 |
139-070 |
139-025 |
138-246 |
|
R2 |
138-315 |
138-315 |
138-239 |
|
R1 |
138-270 |
138-270 |
138-232 |
138-255 |
PP |
138-240 |
138-240 |
138-240 |
138-232 |
S1 |
138-195 |
138-195 |
138-218 |
138-180 |
S2 |
138-165 |
138-165 |
138-211 |
|
S3 |
138-090 |
138-120 |
138-204 |
|
S4 |
138-015 |
138-045 |
138-184 |
|
|
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 |
138-210 |
0-250 |
0.6% |
0-087 |
0.2% |
6% |
False |
True |
1,033,423 |
10 |
139-140 |
138-205 |
0-255 |
0.6% |
0-093 |
0.2% |
8% |
False |
False |
975,194 |
20 |
139-260 |
138-205 |
1-055 |
0.8% |
0-103 |
0.2% |
5% |
False |
False |
1,085,713 |
40 |
139-290 |
138-185 |
1-105 |
1.0% |
0-115 |
0.3% |
9% |
False |
False |
1,161,434 |
60 |
140-110 |
138-185 |
1-245 |
1.3% |
0-116 |
0.3% |
7% |
False |
False |
796,874 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139-284 |
2.618 |
139-161 |
1.618 |
139-086 |
1.000 |
139-040 |
0.618 |
139-011 |
HIGH |
138-285 |
0.618 |
138-256 |
0.500 |
138-248 |
0.382 |
138-239 |
LOW |
138-210 |
0.618 |
138-164 |
1.000 |
138-135 |
1.618 |
138-089 |
2.618 |
138-014 |
4.250 |
137-211 |
|
|
Fisher Pivots for day following 20-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
138-248 |
138-302 |
PP |
138-240 |
138-277 |
S1 |
138-232 |
138-251 |
|