ECBOT 10 Year T-Note Future December 2020
Trading Metrics calculated at close of trading on 21-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2020 |
21-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
138-265 |
138-240 |
-0-025 |
-0.1% |
138-265 |
High |
138-285 |
138-245 |
-0-040 |
-0.1% |
139-140 |
Low |
138-210 |
138-130 |
-0-080 |
-0.2% |
138-255 |
Close |
138-225 |
138-185 |
-0-040 |
-0.1% |
139-020 |
Range |
0-075 |
0-115 |
0-040 |
53.3% |
0-205 |
ATR |
0-105 |
0-106 |
0-001 |
0.7% |
0-000 |
Volume |
1,249,462 |
1,517,057 |
267,595 |
21.4% |
4,116,440 |
|
Daily Pivots for day following 21-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-212 |
139-153 |
138-248 |
|
R3 |
139-097 |
139-038 |
138-217 |
|
R2 |
138-302 |
138-302 |
138-206 |
|
R1 |
138-243 |
138-243 |
138-196 |
138-215 |
PP |
138-187 |
138-187 |
138-187 |
138-172 |
S1 |
138-128 |
138-128 |
138-174 |
138-100 |
S2 |
138-072 |
138-072 |
138-164 |
|
S3 |
137-277 |
138-013 |
138-153 |
|
S4 |
137-162 |
137-218 |
138-122 |
|
|
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 |
138-130 |
1-010 |
0.7% |
0-098 |
0.2% |
17% |
False |
True |
1,176,482 |
10 |
139-140 |
138-130 |
1-010 |
0.7% |
0-088 |
0.2% |
17% |
False |
True |
992,007 |
20 |
139-260 |
138-130 |
1-130 |
1.0% |
0-104 |
0.2% |
12% |
False |
True |
1,112,527 |
40 |
139-290 |
138-130 |
1-160 |
1.1% |
0-114 |
0.3% |
11% |
False |
True |
1,153,088 |
60 |
140-110 |
138-130 |
1-300 |
1.4% |
0-115 |
0.3% |
9% |
False |
True |
822,133 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140-094 |
2.618 |
139-226 |
1.618 |
139-111 |
1.000 |
139-040 |
0.618 |
138-316 |
HIGH |
138-245 |
0.618 |
138-201 |
0.500 |
138-188 |
0.382 |
138-174 |
LOW |
138-130 |
0.618 |
138-059 |
1.000 |
138-015 |
1.618 |
137-264 |
2.618 |
137-149 |
4.250 |
136-281 |
|
|
Fisher Pivots for day following 21-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
138-188 |
138-232 |
PP |
138-187 |
138-217 |
S1 |
138-186 |
138-201 |
|