ECBOT 10 Year T-Note Future December 2020
Trading Metrics calculated at close of trading on 22-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2020 |
22-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
138-240 |
138-160 |
-0-080 |
-0.2% |
138-265 |
High |
138-245 |
138-200 |
-0-045 |
-0.1% |
139-140 |
Low |
138-130 |
138-050 |
-0-080 |
-0.2% |
138-255 |
Close |
138-185 |
138-105 |
-0-080 |
-0.2% |
139-020 |
Range |
0-115 |
0-150 |
0-035 |
30.4% |
0-205 |
ATR |
0-106 |
0-109 |
0-003 |
3.0% |
0-000 |
Volume |
1,517,057 |
1,390,076 |
-126,981 |
-8.4% |
4,116,440 |
|
Daily Pivots for day following 22-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-248 |
139-167 |
138-188 |
|
R3 |
139-098 |
139-017 |
138-146 |
|
R2 |
138-268 |
138-268 |
138-132 |
|
R1 |
138-187 |
138-187 |
138-119 |
138-152 |
PP |
138-118 |
138-118 |
138-118 |
138-101 |
S1 |
138-037 |
138-037 |
138-091 |
138-002 |
S2 |
137-288 |
137-288 |
138-078 |
|
S3 |
137-138 |
137-207 |
138-064 |
|
S4 |
136-308 |
137-057 |
138-022 |
|
|
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 |
139-075 |
138-050 |
1-025 |
0.8% |
0-104 |
0.2% |
16% |
False |
True |
1,225,196 |
10 |
139-140 |
138-050 |
1-090 |
0.9% |
0-096 |
0.2% |
13% |
False |
True |
1,031,841 |
20 |
139-260 |
138-050 |
1-210 |
1.2% |
0-109 |
0.2% |
10% |
False |
True |
1,129,961 |
40 |
139-290 |
138-050 |
1-240 |
1.3% |
0-115 |
0.3% |
10% |
False |
True |
1,134,295 |
60 |
140-110 |
138-050 |
2-060 |
1.6% |
0-116 |
0.3% |
8% |
False |
True |
845,205 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140-198 |
2.618 |
139-273 |
1.618 |
139-123 |
1.000 |
139-030 |
0.618 |
138-293 |
HIGH |
138-200 |
0.618 |
138-143 |
0.500 |
138-125 |
0.382 |
138-107 |
LOW |
138-050 |
0.618 |
137-277 |
1.000 |
137-220 |
1.618 |
137-127 |
2.618 |
136-297 |
4.250 |
136-052 |
|
|
Fisher Pivots for day following 22-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
138-125 |
138-168 |
PP |
138-118 |
138-147 |
S1 |
138-112 |
138-126 |
|