ECBOT 10 Year T-Note Future December 2020
Trading Metrics calculated at close of trading on 23-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2020 |
23-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
138-160 |
138-085 |
-0-075 |
-0.2% |
139-010 |
High |
138-200 |
138-150 |
-0-050 |
-0.1% |
139-015 |
Low |
138-050 |
138-055 |
0-005 |
0.0% |
138-050 |
Close |
138-105 |
138-115 |
0-010 |
0.0% |
138-115 |
Range |
0-150 |
0-095 |
-0-055 |
-36.7% |
0-285 |
ATR |
0-109 |
0-108 |
-0-001 |
-0.9% |
0-000 |
Volume |
1,390,076 |
1,190,049 |
-200,027 |
-14.4% |
6,387,600 |
|
Daily Pivots for day following 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-072 |
139-028 |
138-167 |
|
R3 |
138-297 |
138-253 |
138-141 |
|
R2 |
138-202 |
138-202 |
138-132 |
|
R1 |
138-158 |
138-158 |
138-124 |
138-180 |
PP |
138-107 |
138-107 |
138-107 |
138-118 |
S1 |
138-063 |
138-063 |
138-106 |
138-085 |
S2 |
138-012 |
138-012 |
138-098 |
|
S3 |
137-237 |
137-288 |
138-089 |
|
S4 |
137-142 |
137-193 |
138-063 |
|
|
Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141-062 |
140-213 |
138-272 |
|
R3 |
140-097 |
139-248 |
138-193 |
|
R2 |
139-132 |
139-132 |
138-167 |
|
R1 |
138-283 |
138-283 |
138-141 |
138-225 |
PP |
138-167 |
138-167 |
138-167 |
138-138 |
S1 |
137-318 |
137-318 |
138-089 |
137-260 |
S2 |
137-202 |
137-202 |
138-063 |
|
S3 |
136-237 |
137-033 |
138-037 |
|
S4 |
135-272 |
136-068 |
137-278 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
139-015 |
138-050 |
0-285 |
0.6% |
0-106 |
0.2% |
23% |
False |
False |
1,277,520 |
10 |
139-140 |
138-050 |
1-090 |
0.9% |
0-096 |
0.2% |
16% |
False |
False |
1,050,404 |
20 |
139-260 |
138-050 |
1-210 |
1.2% |
0-110 |
0.2% |
12% |
False |
False |
1,150,754 |
40 |
139-290 |
138-050 |
1-240 |
1.3% |
0-112 |
0.3% |
12% |
False |
False |
1,113,593 |
60 |
140-110 |
138-050 |
2-060 |
1.6% |
0-116 |
0.3% |
9% |
False |
False |
864,962 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139-234 |
2.618 |
139-079 |
1.618 |
138-304 |
1.000 |
138-245 |
0.618 |
138-209 |
HIGH |
138-150 |
0.618 |
138-114 |
0.500 |
138-102 |
0.382 |
138-091 |
LOW |
138-055 |
0.618 |
137-316 |
1.000 |
137-280 |
1.618 |
137-221 |
2.618 |
137-126 |
4.250 |
136-291 |
|
|
Fisher Pivots for day following 23-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
138-111 |
138-148 |
PP |
138-107 |
138-137 |
S1 |
138-102 |
138-126 |
|