ECBOT 10 Year T-Note Future December 2020
Trading Metrics calculated at close of trading on 26-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2020 |
26-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
138-085 |
138-110 |
0-025 |
0.1% |
139-010 |
High |
138-150 |
138-230 |
0-080 |
0.2% |
139-015 |
Low |
138-055 |
138-110 |
0-055 |
0.1% |
138-050 |
Close |
138-115 |
138-205 |
0-090 |
0.2% |
138-115 |
Range |
0-095 |
0-120 |
0-025 |
26.3% |
0-285 |
ATR |
0-108 |
0-109 |
0-001 |
0.8% |
0-000 |
Volume |
1,190,049 |
1,168,035 |
-22,014 |
-1.8% |
6,387,600 |
|
Daily Pivots for day following 26-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-222 |
139-173 |
138-271 |
|
R3 |
139-102 |
139-053 |
138-238 |
|
R2 |
138-302 |
138-302 |
138-227 |
|
R1 |
138-253 |
138-253 |
138-216 |
138-278 |
PP |
138-182 |
138-182 |
138-182 |
138-194 |
S1 |
138-133 |
138-133 |
138-194 |
138-158 |
S2 |
138-062 |
138-062 |
138-183 |
|
S3 |
137-262 |
138-013 |
138-172 |
|
S4 |
137-142 |
137-213 |
138-139 |
|
|
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 |
138-285 |
138-050 |
0-235 |
0.5% |
0-111 |
0.3% |
66% |
False |
False |
1,302,935 |
10 |
139-140 |
138-050 |
1-090 |
0.9% |
0-103 |
0.2% |
38% |
False |
False |
1,147,677 |
20 |
139-260 |
138-050 |
1-210 |
1.2% |
0-113 |
0.3% |
29% |
False |
False |
1,173,184 |
40 |
139-290 |
138-050 |
1-240 |
1.3% |
0-110 |
0.2% |
28% |
False |
False |
1,108,787 |
60 |
140-110 |
138-050 |
2-060 |
1.6% |
0-117 |
0.3% |
22% |
False |
False |
884,325 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140-100 |
2.618 |
139-224 |
1.618 |
139-104 |
1.000 |
139-030 |
0.618 |
138-304 |
HIGH |
138-230 |
0.618 |
138-184 |
0.500 |
138-170 |
0.382 |
138-156 |
LOW |
138-110 |
0.618 |
138-036 |
1.000 |
137-310 |
1.618 |
137-236 |
2.618 |
137-116 |
4.250 |
136-240 |
|
|
Fisher Pivots for day following 26-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
138-193 |
138-183 |
PP |
138-182 |
138-162 |
S1 |
138-170 |
138-140 |
|