ECBOT 10 Year T-Note Future December 2020
Trading Metrics calculated at close of trading on 27-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2020 |
27-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
138-110 |
138-200 |
0-090 |
0.2% |
139-010 |
High |
138-230 |
138-290 |
0-060 |
0.1% |
139-015 |
Low |
138-110 |
138-185 |
0-075 |
0.2% |
138-050 |
Close |
138-205 |
138-270 |
0-065 |
0.1% |
138-115 |
Range |
0-120 |
0-105 |
-0-015 |
-12.5% |
0-285 |
ATR |
0-109 |
0-108 |
0-000 |
-0.2% |
0-000 |
Volume |
1,168,035 |
968,531 |
-199,504 |
-17.1% |
6,387,600 |
|
Daily Pivots for day following 27-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-243 |
139-202 |
139-008 |
|
R3 |
139-138 |
139-097 |
138-299 |
|
R2 |
139-033 |
139-033 |
138-289 |
|
R1 |
138-312 |
138-312 |
138-280 |
139-012 |
PP |
138-248 |
138-248 |
138-248 |
138-259 |
S1 |
138-207 |
138-207 |
138-260 |
138-228 |
S2 |
138-143 |
138-143 |
138-251 |
|
S3 |
138-038 |
138-102 |
138-241 |
|
S4 |
137-253 |
137-317 |
138-212 |
|
|
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 |
138-290 |
138-050 |
0-240 |
0.5% |
0-117 |
0.3% |
92% |
True |
False |
1,246,749 |
10 |
139-140 |
138-050 |
1-090 |
0.9% |
0-102 |
0.2% |
54% |
False |
False |
1,140,086 |
20 |
139-255 |
138-050 |
1-205 |
1.2% |
0-116 |
0.3% |
42% |
False |
False |
1,182,204 |
40 |
139-290 |
138-050 |
1-240 |
1.3% |
0-109 |
0.2% |
39% |
False |
False |
1,090,167 |
60 |
140-110 |
138-050 |
2-060 |
1.6% |
0-117 |
0.3% |
31% |
False |
False |
900,213 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140-096 |
2.618 |
139-245 |
1.618 |
139-140 |
1.000 |
139-075 |
0.618 |
139-035 |
HIGH |
138-290 |
0.618 |
138-250 |
0.500 |
138-238 |
0.382 |
138-225 |
LOW |
138-185 |
0.618 |
138-120 |
1.000 |
138-080 |
1.618 |
138-015 |
2.618 |
137-230 |
4.250 |
137-059 |
|
|
Fisher Pivots for day following 27-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
138-259 |
138-238 |
PP |
138-248 |
138-205 |
S1 |
138-238 |
138-172 |
|