ECBOT 10 Year T-Note Future December 2020
Trading Metrics calculated at close of trading on 28-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2020 |
28-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
138-200 |
138-285 |
0-085 |
0.2% |
139-010 |
High |
138-290 |
139-030 |
0-060 |
0.1% |
139-015 |
Low |
138-185 |
138-245 |
0-060 |
0.1% |
138-050 |
Close |
138-270 |
138-255 |
-0-015 |
0.0% |
138-115 |
Range |
0-105 |
0-105 |
0-000 |
0.0% |
0-285 |
ATR |
0-108 |
0-108 |
0-000 |
-0.2% |
0-000 |
Volume |
968,531 |
1,529,111 |
560,580 |
57.9% |
6,387,600 |
|
Daily Pivots for day following 28-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-278 |
139-212 |
138-313 |
|
R3 |
139-173 |
139-107 |
138-284 |
|
R2 |
139-068 |
139-068 |
138-274 |
|
R1 |
139-002 |
139-002 |
138-265 |
138-302 |
PP |
138-283 |
138-283 |
138-283 |
138-274 |
S1 |
138-217 |
138-217 |
138-245 |
138-198 |
S2 |
138-178 |
138-178 |
138-236 |
|
S3 |
138-073 |
138-112 |
138-226 |
|
S4 |
137-288 |
138-007 |
138-197 |
|
|
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 |
139-030 |
138-050 |
0-300 |
0.7% |
0-115 |
0.3% |
68% |
True |
False |
1,249,160 |
10 |
139-140 |
138-050 |
1-090 |
0.9% |
0-106 |
0.2% |
50% |
False |
False |
1,212,821 |
20 |
139-250 |
138-050 |
1-200 |
1.2% |
0-114 |
0.3% |
39% |
False |
False |
1,172,252 |
40 |
139-290 |
138-050 |
1-240 |
1.3% |
0-108 |
0.2% |
37% |
False |
False |
1,096,605 |
60 |
140-100 |
138-050 |
2-050 |
1.6% |
0-117 |
0.3% |
30% |
False |
False |
925,575 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140-156 |
2.618 |
139-305 |
1.618 |
139-200 |
1.000 |
139-135 |
0.618 |
139-095 |
HIGH |
139-030 |
0.618 |
138-310 |
0.500 |
138-298 |
0.382 |
138-285 |
LOW |
138-245 |
0.618 |
138-180 |
1.000 |
138-140 |
1.618 |
138-075 |
2.618 |
137-290 |
4.250 |
137-119 |
|
|
Fisher Pivots for day following 28-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
138-298 |
138-247 |
PP |
138-283 |
138-238 |
S1 |
138-269 |
138-230 |
|