ECBOT 10 Year T-Note Future December 2020
Trading Metrics calculated at close of trading on 29-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2020 |
29-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
138-285 |
138-260 |
-0-025 |
-0.1% |
139-010 |
High |
139-030 |
138-285 |
-0-065 |
-0.1% |
139-015 |
Low |
138-245 |
138-115 |
-0-130 |
-0.3% |
138-050 |
Close |
138-255 |
138-130 |
-0-125 |
-0.3% |
138-115 |
Range |
0-105 |
0-170 |
0-065 |
61.9% |
0-285 |
ATR |
0-108 |
0-113 |
0-004 |
4.1% |
0-000 |
Volume |
1,529,111 |
1,974,950 |
445,839 |
29.2% |
6,387,600 |
|
Daily Pivots for day following 29-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140-047 |
139-258 |
138-224 |
|
R3 |
139-197 |
139-088 |
138-177 |
|
R2 |
139-027 |
139-027 |
138-161 |
|
R1 |
138-238 |
138-238 |
138-146 |
138-208 |
PP |
138-177 |
138-177 |
138-177 |
138-161 |
S1 |
138-068 |
138-068 |
138-114 |
138-038 |
S2 |
138-007 |
138-007 |
138-099 |
|
S3 |
137-157 |
137-218 |
138-083 |
|
S4 |
136-307 |
137-048 |
138-036 |
|
|
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 |
138-055 |
0-295 |
0.7% |
0-119 |
0.3% |
25% |
False |
False |
1,366,135 |
10 |
139-075 |
138-050 |
1-025 |
0.8% |
0-112 |
0.3% |
23% |
False |
False |
1,295,665 |
20 |
139-250 |
138-050 |
1-200 |
1.2% |
0-115 |
0.3% |
15% |
False |
False |
1,194,678 |
40 |
139-290 |
138-050 |
1-240 |
1.3% |
0-110 |
0.2% |
14% |
False |
False |
1,118,370 |
60 |
140-100 |
138-050 |
2-050 |
1.6% |
0-118 |
0.3% |
12% |
False |
False |
958,418 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
141-048 |
2.618 |
140-090 |
1.618 |
139-240 |
1.000 |
139-135 |
0.618 |
139-070 |
HIGH |
138-285 |
0.618 |
138-220 |
0.500 |
138-200 |
0.382 |
138-180 |
LOW |
138-115 |
0.618 |
138-010 |
1.000 |
137-265 |
1.618 |
137-160 |
2.618 |
136-310 |
4.250 |
136-032 |
|
|
Fisher Pivots for day following 29-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
138-200 |
138-232 |
PP |
138-177 |
138-198 |
S1 |
138-153 |
138-164 |
|