ECBOT 10 Year T-Note Future December 2020
Trading Metrics calculated at close of trading on 30-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2020 |
30-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
138-260 |
138-150 |
-0-110 |
-0.2% |
138-110 |
High |
138-285 |
138-195 |
-0-090 |
-0.2% |
139-030 |
Low |
138-115 |
138-035 |
-0-080 |
-0.2% |
138-035 |
Close |
138-130 |
138-070 |
-0-060 |
-0.1% |
138-070 |
Range |
0-170 |
0-160 |
-0-010 |
-5.9% |
0-315 |
ATR |
0-113 |
0-116 |
0-003 |
3.0% |
0-000 |
Volume |
1,974,950 |
2,401,470 |
426,520 |
21.6% |
8,042,097 |
|
Daily Pivots for day following 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-260 |
139-165 |
138-158 |
|
R3 |
139-100 |
139-005 |
138-114 |
|
R2 |
138-260 |
138-260 |
138-099 |
|
R1 |
138-165 |
138-165 |
138-085 |
138-132 |
PP |
138-100 |
138-100 |
138-100 |
138-084 |
S1 |
138-005 |
138-005 |
138-055 |
137-292 |
S2 |
137-260 |
137-260 |
138-041 |
|
S3 |
137-100 |
137-165 |
138-026 |
|
S4 |
136-260 |
137-005 |
137-302 |
|
|
Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141-137 |
140-258 |
138-243 |
|
R3 |
140-142 |
139-263 |
138-157 |
|
R2 |
139-147 |
139-147 |
138-128 |
|
R1 |
138-268 |
138-268 |
138-099 |
138-210 |
PP |
138-152 |
138-152 |
138-152 |
138-122 |
S1 |
137-273 |
137-273 |
138-041 |
137-215 |
S2 |
137-157 |
137-157 |
138-012 |
|
S3 |
136-162 |
136-278 |
137-303 |
|
S4 |
135-167 |
135-283 |
137-217 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
139-030 |
138-035 |
0-315 |
0.7% |
0-132 |
0.3% |
11% |
False |
True |
1,608,419 |
10 |
139-030 |
138-035 |
0-315 |
0.7% |
0-119 |
0.3% |
11% |
False |
True |
1,442,969 |
20 |
139-145 |
138-035 |
1-110 |
1.0% |
0-116 |
0.3% |
8% |
False |
True |
1,242,549 |
40 |
139-260 |
138-035 |
1-225 |
1.2% |
0-110 |
0.2% |
6% |
False |
True |
1,148,704 |
60 |
140-070 |
138-035 |
2-035 |
1.5% |
0-118 |
0.3% |
5% |
False |
True |
998,336 |
80 |
140-110 |
138-035 |
2-075 |
1.6% |
0-112 |
0.3% |
5% |
False |
True |
749,527 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140-235 |
2.618 |
139-294 |
1.618 |
139-134 |
1.000 |
139-035 |
0.618 |
138-294 |
HIGH |
138-195 |
0.618 |
138-134 |
0.500 |
138-115 |
0.382 |
138-096 |
LOW |
138-035 |
0.618 |
137-256 |
1.000 |
137-195 |
1.618 |
137-096 |
2.618 |
136-256 |
4.250 |
135-315 |
|
|
Fisher Pivots for day following 30-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
138-115 |
138-192 |
PP |
138-100 |
138-152 |
S1 |
138-085 |
138-111 |
|