ECBOT 10 Year T-Note Future December 2020
Trading Metrics calculated at close of trading on 02-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2020 |
02-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
138-150 |
138-055 |
-0-095 |
-0.2% |
138-110 |
High |
138-195 |
138-155 |
-0-040 |
-0.1% |
139-030 |
Low |
138-035 |
138-045 |
0-010 |
0.0% |
138-035 |
Close |
138-070 |
138-095 |
0-025 |
0.1% |
138-070 |
Range |
0-160 |
0-110 |
-0-050 |
-31.3% |
0-315 |
ATR |
0-116 |
0-116 |
0-000 |
-0.4% |
0-000 |
Volume |
2,401,470 |
1,439,099 |
-962,371 |
-40.1% |
8,042,097 |
|
Daily Pivots for day following 02-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-108 |
139-052 |
138-156 |
|
R3 |
138-318 |
138-262 |
138-125 |
|
R2 |
138-208 |
138-208 |
138-115 |
|
R1 |
138-152 |
138-152 |
138-105 |
138-180 |
PP |
138-098 |
138-098 |
138-098 |
138-112 |
S1 |
138-042 |
138-042 |
138-085 |
138-070 |
S2 |
137-308 |
137-308 |
138-075 |
|
S3 |
137-198 |
137-252 |
138-065 |
|
S4 |
137-088 |
137-142 |
138-034 |
|
|
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% |
0-130 |
0.3% |
19% |
False |
False |
1,662,632 |
10 |
139-030 |
138-035 |
0-315 |
0.7% |
0-120 |
0.3% |
19% |
False |
False |
1,482,784 |
20 |
139-140 |
138-035 |
1-105 |
1.0% |
0-110 |
0.2% |
14% |
False |
False |
1,247,510 |
40 |
139-260 |
138-035 |
1-225 |
1.2% |
0-107 |
0.2% |
11% |
False |
False |
1,148,332 |
60 |
140-020 |
138-035 |
1-305 |
1.4% |
0-118 |
0.3% |
10% |
False |
False |
1,022,251 |
80 |
140-110 |
138-035 |
2-075 |
1.6% |
0-111 |
0.3% |
8% |
False |
False |
767,516 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139-302 |
2.618 |
139-123 |
1.618 |
139-013 |
1.000 |
138-265 |
0.618 |
138-223 |
HIGH |
138-155 |
0.618 |
138-113 |
0.500 |
138-100 |
0.382 |
138-087 |
LOW |
138-045 |
0.618 |
137-297 |
1.000 |
137-255 |
1.618 |
137-187 |
2.618 |
137-077 |
4.250 |
136-218 |
|
|
Fisher Pivots for day following 02-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
138-100 |
138-160 |
PP |
138-098 |
138-138 |
S1 |
138-097 |
138-117 |
|