ECBOT 10 Year T-Note Future December 2020
Trading Metrics calculated at close of trading on 03-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2020 |
03-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
138-055 |
138-100 |
0-045 |
0.1% |
138-110 |
High |
138-155 |
138-110 |
-0-045 |
-0.1% |
139-030 |
Low |
138-045 |
137-305 |
-0-060 |
-0.1% |
138-035 |
Close |
138-095 |
138-030 |
-0-065 |
-0.1% |
138-070 |
Range |
0-110 |
0-125 |
0-015 |
13.6% |
0-315 |
ATR |
0-116 |
0-116 |
0-001 |
0.6% |
0-000 |
Volume |
1,439,099 |
1,270,460 |
-168,639 |
-11.7% |
8,042,097 |
|
Daily Pivots for day following 03-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-097 |
139-028 |
138-099 |
|
R3 |
138-292 |
138-223 |
138-064 |
|
R2 |
138-167 |
138-167 |
138-053 |
|
R1 |
138-098 |
138-098 |
138-041 |
138-070 |
PP |
138-042 |
138-042 |
138-042 |
138-028 |
S1 |
137-293 |
137-293 |
138-019 |
137-265 |
S2 |
137-237 |
137-237 |
138-007 |
|
S3 |
137-112 |
137-168 |
137-316 |
|
S4 |
136-307 |
137-043 |
137-281 |
|
|
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 |
137-305 |
1-045 |
0.8% |
0-134 |
0.3% |
12% |
False |
True |
1,723,018 |
10 |
139-030 |
137-305 |
1-045 |
0.8% |
0-126 |
0.3% |
12% |
False |
True |
1,484,883 |
20 |
139-140 |
137-305 |
1-155 |
1.1% |
0-109 |
0.2% |
9% |
False |
True |
1,230,039 |
40 |
139-260 |
137-305 |
1-275 |
1.3% |
0-106 |
0.2% |
8% |
False |
True |
1,146,009 |
60 |
139-290 |
137-305 |
1-305 |
1.4% |
0-118 |
0.3% |
7% |
False |
True |
1,043,364 |
80 |
140-110 |
137-305 |
2-125 |
1.7% |
0-111 |
0.3% |
6% |
False |
True |
783,395 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140-001 |
2.618 |
139-117 |
1.618 |
138-312 |
1.000 |
138-235 |
0.618 |
138-187 |
HIGH |
138-110 |
0.618 |
138-062 |
0.500 |
138-048 |
0.382 |
138-033 |
LOW |
137-305 |
0.618 |
137-228 |
1.000 |
137-180 |
1.618 |
137-103 |
2.618 |
136-298 |
4.250 |
136-094 |
|
|
Fisher Pivots for day following 03-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
138-048 |
138-090 |
PP |
138-042 |
138-070 |
S1 |
138-036 |
138-050 |
|