ECBOT 10 Year T-Note Future December 2020
Trading Metrics calculated at close of trading on 04-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2020 |
04-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
138-100 |
137-305 |
-0-115 |
-0.3% |
138-110 |
High |
138-110 |
139-010 |
0-220 |
0.5% |
139-030 |
Low |
137-305 |
137-205 |
-0-100 |
-0.2% |
138-035 |
Close |
138-030 |
138-315 |
0-285 |
0.6% |
138-070 |
Range |
0-125 |
1-125 |
1-000 |
256.0% |
0-315 |
ATR |
0-116 |
0-140 |
0-023 |
20.2% |
0-000 |
Volume |
1,270,460 |
2,883,115 |
1,612,655 |
126.9% |
8,042,097 |
|
Daily Pivots for day following 04-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142-232 |
142-078 |
139-240 |
|
R3 |
141-107 |
140-273 |
139-117 |
|
R2 |
139-302 |
139-302 |
139-077 |
|
R1 |
139-148 |
139-148 |
139-036 |
139-225 |
PP |
138-177 |
138-177 |
138-177 |
138-215 |
S1 |
138-023 |
138-023 |
138-274 |
138-100 |
S2 |
137-052 |
137-052 |
138-233 |
|
S3 |
135-247 |
136-218 |
138-193 |
|
S4 |
134-122 |
135-093 |
138-070 |
|
|
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 |
139-010 |
137-205 |
1-125 |
1.0% |
0-202 |
0.5% |
97% |
True |
True |
1,993,818 |
10 |
139-030 |
137-205 |
1-145 |
1.0% |
0-158 |
0.4% |
92% |
False |
True |
1,621,489 |
20 |
139-140 |
137-205 |
1-255 |
1.3% |
0-124 |
0.3% |
75% |
False |
True |
1,306,748 |
40 |
139-260 |
137-205 |
2-055 |
1.6% |
0-114 |
0.3% |
62% |
False |
True |
1,187,923 |
60 |
139-290 |
137-205 |
2-085 |
1.6% |
0-122 |
0.3% |
59% |
False |
True |
1,091,109 |
80 |
140-110 |
137-205 |
2-225 |
1.9% |
0-116 |
0.3% |
50% |
False |
True |
819,431 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144-301 |
2.618 |
142-215 |
1.618 |
141-090 |
1.000 |
140-135 |
0.618 |
139-285 |
HIGH |
139-010 |
0.618 |
138-160 |
0.500 |
138-108 |
0.382 |
138-055 |
LOW |
137-205 |
0.618 |
136-250 |
1.000 |
136-080 |
1.618 |
135-125 |
2.618 |
134-000 |
4.250 |
131-234 |
|
|
Fisher Pivots for day following 04-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
138-246 |
138-246 |
PP |
138-177 |
138-177 |
S1 |
138-108 |
138-108 |
|