ECBOT 10 Year T-Note Future December 2020
| Trading Metrics calculated at close of trading on 05-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2020 |
05-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
139-165 |
139-120 |
-0-045 |
-0.1% |
139-205 |
| High |
139-250 |
139-145 |
-0-105 |
-0.2% |
139-260 |
| Low |
139-115 |
138-240 |
-0-195 |
-0.4% |
139-065 |
| Close |
139-140 |
138-295 |
-0-165 |
-0.4% |
139-140 |
| Range |
0-135 |
0-225 |
0-090 |
66.7% |
0-195 |
| ATR |
0-107 |
0-115 |
0-008 |
7.9% |
0-000 |
| Volume |
1,444,042 |
1,339,887 |
-104,155 |
-7.2% |
6,206,196 |
|
| Daily Pivots for day following 05-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-048 |
140-237 |
139-099 |
|
| R3 |
140-143 |
140-012 |
139-037 |
|
| R2 |
139-238 |
139-238 |
139-016 |
|
| R1 |
139-107 |
139-107 |
138-316 |
139-060 |
| PP |
139-013 |
139-013 |
139-013 |
138-310 |
| S1 |
138-202 |
138-202 |
138-274 |
138-155 |
| S2 |
138-108 |
138-108 |
138-254 |
|
| S3 |
137-203 |
137-297 |
138-233 |
|
| S4 |
136-298 |
137-072 |
138-171 |
|
|
| Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-100 |
140-315 |
139-247 |
|
| R3 |
140-225 |
140-120 |
139-194 |
|
| R2 |
140-030 |
140-030 |
139-176 |
|
| R1 |
139-245 |
139-245 |
139-158 |
139-200 |
| PP |
139-155 |
139-155 |
139-155 |
139-132 |
| S1 |
139-050 |
139-050 |
139-122 |
139-005 |
| S2 |
138-280 |
138-280 |
139-104 |
|
| S3 |
138-085 |
138-175 |
139-086 |
|
| S4 |
137-210 |
137-300 |
139-033 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139-260 |
138-240 |
1-020 |
0.8% |
0-141 |
0.3% |
16% |
False |
True |
1,365,328 |
| 10 |
139-260 |
138-240 |
1-020 |
0.8% |
0-102 |
0.2% |
16% |
False |
True |
1,115,906 |
| 20 |
139-260 |
138-240 |
1-020 |
0.8% |
0-103 |
0.2% |
16% |
False |
True |
1,049,154 |
| 40 |
140-020 |
138-185 |
1-155 |
1.1% |
0-122 |
0.3% |
23% |
False |
False |
909,622 |
| 60 |
140-110 |
138-185 |
1-245 |
1.3% |
0-112 |
0.3% |
19% |
False |
False |
607,518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142-141 |
|
2.618 |
141-094 |
|
1.618 |
140-189 |
|
1.000 |
140-050 |
|
0.618 |
139-284 |
|
HIGH |
139-145 |
|
0.618 |
139-059 |
|
0.500 |
139-032 |
|
0.382 |
139-006 |
|
LOW |
138-240 |
|
0.618 |
138-101 |
|
1.000 |
138-015 |
|
1.618 |
137-196 |
|
2.618 |
136-291 |
|
4.250 |
135-244 |
|
|
| Fisher Pivots for day following 05-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
139-032 |
139-085 |
| PP |
139-013 |
139-048 |
| S1 |
138-314 |
139-012 |
|