ECBOT 10 Year T-Note Future December 2020
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 23-Oct-2020 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 22-Oct-2020 | 23-Oct-2020 | Change | Change % | Previous Week |  
                        | Open | 138-160 | 138-085 | -0-075 | -0.2% | 139-010 |  
                        | High | 138-200 | 138-150 | -0-050 | -0.1% | 139-015 |  
                        | Low | 138-050 | 138-055 | 0-005 | 0.0% | 138-050 |  
                        | Close | 138-105 | 138-115 | 0-010 | 0.0% | 138-115 |  
                        | Range | 0-150 | 0-095 | -0-055 | -36.7% | 0-285 |  
                        | ATR | 0-109 | 0-108 | -0-001 | -0.9% | 0-000 |  
                        | Volume | 1,390,076 | 1,190,049 | -200,027 | -14.4% | 6,387,600 |  | 
    
| 
        
            | Daily Pivots for day following 23-Oct-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 139-072 | 139-028 | 138-167 |  |  
                | R3 | 138-297 | 138-253 | 138-141 |  |  
                | R2 | 138-202 | 138-202 | 138-132 |  |  
                | R1 | 138-158 | 138-158 | 138-124 | 138-180 |  
                | PP | 138-107 | 138-107 | 138-107 | 138-118 |  
                | S1 | 138-063 | 138-063 | 138-106 | 138-085 |  
                | S2 | 138-012 | 138-012 | 138-098 |  |  
                | S3 | 137-237 | 137-288 | 138-089 |  |  
                | S4 | 137-142 | 137-193 | 138-063 |  |  | 
        
            | Weekly Pivots for week ending 23-Oct-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 141-062 | 140-213 | 138-272 |  |  
                | R3 | 140-097 | 139-248 | 138-193 |  |  
                | R2 | 139-132 | 139-132 | 138-167 |  |  
                | R1 | 138-283 | 138-283 | 138-141 | 138-225 |  
                | PP | 138-167 | 138-167 | 138-167 | 138-138 |  
                | S1 | 137-318 | 137-318 | 138-089 | 137-260 |  
                | S2 | 137-202 | 137-202 | 138-063 |  |  
                | S3 | 136-237 | 137-033 | 138-037 |  |  
                | S4 | 135-272 | 136-068 | 137-278 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 139-015 | 138-050 | 0-285 | 0.6% | 0-106 | 0.2% | 23% | False | False | 1,277,520 |  
                | 10 | 139-140 | 138-050 | 1-090 | 0.9% | 0-096 | 0.2% | 16% | False | False | 1,050,404 |  
                | 20 | 139-260 | 138-050 | 1-210 | 1.2% | 0-110 | 0.2% | 12% | False | False | 1,150,754 |  
                | 40 | 139-290 | 138-050 | 1-240 | 1.3% | 0-112 | 0.3% | 12% | False | False | 1,113,593 |  
                | 60 | 140-110 | 138-050 | 2-060 | 1.6% | 0-116 | 0.3% | 9% | False | False | 864,962 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 139-234 |  
            | 2.618 | 139-079 |  
            | 1.618 | 138-304 |  
            | 1.000 | 138-245 |  
            | 0.618 | 138-209 |  
            | HIGH | 138-150 |  
            | 0.618 | 138-114 |  
            | 0.500 | 138-102 |  
            | 0.382 | 138-091 |  
            | LOW | 138-055 |  
            | 0.618 | 137-316 |  
            | 1.000 | 137-280 |  
            | 1.618 | 137-221 |  
            | 2.618 | 137-126 |  
            | 4.250 | 136-291 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 23-Oct-2020 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 138-111 | 138-148 |  
                                | PP | 138-107 | 138-137 |  
                                | S1 | 138-102 | 138-126 |  |