ECBOT 10 Year T-Note Future December 2020
Trading Metrics calculated at close of trading on 06-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2020 |
06-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
138-310 |
138-310 |
0-000 |
0.0% |
138-055 |
High |
139-085 |
139-010 |
-0-075 |
-0.2% |
139-085 |
Low |
138-245 |
138-125 |
-0-120 |
-0.3% |
137-205 |
Close |
138-280 |
138-175 |
-0-105 |
-0.2% |
138-175 |
Range |
0-160 |
0-205 |
0-045 |
28.1% |
1-200 |
ATR |
0-141 |
0-146 |
0-005 |
3.2% |
0-000 |
Volume |
1,657,504 |
1,489,220 |
-168,284 |
-10.2% |
8,739,398 |
|
Daily Pivots for day following 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140-185 |
140-065 |
138-288 |
|
R3 |
139-300 |
139-180 |
138-231 |
|
R2 |
139-095 |
139-095 |
138-213 |
|
R1 |
138-295 |
138-295 |
138-194 |
138-252 |
PP |
138-210 |
138-210 |
138-210 |
138-189 |
S1 |
138-090 |
138-090 |
138-156 |
138-048 |
S2 |
138-005 |
138-005 |
138-137 |
|
S3 |
137-120 |
137-205 |
138-119 |
|
S4 |
136-235 |
137-000 |
138-062 |
|
|
Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143-115 |
142-185 |
139-141 |
|
R3 |
141-235 |
140-305 |
138-318 |
|
R2 |
140-035 |
140-035 |
138-270 |
|
R1 |
139-105 |
139-105 |
138-223 |
139-230 |
PP |
138-155 |
138-155 |
138-155 |
138-218 |
S1 |
137-225 |
137-225 |
138-127 |
138-030 |
S2 |
136-275 |
136-275 |
138-080 |
|
S3 |
135-075 |
136-025 |
138-032 |
|
S4 |
133-195 |
134-145 |
137-209 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
139-085 |
137-205 |
1-200 |
1.2% |
0-209 |
0.5% |
56% |
False |
False |
1,747,879 |
10 |
139-085 |
137-205 |
1-200 |
1.2% |
0-170 |
0.4% |
56% |
False |
False |
1,678,149 |
20 |
139-140 |
137-205 |
1-255 |
1.3% |
0-133 |
0.3% |
50% |
False |
False |
1,364,276 |
40 |
139-260 |
137-205 |
2-055 |
1.6% |
0-118 |
0.3% |
42% |
False |
False |
1,213,706 |
60 |
139-290 |
137-205 |
2-085 |
1.6% |
0-123 |
0.3% |
40% |
False |
False |
1,142,934 |
80 |
140-110 |
137-205 |
2-225 |
2.0% |
0-119 |
0.3% |
34% |
False |
False |
858,738 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
141-241 |
2.618 |
140-227 |
1.618 |
140-022 |
1.000 |
139-215 |
0.618 |
139-137 |
HIGH |
139-010 |
0.618 |
138-252 |
0.500 |
138-228 |
0.382 |
138-203 |
LOW |
138-125 |
0.618 |
137-318 |
1.000 |
137-240 |
1.618 |
137-113 |
2.618 |
136-228 |
4.250 |
135-214 |
|
|
Fisher Pivots for day following 06-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
138-228 |
138-165 |
PP |
138-210 |
138-155 |
S1 |
138-192 |
138-145 |
|