ECBOT 10 Year T-Note Future December 2020
Trading Metrics calculated at close of trading on 09-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2020 |
09-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
138-310 |
138-160 |
-0-150 |
-0.3% |
138-055 |
High |
139-010 |
138-245 |
-0-085 |
-0.2% |
139-085 |
Low |
138-125 |
137-130 |
-0-315 |
-0.7% |
137-205 |
Close |
138-175 |
137-185 |
-0-310 |
-0.7% |
138-175 |
Range |
0-205 |
1-115 |
0-230 |
112.2% |
1-200 |
ATR |
0-146 |
0-166 |
0-021 |
14.2% |
0-000 |
Volume |
1,489,220 |
2,778,418 |
1,289,198 |
86.6% |
8,739,398 |
|
Daily Pivots for day following 09-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141-318 |
141-047 |
138-104 |
|
R3 |
140-203 |
139-252 |
137-305 |
|
R2 |
139-088 |
139-088 |
137-265 |
|
R1 |
138-137 |
138-137 |
137-225 |
138-055 |
PP |
137-293 |
137-293 |
137-293 |
137-252 |
S1 |
137-022 |
137-022 |
137-145 |
136-260 |
S2 |
136-178 |
136-178 |
137-105 |
|
S3 |
135-063 |
135-227 |
137-065 |
|
S4 |
133-268 |
134-112 |
136-266 |
|
|
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 |
137-130 |
1-275 |
1.4% |
0-274 |
0.6% |
9% |
False |
True |
2,015,743 |
10 |
139-085 |
137-130 |
1-275 |
1.4% |
0-202 |
0.5% |
9% |
False |
True |
1,839,187 |
20 |
139-140 |
137-130 |
2-010 |
1.5% |
0-152 |
0.3% |
8% |
False |
True |
1,493,432 |
40 |
139-260 |
137-130 |
2-130 |
1.7% |
0-127 |
0.3% |
7% |
False |
True |
1,264,494 |
60 |
139-290 |
137-130 |
2-160 |
1.8% |
0-128 |
0.3% |
7% |
False |
True |
1,188,673 |
80 |
140-110 |
137-130 |
2-300 |
2.1% |
0-123 |
0.3% |
6% |
False |
True |
893,460 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144-174 |
2.618 |
142-104 |
1.618 |
140-309 |
1.000 |
140-040 |
0.618 |
139-194 |
HIGH |
138-245 |
0.618 |
138-079 |
0.500 |
138-028 |
0.382 |
137-296 |
LOW |
137-130 |
0.618 |
136-181 |
1.000 |
136-015 |
1.618 |
135-066 |
2.618 |
133-271 |
4.250 |
131-201 |
|
|
Fisher Pivots for day following 09-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
138-028 |
138-108 |
PP |
137-293 |
138-027 |
S1 |
137-239 |
137-266 |
|