ECBOT 10 Year T-Note Future December 2020
Trading Metrics calculated at close of trading on 10-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2020 |
10-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
138-160 |
137-260 |
-0-220 |
-0.5% |
138-055 |
High |
138-245 |
137-295 |
-0-270 |
-0.6% |
139-085 |
Low |
137-130 |
137-135 |
0-005 |
0.0% |
137-205 |
Close |
137-185 |
137-140 |
-0-045 |
-0.1% |
138-175 |
Range |
1-115 |
0-160 |
-0-275 |
-63.2% |
1-200 |
ATR |
0-166 |
0-166 |
0-000 |
-0.3% |
0-000 |
Volume |
2,778,418 |
2,068,812 |
-709,606 |
-25.5% |
8,739,398 |
|
Daily Pivots for day following 10-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-030 |
138-245 |
137-228 |
|
R3 |
138-190 |
138-085 |
137-184 |
|
R2 |
138-030 |
138-030 |
137-169 |
|
R1 |
137-245 |
137-245 |
137-155 |
137-218 |
PP |
137-190 |
137-190 |
137-190 |
137-176 |
S1 |
137-085 |
137-085 |
137-125 |
137-058 |
S2 |
137-030 |
137-030 |
137-111 |
|
S3 |
136-190 |
136-245 |
137-096 |
|
S4 |
136-030 |
136-085 |
137-052 |
|
|
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% |
0-281 |
0.6% |
2% |
False |
False |
2,175,413 |
10 |
139-085 |
137-130 |
1-275 |
1.4% |
0-208 |
0.5% |
2% |
False |
False |
1,949,215 |
20 |
139-140 |
137-130 |
2-010 |
1.5% |
0-155 |
0.4% |
2% |
False |
False |
1,544,651 |
40 |
139-260 |
137-130 |
2-130 |
1.8% |
0-130 |
0.3% |
1% |
False |
False |
1,297,519 |
60 |
139-290 |
137-130 |
2-160 |
1.8% |
0-129 |
0.3% |
1% |
False |
False |
1,222,621 |
80 |
140-110 |
137-130 |
2-300 |
2.1% |
0-124 |
0.3% |
1% |
False |
False |
919,312 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140-015 |
2.618 |
139-074 |
1.618 |
138-234 |
1.000 |
138-135 |
0.618 |
138-074 |
HIGH |
137-295 |
0.618 |
137-234 |
0.500 |
137-215 |
0.382 |
137-196 |
LOW |
137-135 |
0.618 |
137-036 |
1.000 |
136-295 |
1.618 |
136-196 |
2.618 |
136-036 |
4.250 |
135-095 |
|
|
Fisher Pivots for day following 10-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
137-215 |
138-070 |
PP |
137-190 |
137-307 |
S1 |
137-165 |
137-223 |
|