ECBOT 10 Year T-Note Future December 2020
Trading Metrics calculated at close of trading on 11-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2020 |
11-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
137-260 |
137-160 |
-0-100 |
-0.2% |
138-055 |
High |
137-295 |
137-215 |
-0-080 |
-0.2% |
139-085 |
Low |
137-135 |
137-080 |
-0-055 |
-0.1% |
137-205 |
Close |
137-140 |
137-195 |
0-055 |
0.1% |
138-175 |
Range |
0-160 |
0-135 |
-0-025 |
-15.6% |
1-200 |
ATR |
0-166 |
0-164 |
-0-002 |
-1.3% |
0-000 |
Volume |
2,068,812 |
553,673 |
-1,515,139 |
-73.2% |
8,739,398 |
|
Daily Pivots for day following 11-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138-248 |
138-197 |
137-269 |
|
R3 |
138-113 |
138-062 |
137-232 |
|
R2 |
137-298 |
137-298 |
137-220 |
|
R1 |
137-247 |
137-247 |
137-207 |
137-272 |
PP |
137-163 |
137-163 |
137-163 |
137-176 |
S1 |
137-112 |
137-112 |
137-183 |
137-138 |
S2 |
137-028 |
137-028 |
137-170 |
|
S3 |
136-213 |
136-297 |
137-158 |
|
S4 |
136-078 |
136-162 |
137-121 |
|
|
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 |
137-080 |
2-005 |
1.5% |
0-219 |
0.5% |
18% |
False |
True |
1,709,525 |
10 |
139-085 |
137-080 |
2-005 |
1.5% |
0-210 |
0.5% |
18% |
False |
True |
1,851,672 |
20 |
139-140 |
137-080 |
2-060 |
1.6% |
0-158 |
0.4% |
16% |
False |
True |
1,532,246 |
40 |
139-260 |
137-080 |
2-180 |
1.9% |
0-130 |
0.3% |
14% |
False |
True |
1,289,547 |
60 |
139-290 |
137-080 |
2-210 |
1.9% |
0-130 |
0.3% |
14% |
False |
True |
1,231,346 |
80 |
140-110 |
137-080 |
3-030 |
2.2% |
0-125 |
0.3% |
12% |
False |
True |
926,207 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139-149 |
2.618 |
138-248 |
1.618 |
138-113 |
1.000 |
138-030 |
0.618 |
137-298 |
HIGH |
137-215 |
0.618 |
137-163 |
0.500 |
137-148 |
0.382 |
137-132 |
LOW |
137-080 |
0.618 |
136-317 |
1.000 |
136-265 |
1.618 |
136-182 |
2.618 |
136-047 |
4.250 |
135-146 |
|
|
Fisher Pivots for day following 11-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
137-179 |
138-002 |
PP |
137-163 |
137-280 |
S1 |
137-148 |
137-238 |
|