ECBOT 10 Year T-Note Future December 2020
Trading Metrics calculated at close of trading on 12-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2020 |
12-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
137-160 |
137-200 |
0-040 |
0.1% |
138-055 |
High |
137-215 |
138-075 |
0-180 |
0.4% |
139-085 |
Low |
137-080 |
137-195 |
0-115 |
0.3% |
137-205 |
Close |
137-195 |
138-050 |
0-175 |
0.4% |
138-175 |
Range |
0-135 |
0-200 |
0-065 |
48.1% |
1-200 |
ATR |
0-164 |
0-166 |
0-003 |
1.6% |
0-000 |
Volume |
553,673 |
1,742,283 |
1,188,610 |
214.7% |
8,739,398 |
|
Daily Pivots for day following 12-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-280 |
139-205 |
138-160 |
|
R3 |
139-080 |
139-005 |
138-105 |
|
R2 |
138-200 |
138-200 |
138-087 |
|
R1 |
138-125 |
138-125 |
138-068 |
138-162 |
PP |
138-000 |
138-000 |
138-000 |
138-019 |
S1 |
137-245 |
137-245 |
138-032 |
137-282 |
S2 |
137-120 |
137-120 |
138-013 |
|
S3 |
136-240 |
137-045 |
137-315 |
|
S4 |
136-040 |
136-165 |
137-260 |
|
|
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 |
139-010 |
137-080 |
1-250 |
1.3% |
0-227 |
0.5% |
51% |
False |
False |
1,726,481 |
10 |
139-085 |
137-080 |
2-005 |
1.5% |
0-214 |
0.5% |
45% |
False |
False |
1,828,405 |
20 |
139-085 |
137-080 |
2-005 |
1.5% |
0-162 |
0.4% |
45% |
False |
False |
1,562,035 |
40 |
139-260 |
137-080 |
2-180 |
1.9% |
0-132 |
0.3% |
35% |
False |
False |
1,306,970 |
60 |
139-290 |
137-080 |
2-210 |
1.9% |
0-132 |
0.3% |
34% |
False |
False |
1,259,234 |
80 |
140-110 |
137-080 |
3-030 |
2.2% |
0-127 |
0.3% |
29% |
False |
False |
947,974 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140-285 |
2.618 |
139-279 |
1.618 |
139-079 |
1.000 |
138-275 |
0.618 |
138-199 |
HIGH |
138-075 |
0.618 |
137-319 |
0.500 |
137-295 |
0.382 |
137-271 |
LOW |
137-195 |
0.618 |
137-071 |
1.000 |
136-315 |
1.618 |
136-191 |
2.618 |
135-311 |
4.250 |
134-305 |
|
|
Fisher Pivots for day following 12-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
138-025 |
138-006 |
PP |
138-000 |
137-282 |
S1 |
137-295 |
137-238 |
|