ECBOT 10 Year T-Note Future December 2020
Trading Metrics calculated at close of trading on 16-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2020 |
16-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
138-065 |
138-025 |
-0-040 |
-0.1% |
138-160 |
High |
138-105 |
138-080 |
-0-025 |
-0.1% |
138-245 |
Low |
138-015 |
137-270 |
-0-065 |
-0.1% |
137-080 |
Close |
138-035 |
138-010 |
-0-025 |
-0.1% |
138-035 |
Range |
0-090 |
0-130 |
0-040 |
44.4% |
1-165 |
ATR |
0-161 |
0-159 |
-0-002 |
-1.4% |
0-000 |
Volume |
993,902 |
1,254,900 |
260,998 |
26.3% |
8,137,088 |
|
Daily Pivots for day following 16-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-083 |
139-017 |
138-082 |
|
R3 |
138-273 |
138-207 |
138-046 |
|
R2 |
138-143 |
138-143 |
138-034 |
|
R1 |
138-077 |
138-077 |
138-022 |
138-045 |
PP |
138-013 |
138-013 |
138-013 |
137-318 |
S1 |
137-267 |
137-267 |
137-318 |
137-235 |
S2 |
137-203 |
137-203 |
137-306 |
|
S3 |
137-073 |
137-137 |
137-294 |
|
S4 |
136-263 |
137-007 |
137-258 |
|
|
Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142-188 |
141-277 |
138-302 |
|
R3 |
141-023 |
140-112 |
138-168 |
|
R2 |
139-178 |
139-178 |
138-124 |
|
R1 |
138-267 |
138-267 |
138-079 |
138-140 |
PP |
138-013 |
138-013 |
138-013 |
137-270 |
S1 |
137-102 |
137-102 |
137-311 |
136-295 |
S2 |
136-168 |
136-168 |
137-266 |
|
S3 |
135-003 |
135-257 |
137-222 |
|
S4 |
133-158 |
134-092 |
137-088 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
138-105 |
137-080 |
1-025 |
0.8% |
0-143 |
0.3% |
72% |
False |
False |
1,322,714 |
10 |
139-085 |
137-080 |
2-005 |
1.5% |
0-208 |
0.5% |
39% |
False |
False |
1,669,228 |
20 |
139-085 |
137-080 |
2-005 |
1.5% |
0-164 |
0.4% |
39% |
False |
False |
1,576,006 |
40 |
139-260 |
137-080 |
2-180 |
1.9% |
0-133 |
0.3% |
30% |
False |
False |
1,320,038 |
60 |
139-290 |
137-080 |
2-210 |
1.9% |
0-132 |
0.3% |
29% |
False |
False |
1,292,808 |
80 |
140-110 |
137-080 |
3-030 |
2.2% |
0-128 |
0.3% |
25% |
False |
False |
976,057 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139-312 |
2.618 |
139-100 |
1.618 |
138-290 |
1.000 |
138-210 |
0.618 |
138-160 |
HIGH |
138-080 |
0.618 |
138-030 |
0.500 |
138-015 |
0.382 |
138-000 |
LOW |
137-270 |
0.618 |
137-190 |
1.000 |
137-140 |
1.618 |
137-060 |
2.618 |
136-250 |
4.250 |
136-038 |
|
|
Fisher Pivots for day following 16-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
138-015 |
138-003 |
PP |
138-013 |
137-317 |
S1 |
138-012 |
137-310 |
|