ECBOT 10 Year T-Note Future December 2020
Trading Metrics calculated at close of trading on 17-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2020 |
17-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
138-025 |
138-010 |
-0-015 |
0.0% |
138-160 |
High |
138-080 |
138-115 |
0-035 |
0.1% |
138-245 |
Low |
137-270 |
137-305 |
0-035 |
0.1% |
137-080 |
Close |
138-010 |
138-095 |
0-085 |
0.2% |
138-035 |
Range |
0-130 |
0-130 |
0-000 |
0.0% |
1-165 |
ATR |
0-159 |
0-157 |
-0-002 |
-1.3% |
0-000 |
Volume |
1,254,900 |
1,329,088 |
74,188 |
5.9% |
8,137,088 |
|
Daily Pivots for day following 17-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-135 |
139-085 |
138-166 |
|
R3 |
139-005 |
138-275 |
138-131 |
|
R2 |
138-195 |
138-195 |
138-119 |
|
R1 |
138-145 |
138-145 |
138-107 |
138-170 |
PP |
138-065 |
138-065 |
138-065 |
138-078 |
S1 |
138-015 |
138-015 |
138-083 |
138-040 |
S2 |
137-255 |
137-255 |
138-071 |
|
S3 |
137-125 |
137-205 |
138-059 |
|
S4 |
136-315 |
137-075 |
138-024 |
|
|
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 |
138-115 |
137-080 |
1-035 |
0.8% |
0-137 |
0.3% |
94% |
True |
False |
1,174,769 |
10 |
139-085 |
137-080 |
2-005 |
1.5% |
0-209 |
0.5% |
52% |
False |
False |
1,675,091 |
20 |
139-085 |
137-080 |
2-005 |
1.5% |
0-167 |
0.4% |
52% |
False |
False |
1,579,987 |
40 |
139-260 |
137-080 |
2-180 |
1.9% |
0-135 |
0.3% |
41% |
False |
False |
1,332,850 |
60 |
139-290 |
137-080 |
2-210 |
1.9% |
0-133 |
0.3% |
39% |
False |
False |
1,300,952 |
80 |
140-110 |
137-080 |
3-030 |
2.2% |
0-129 |
0.3% |
34% |
False |
False |
992,652 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140-028 |
2.618 |
139-135 |
1.618 |
139-005 |
1.000 |
138-245 |
0.618 |
138-195 |
HIGH |
138-115 |
0.618 |
138-065 |
0.500 |
138-050 |
0.382 |
138-035 |
LOW |
137-305 |
0.618 |
137-225 |
1.000 |
137-175 |
1.618 |
137-095 |
2.618 |
136-285 |
4.250 |
136-072 |
|
|
Fisher Pivots for day following 17-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
138-080 |
138-074 |
PP |
138-065 |
138-053 |
S1 |
138-050 |
138-032 |
|