ECBOT 10 Year T-Note Future December 2020
Trading Metrics calculated at close of trading on 18-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2020 |
18-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
138-010 |
138-115 |
0-105 |
0.2% |
138-160 |
High |
138-115 |
138-165 |
0-050 |
0.1% |
138-245 |
Low |
137-305 |
138-025 |
0-040 |
0.1% |
137-080 |
Close |
138-095 |
138-060 |
-0-035 |
-0.1% |
138-035 |
Range |
0-130 |
0-140 |
0-010 |
7.7% |
1-165 |
ATR |
0-157 |
0-155 |
-0-001 |
-0.8% |
0-000 |
Volume |
1,329,088 |
1,486,514 |
157,426 |
11.8% |
8,137,088 |
|
Daily Pivots for day following 18-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-183 |
139-102 |
138-137 |
|
R3 |
139-043 |
138-282 |
138-098 |
|
R2 |
138-223 |
138-223 |
138-086 |
|
R1 |
138-142 |
138-142 |
138-073 |
138-112 |
PP |
138-083 |
138-083 |
138-083 |
138-069 |
S1 |
138-002 |
138-002 |
138-047 |
137-292 |
S2 |
137-263 |
137-263 |
138-034 |
|
S3 |
137-123 |
137-182 |
138-022 |
|
S4 |
136-303 |
137-042 |
137-303 |
|
|
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 |
138-165 |
137-195 |
0-290 |
0.7% |
0-138 |
0.3% |
64% |
True |
False |
1,361,337 |
10 |
139-085 |
137-080 |
2-005 |
1.5% |
0-178 |
0.4% |
47% |
False |
False |
1,535,431 |
20 |
139-085 |
137-080 |
2-005 |
1.5% |
0-168 |
0.4% |
47% |
False |
False |
1,578,460 |
40 |
139-260 |
137-080 |
2-180 |
1.9% |
0-136 |
0.3% |
37% |
False |
False |
1,345,494 |
60 |
139-290 |
137-080 |
2-210 |
1.9% |
0-132 |
0.3% |
35% |
False |
False |
1,294,879 |
80 |
140-110 |
137-080 |
3-030 |
2.2% |
0-129 |
0.3% |
30% |
False |
False |
1,011,214 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140-120 |
2.618 |
139-212 |
1.618 |
139-072 |
1.000 |
138-305 |
0.618 |
138-252 |
HIGH |
138-165 |
0.618 |
138-112 |
0.500 |
138-095 |
0.382 |
138-078 |
LOW |
138-025 |
0.618 |
137-258 |
1.000 |
137-205 |
1.618 |
137-118 |
2.618 |
136-298 |
4.250 |
136-070 |
|
|
Fisher Pivots for day following 18-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
138-095 |
138-059 |
PP |
138-083 |
138-058 |
S1 |
138-072 |
138-058 |
|