ECBOT 10 Year T-Note Future December 2020
Trading Metrics calculated at close of trading on 19-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2020 |
19-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
138-115 |
138-070 |
-0-045 |
-0.1% |
138-160 |
High |
138-165 |
138-165 |
0-000 |
0.0% |
138-245 |
Low |
138-025 |
138-070 |
0-045 |
0.1% |
137-080 |
Close |
138-060 |
138-115 |
0-055 |
0.1% |
138-035 |
Range |
0-140 |
0-095 |
-0-045 |
-32.1% |
1-165 |
ATR |
0-155 |
0-152 |
-0-004 |
-2.3% |
0-000 |
Volume |
1,486,514 |
1,522,705 |
36,191 |
2.4% |
8,137,088 |
|
Daily Pivots for day following 19-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-082 |
139-033 |
138-167 |
|
R3 |
138-307 |
138-258 |
138-141 |
|
R2 |
138-212 |
138-212 |
138-132 |
|
R1 |
138-163 |
138-163 |
138-124 |
138-188 |
PP |
138-117 |
138-117 |
138-117 |
138-129 |
S1 |
138-068 |
138-068 |
138-106 |
138-092 |
S2 |
138-022 |
138-022 |
138-098 |
|
S3 |
137-247 |
137-293 |
138-089 |
|
S4 |
137-152 |
137-198 |
138-063 |
|
|
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 |
137-270 |
0-215 |
0.5% |
0-117 |
0.3% |
77% |
True |
False |
1,317,421 |
10 |
139-010 |
137-080 |
1-250 |
1.3% |
0-172 |
0.4% |
62% |
False |
False |
1,521,951 |
20 |
139-085 |
137-080 |
2-005 |
1.5% |
0-166 |
0.4% |
55% |
False |
False |
1,585,091 |
40 |
139-260 |
137-080 |
2-180 |
1.9% |
0-138 |
0.3% |
43% |
False |
False |
1,357,526 |
60 |
139-290 |
137-080 |
2-210 |
1.9% |
0-132 |
0.3% |
42% |
False |
False |
1,284,560 |
80 |
140-110 |
137-080 |
3-030 |
2.2% |
0-129 |
0.3% |
36% |
False |
False |
1,030,177 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139-249 |
2.618 |
139-094 |
1.618 |
138-319 |
1.000 |
138-260 |
0.618 |
138-224 |
HIGH |
138-165 |
0.618 |
138-129 |
0.500 |
138-118 |
0.382 |
138-106 |
LOW |
138-070 |
0.618 |
138-011 |
1.000 |
137-295 |
1.618 |
137-236 |
2.618 |
137-141 |
4.250 |
136-306 |
|
|
Fisher Pivots for day following 19-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
138-118 |
138-102 |
PP |
138-117 |
138-088 |
S1 |
138-116 |
138-075 |
|