ECBOT 10 Year T-Note Future December 2020
Trading Metrics calculated at close of trading on 20-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2020 |
20-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
138-070 |
138-165 |
0-095 |
0.2% |
138-025 |
High |
138-165 |
138-200 |
0-035 |
0.1% |
138-200 |
Low |
138-070 |
138-120 |
0-050 |
0.1% |
137-270 |
Close |
138-115 |
138-160 |
0-045 |
0.1% |
138-160 |
Range |
0-095 |
0-080 |
-0-015 |
-15.8% |
0-250 |
ATR |
0-152 |
0-147 |
-0-005 |
-3.1% |
0-000 |
Volume |
1,522,705 |
1,541,844 |
19,139 |
1.3% |
7,135,051 |
|
Daily Pivots for day following 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-080 |
139-040 |
138-204 |
|
R3 |
139-000 |
138-280 |
138-182 |
|
R2 |
138-240 |
138-240 |
138-175 |
|
R1 |
138-200 |
138-200 |
138-167 |
138-180 |
PP |
138-160 |
138-160 |
138-160 |
138-150 |
S1 |
138-120 |
138-120 |
138-153 |
138-100 |
S2 |
138-080 |
138-080 |
138-145 |
|
S3 |
138-000 |
138-040 |
138-138 |
|
S4 |
137-240 |
137-280 |
138-116 |
|
|
Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140-213 |
140-117 |
138-298 |
|
R3 |
139-283 |
139-187 |
138-229 |
|
R2 |
139-033 |
139-033 |
138-206 |
|
R1 |
138-257 |
138-257 |
138-183 |
138-305 |
PP |
138-103 |
138-103 |
138-103 |
138-128 |
S1 |
138-007 |
138-007 |
138-137 |
138-055 |
S2 |
137-173 |
137-173 |
138-114 |
|
S3 |
136-243 |
137-077 |
138-091 |
|
S4 |
135-313 |
136-147 |
138-022 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
138-200 |
137-270 |
0-250 |
0.6% |
0-115 |
0.3% |
84% |
True |
False |
1,427,010 |
10 |
138-245 |
137-080 |
1-165 |
1.1% |
0-160 |
0.4% |
82% |
False |
False |
1,527,213 |
20 |
139-085 |
137-080 |
2-005 |
1.5% |
0-165 |
0.4% |
62% |
False |
False |
1,602,681 |
40 |
139-260 |
137-080 |
2-180 |
1.9% |
0-138 |
0.3% |
49% |
False |
False |
1,376,718 |
60 |
139-290 |
137-080 |
2-210 |
1.9% |
0-130 |
0.3% |
47% |
False |
False |
1,276,623 |
80 |
140-110 |
137-080 |
3-030 |
2.2% |
0-128 |
0.3% |
40% |
False |
False |
1,049,392 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139-220 |
2.618 |
139-089 |
1.618 |
139-009 |
1.000 |
138-280 |
0.618 |
138-249 |
HIGH |
138-200 |
0.618 |
138-169 |
0.500 |
138-160 |
0.382 |
138-151 |
LOW |
138-120 |
0.618 |
138-071 |
1.000 |
138-040 |
1.618 |
137-311 |
2.618 |
137-231 |
4.250 |
137-100 |
|
|
Fisher Pivots for day following 20-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
138-160 |
138-144 |
PP |
138-160 |
138-128 |
S1 |
138-160 |
138-112 |
|