ECBOT 10 Year T-Note Future December 2020
Trading Metrics calculated at close of trading on 23-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2020 |
23-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
138-165 |
138-170 |
0-005 |
0.0% |
138-025 |
High |
138-200 |
138-175 |
-0-025 |
-0.1% |
138-200 |
Low |
138-120 |
138-085 |
-0-035 |
-0.1% |
137-270 |
Close |
138-160 |
138-100 |
-0-060 |
-0.1% |
138-160 |
Range |
0-080 |
0-090 |
0-010 |
12.5% |
0-250 |
ATR |
0-147 |
0-143 |
-0-004 |
-2.8% |
0-000 |
Volume |
1,541,844 |
2,573,621 |
1,031,777 |
66.9% |
7,135,051 |
|
Daily Pivots for day following 23-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-070 |
139-015 |
138-150 |
|
R3 |
138-300 |
138-245 |
138-125 |
|
R2 |
138-210 |
138-210 |
138-116 |
|
R1 |
138-155 |
138-155 |
138-108 |
138-138 |
PP |
138-120 |
138-120 |
138-120 |
138-111 |
S1 |
138-065 |
138-065 |
138-092 |
138-048 |
S2 |
138-030 |
138-030 |
138-084 |
|
S3 |
137-260 |
137-295 |
138-075 |
|
S4 |
137-170 |
137-205 |
138-050 |
|
|
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 |
137-305 |
0-215 |
0.5% |
0-107 |
0.2% |
53% |
False |
False |
1,690,754 |
10 |
138-200 |
137-080 |
1-120 |
1.0% |
0-125 |
0.3% |
77% |
False |
False |
1,506,734 |
20 |
139-085 |
137-080 |
2-005 |
1.5% |
0-164 |
0.4% |
53% |
False |
False |
1,672,961 |
40 |
139-260 |
137-080 |
2-180 |
1.9% |
0-138 |
0.3% |
41% |
False |
False |
1,423,072 |
60 |
139-290 |
137-080 |
2-210 |
1.9% |
0-128 |
0.3% |
40% |
False |
False |
1,296,845 |
80 |
140-110 |
137-080 |
3-030 |
2.2% |
0-128 |
0.3% |
34% |
False |
False |
1,081,484 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139-238 |
2.618 |
139-091 |
1.618 |
139-001 |
1.000 |
138-265 |
0.618 |
138-231 |
HIGH |
138-175 |
0.618 |
138-141 |
0.500 |
138-130 |
0.382 |
138-119 |
LOW |
138-085 |
0.618 |
138-029 |
1.000 |
137-315 |
1.618 |
137-259 |
2.618 |
137-169 |
4.250 |
137-022 |
|
|
Fisher Pivots for day following 23-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
138-130 |
138-135 |
PP |
138-120 |
138-123 |
S1 |
138-110 |
138-112 |
|