ECBOT 10 Year T-Note Future December 2020
Trading Metrics calculated at close of trading on 24-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2020 |
24-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
138-170 |
138-105 |
-0-065 |
-0.1% |
138-025 |
High |
138-175 |
138-120 |
-0-055 |
-0.1% |
138-200 |
Low |
138-085 |
138-055 |
-0-030 |
-0.1% |
137-270 |
Close |
138-100 |
138-080 |
-0-020 |
0.0% |
138-160 |
Range |
0-090 |
0-065 |
-0-025 |
-27.8% |
0-250 |
ATR |
0-143 |
0-137 |
-0-006 |
-3.9% |
0-000 |
Volume |
2,573,621 |
3,331,076 |
757,455 |
29.4% |
7,135,051 |
|
Daily Pivots for day following 24-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138-280 |
138-245 |
138-116 |
|
R3 |
138-215 |
138-180 |
138-098 |
|
R2 |
138-150 |
138-150 |
138-092 |
|
R1 |
138-115 |
138-115 |
138-086 |
138-100 |
PP |
138-085 |
138-085 |
138-085 |
138-078 |
S1 |
138-050 |
138-050 |
138-074 |
138-035 |
S2 |
138-020 |
138-020 |
138-068 |
|
S3 |
137-275 |
137-305 |
138-062 |
|
S4 |
137-210 |
137-240 |
138-044 |
|
|
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 |
138-025 |
0-175 |
0.4% |
0-094 |
0.2% |
31% |
False |
False |
2,091,152 |
10 |
138-200 |
137-080 |
1-120 |
1.0% |
0-116 |
0.3% |
73% |
False |
False |
1,632,960 |
20 |
139-085 |
137-080 |
2-005 |
1.5% |
0-162 |
0.4% |
50% |
False |
False |
1,791,088 |
40 |
139-255 |
137-080 |
2-175 |
1.8% |
0-138 |
0.3% |
39% |
False |
False |
1,486,646 |
60 |
139-290 |
137-080 |
2-210 |
1.9% |
0-127 |
0.3% |
38% |
False |
False |
1,323,807 |
80 |
140-110 |
137-080 |
3-030 |
2.2% |
0-128 |
0.3% |
32% |
False |
False |
1,122,932 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139-076 |
2.618 |
138-290 |
1.618 |
138-225 |
1.000 |
138-185 |
0.618 |
138-160 |
HIGH |
138-120 |
0.618 |
138-095 |
0.500 |
138-088 |
0.382 |
138-080 |
LOW |
138-055 |
0.618 |
138-015 |
1.000 |
137-310 |
1.618 |
137-270 |
2.618 |
137-205 |
4.250 |
137-099 |
|
|
Fisher Pivots for day following 24-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
138-088 |
138-128 |
PP |
138-085 |
138-112 |
S1 |
138-082 |
138-096 |
|