ECBOT 10 Year T-Note Future December 2020
Trading Metrics calculated at close of trading on 25-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2020 |
25-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
138-105 |
138-080 |
-0-025 |
-0.1% |
138-025 |
High |
138-120 |
138-150 |
0-030 |
0.1% |
138-200 |
Low |
138-055 |
138-040 |
-0-015 |
0.0% |
137-270 |
Close |
138-080 |
138-085 |
0-005 |
0.0% |
138-160 |
Range |
0-065 |
0-110 |
0-045 |
69.2% |
0-250 |
ATR |
0-137 |
0-135 |
-0-002 |
-1.4% |
0-000 |
Volume |
3,331,076 |
1,841,962 |
-1,489,114 |
-44.7% |
7,135,051 |
|
Daily Pivots for day following 25-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-102 |
139-043 |
138-146 |
|
R3 |
138-312 |
138-253 |
138-115 |
|
R2 |
138-202 |
138-202 |
138-105 |
|
R1 |
138-143 |
138-143 |
138-095 |
138-172 |
PP |
138-092 |
138-092 |
138-092 |
138-106 |
S1 |
138-033 |
138-033 |
138-075 |
138-062 |
S2 |
137-302 |
137-302 |
138-065 |
|
S3 |
137-192 |
137-243 |
138-055 |
|
S4 |
137-082 |
137-133 |
138-024 |
|
|
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 |
138-040 |
0-160 |
0.4% |
0-088 |
0.2% |
28% |
False |
True |
2,162,241 |
10 |
138-200 |
137-195 |
1-005 |
0.7% |
0-113 |
0.3% |
65% |
False |
False |
1,761,789 |
20 |
139-085 |
137-080 |
2-005 |
1.5% |
0-162 |
0.4% |
50% |
False |
False |
1,806,730 |
40 |
139-250 |
137-080 |
2-170 |
1.8% |
0-138 |
0.3% |
40% |
False |
False |
1,489,491 |
60 |
139-290 |
137-080 |
2-210 |
1.9% |
0-126 |
0.3% |
38% |
False |
False |
1,333,313 |
80 |
140-100 |
137-080 |
3-020 |
2.2% |
0-128 |
0.3% |
33% |
False |
False |
1,145,864 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139-298 |
2.618 |
139-118 |
1.618 |
139-008 |
1.000 |
138-260 |
0.618 |
138-218 |
HIGH |
138-150 |
0.618 |
138-108 |
0.500 |
138-095 |
0.382 |
138-082 |
LOW |
138-040 |
0.618 |
137-292 |
1.000 |
137-250 |
1.618 |
137-182 |
2.618 |
137-072 |
4.250 |
136-212 |
|
|
Fisher Pivots for day following 25-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
138-095 |
138-108 |
PP |
138-092 |
138-100 |
S1 |
138-088 |
138-092 |
|