ECBOT 10 Year T-Note Future December 2020
Trading Metrics calculated at close of trading on 27-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2020 |
27-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
138-080 |
138-080 |
0-000 |
0.0% |
138-170 |
High |
138-150 |
138-175 |
0-025 |
0.1% |
138-175 |
Low |
138-040 |
138-075 |
0-035 |
0.1% |
138-040 |
Close |
138-085 |
138-175 |
0-090 |
0.2% |
138-175 |
Range |
0-110 |
0-100 |
-0-010 |
-9.1% |
0-135 |
ATR |
0-135 |
0-133 |
-0-003 |
-1.9% |
0-000 |
Volume |
1,841,962 |
447,966 |
-1,393,996 |
-75.7% |
8,194,625 |
|
Daily Pivots for day following 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-122 |
139-088 |
138-230 |
|
R3 |
139-022 |
138-308 |
138-202 |
|
R2 |
138-242 |
138-242 |
138-193 |
|
R1 |
138-208 |
138-208 |
138-184 |
138-225 |
PP |
138-142 |
138-142 |
138-142 |
138-150 |
S1 |
138-108 |
138-108 |
138-166 |
138-125 |
S2 |
138-042 |
138-042 |
138-157 |
|
S3 |
137-262 |
138-008 |
138-148 |
|
S4 |
137-162 |
137-228 |
138-120 |
|
|
Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-215 |
139-170 |
138-249 |
|
R3 |
139-080 |
139-035 |
138-212 |
|
R2 |
138-265 |
138-265 |
138-200 |
|
R1 |
138-220 |
138-220 |
138-187 |
138-242 |
PP |
138-130 |
138-130 |
138-130 |
138-141 |
S1 |
138-085 |
138-085 |
138-163 |
138-108 |
S2 |
137-315 |
137-315 |
138-150 |
|
S3 |
137-180 |
137-270 |
138-138 |
|
S4 |
137-045 |
137-135 |
138-101 |
|
|
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% |
0-089 |
0.2% |
84% |
False |
False |
1,947,293 |
10 |
138-200 |
137-270 |
0-250 |
0.6% |
0-103 |
0.2% |
90% |
False |
False |
1,632,357 |
20 |
139-085 |
137-080 |
2-005 |
1.5% |
0-158 |
0.4% |
64% |
False |
False |
1,730,381 |
40 |
139-250 |
137-080 |
2-170 |
1.8% |
0-137 |
0.3% |
51% |
False |
False |
1,462,530 |
60 |
139-290 |
137-080 |
2-210 |
1.9% |
0-126 |
0.3% |
49% |
False |
False |
1,322,374 |
80 |
140-100 |
137-080 |
3-020 |
2.2% |
0-128 |
0.3% |
42% |
False |
False |
1,151,409 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139-280 |
2.618 |
139-117 |
1.618 |
139-017 |
1.000 |
138-275 |
0.618 |
138-237 |
HIGH |
138-175 |
0.618 |
138-137 |
0.500 |
138-125 |
0.382 |
138-113 |
LOW |
138-075 |
0.618 |
138-013 |
1.000 |
137-295 |
1.618 |
137-233 |
2.618 |
137-133 |
4.250 |
136-290 |
|
|
Fisher Pivots for day following 27-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
138-158 |
138-152 |
PP |
138-142 |
138-130 |
S1 |
138-125 |
138-108 |
|