ECBOT 10 Year T-Note Future December 2020
Trading Metrics calculated at close of trading on 30-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2020 |
30-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
138-080 |
138-170 |
0-090 |
0.2% |
138-170 |
High |
138-175 |
138-200 |
0-025 |
0.1% |
138-175 |
Low |
138-075 |
138-135 |
0-060 |
0.1% |
138-040 |
Close |
138-175 |
138-170 |
-0-005 |
0.0% |
138-175 |
Range |
0-100 |
0-065 |
-0-035 |
-35.0% |
0-135 |
ATR |
0-133 |
0-128 |
-0-005 |
-3.6% |
0-000 |
Volume |
447,966 |
117,387 |
-330,579 |
-73.8% |
8,194,625 |
|
Daily Pivots for day following 30-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-043 |
139-012 |
138-206 |
|
R3 |
138-298 |
138-267 |
138-188 |
|
R2 |
138-233 |
138-233 |
138-182 |
|
R1 |
138-202 |
138-202 |
138-176 |
138-202 |
PP |
138-168 |
138-168 |
138-168 |
138-169 |
S1 |
138-137 |
138-137 |
138-164 |
138-138 |
S2 |
138-103 |
138-103 |
138-158 |
|
S3 |
138-038 |
138-072 |
138-152 |
|
S4 |
137-293 |
138-007 |
138-134 |
|
|
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% |
0-086 |
0.2% |
81% |
True |
False |
1,662,402 |
10 |
138-200 |
137-270 |
0-250 |
0.6% |
0-100 |
0.2% |
88% |
True |
False |
1,544,706 |
20 |
139-085 |
137-080 |
2-005 |
1.5% |
0-154 |
0.3% |
64% |
False |
False |
1,616,177 |
40 |
139-145 |
137-080 |
2-065 |
1.6% |
0-135 |
0.3% |
58% |
False |
False |
1,429,363 |
60 |
139-260 |
137-080 |
2-180 |
1.8% |
0-125 |
0.3% |
50% |
False |
False |
1,304,529 |
80 |
140-070 |
137-080 |
2-310 |
2.1% |
0-127 |
0.3% |
43% |
False |
False |
1,152,796 |
100 |
140-110 |
137-080 |
3-030 |
2.2% |
0-120 |
0.3% |
41% |
False |
False |
922,857 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139-156 |
2.618 |
139-050 |
1.618 |
138-305 |
1.000 |
138-265 |
0.618 |
138-240 |
HIGH |
138-200 |
0.618 |
138-175 |
0.500 |
138-168 |
0.382 |
138-160 |
LOW |
138-135 |
0.618 |
138-095 |
1.000 |
138-070 |
1.618 |
138-030 |
2.618 |
137-285 |
4.250 |
137-179 |
|
|
Fisher Pivots for day following 30-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
138-169 |
138-153 |
PP |
138-168 |
138-137 |
S1 |
138-168 |
138-120 |
|