ECBOT 10 Year T-Note Future December 2020
Trading Metrics calculated at close of trading on 01-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2020 |
01-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
138-170 |
138-170 |
0-000 |
0.0% |
138-170 |
High |
138-200 |
138-190 |
-0-010 |
0.0% |
138-175 |
Low |
138-135 |
137-265 |
-0-190 |
-0.4% |
138-040 |
Close |
138-170 |
137-270 |
-0-220 |
-0.5% |
138-175 |
Range |
0-065 |
0-245 |
0-180 |
276.9% |
0-135 |
ATR |
0-128 |
0-136 |
0-008 |
6.5% |
0-000 |
Volume |
117,387 |
79,789 |
-37,598 |
-32.0% |
8,194,625 |
|
Daily Pivots for day following 01-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140-123 |
139-282 |
138-085 |
|
R3 |
139-198 |
139-037 |
138-017 |
|
R2 |
138-273 |
138-273 |
137-315 |
|
R1 |
138-112 |
138-112 |
137-292 |
138-070 |
PP |
138-028 |
138-028 |
138-028 |
138-008 |
S1 |
137-187 |
137-187 |
137-248 |
137-145 |
S2 |
137-103 |
137-103 |
137-225 |
|
S3 |
136-178 |
136-262 |
137-203 |
|
S4 |
135-253 |
136-017 |
137-135 |
|
|
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 |
137-265 |
0-255 |
0.6% |
0-117 |
0.3% |
2% |
False |
True |
1,163,636 |
10 |
138-200 |
137-265 |
0-255 |
0.6% |
0-112 |
0.3% |
2% |
False |
True |
1,427,195 |
20 |
139-085 |
137-080 |
2-005 |
1.5% |
0-160 |
0.4% |
29% |
False |
False |
1,548,211 |
40 |
139-140 |
137-080 |
2-060 |
1.6% |
0-135 |
0.3% |
27% |
False |
False |
1,397,861 |
60 |
139-260 |
137-080 |
2-180 |
1.9% |
0-125 |
0.3% |
23% |
False |
False |
1,281,625 |
80 |
140-020 |
137-080 |
2-260 |
2.0% |
0-129 |
0.3% |
21% |
False |
False |
1,153,741 |
100 |
140-110 |
137-080 |
3-030 |
2.2% |
0-121 |
0.3% |
19% |
False |
False |
923,655 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
141-271 |
2.618 |
140-191 |
1.618 |
139-266 |
1.000 |
139-115 |
0.618 |
139-021 |
HIGH |
138-190 |
0.618 |
138-096 |
0.500 |
138-068 |
0.382 |
138-039 |
LOW |
137-265 |
0.618 |
137-114 |
1.000 |
137-020 |
1.618 |
136-189 |
2.618 |
135-264 |
4.250 |
134-184 |
|
|
Fisher Pivots for day following 01-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
138-068 |
138-072 |
PP |
138-028 |
138-032 |
S1 |
137-309 |
137-311 |
|