ECBOT 10 Year T-Note Future December 2020
Trading Metrics calculated at close of trading on 02-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2020 |
02-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
138-170 |
137-315 |
-0-175 |
-0.4% |
138-170 |
High |
138-190 |
138-015 |
-0-175 |
-0.4% |
138-175 |
Low |
137-265 |
137-225 |
-0-040 |
-0.1% |
138-040 |
Close |
137-270 |
137-270 |
0-000 |
0.0% |
138-175 |
Range |
0-245 |
0-110 |
-0-135 |
-55.1% |
0-135 |
ATR |
0-136 |
0-135 |
-0-002 |
-1.4% |
0-000 |
Volume |
79,789 |
53,778 |
-26,011 |
-32.6% |
8,194,625 |
|
Daily Pivots for day following 02-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138-287 |
138-228 |
138-010 |
|
R3 |
138-177 |
138-118 |
137-300 |
|
R2 |
138-067 |
138-067 |
137-290 |
|
R1 |
138-008 |
138-008 |
137-280 |
137-302 |
PP |
137-277 |
137-277 |
137-277 |
137-264 |
S1 |
137-218 |
137-218 |
137-260 |
137-192 |
S2 |
137-167 |
137-167 |
137-250 |
|
S3 |
137-057 |
137-108 |
137-240 |
|
S4 |
136-267 |
136-318 |
137-210 |
|
|
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 |
137-225 |
0-295 |
0.7% |
0-126 |
0.3% |
15% |
False |
True |
508,176 |
10 |
138-200 |
137-225 |
0-295 |
0.7% |
0-110 |
0.2% |
15% |
False |
True |
1,299,664 |
20 |
139-085 |
137-080 |
2-005 |
1.5% |
0-160 |
0.4% |
29% |
False |
False |
1,487,377 |
40 |
139-140 |
137-080 |
2-060 |
1.6% |
0-134 |
0.3% |
27% |
False |
False |
1,358,708 |
60 |
139-260 |
137-080 |
2-180 |
1.9% |
0-124 |
0.3% |
23% |
False |
False |
1,259,799 |
80 |
139-290 |
137-080 |
2-210 |
1.9% |
0-129 |
0.3% |
22% |
False |
False |
1,154,367 |
100 |
140-110 |
137-080 |
3-030 |
2.2% |
0-120 |
0.3% |
19% |
False |
False |
924,191 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139-162 |
2.618 |
138-303 |
1.618 |
138-193 |
1.000 |
138-125 |
0.618 |
138-083 |
HIGH |
138-015 |
0.618 |
137-293 |
0.500 |
137-280 |
0.382 |
137-267 |
LOW |
137-225 |
0.618 |
137-157 |
1.000 |
137-115 |
1.618 |
137-047 |
2.618 |
136-257 |
4.250 |
136-078 |
|
|
Fisher Pivots for day following 02-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
137-280 |
138-052 |
PP |
137-277 |
138-018 |
S1 |
137-273 |
137-304 |
|