ECBOT 10 Year T-Note Future December 2020
Trading Metrics calculated at close of trading on 03-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2020 |
03-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
137-315 |
137-305 |
-0-010 |
0.0% |
138-170 |
High |
138-015 |
138-065 |
0-050 |
0.1% |
138-175 |
Low |
137-225 |
137-275 |
0-050 |
0.1% |
138-040 |
Close |
137-270 |
138-025 |
0-075 |
0.2% |
138-175 |
Range |
0-110 |
0-110 |
0-000 |
0.0% |
0-135 |
ATR |
0-135 |
0-133 |
-0-001 |
-1.0% |
0-000 |
Volume |
53,778 |
24,033 |
-29,745 |
-55.3% |
8,194,625 |
|
Daily Pivots for day following 03-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-025 |
138-295 |
138-086 |
|
R3 |
138-235 |
138-185 |
138-055 |
|
R2 |
138-125 |
138-125 |
138-045 |
|
R1 |
138-075 |
138-075 |
138-035 |
138-100 |
PP |
138-015 |
138-015 |
138-015 |
138-028 |
S1 |
137-285 |
137-285 |
138-015 |
137-310 |
S2 |
137-225 |
137-225 |
138-005 |
|
S3 |
137-115 |
137-175 |
137-315 |
|
S4 |
137-005 |
137-065 |
137-284 |
|
|
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% |
41% |
False |
False |
144,590 |
10 |
138-200 |
137-225 |
0-295 |
0.7% |
0-107 |
0.2% |
41% |
False |
False |
1,153,416 |
20 |
139-085 |
137-080 |
2-005 |
1.5% |
0-143 |
0.3% |
41% |
False |
False |
1,344,423 |
40 |
139-140 |
137-080 |
2-060 |
1.6% |
0-133 |
0.3% |
38% |
False |
False |
1,325,586 |
60 |
139-260 |
137-080 |
2-180 |
1.9% |
0-124 |
0.3% |
32% |
False |
False |
1,240,090 |
80 |
139-290 |
137-080 |
2-210 |
1.9% |
0-127 |
0.3% |
31% |
False |
False |
1,154,437 |
100 |
140-110 |
137-080 |
3-030 |
2.2% |
0-121 |
0.3% |
27% |
False |
False |
924,429 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139-212 |
2.618 |
139-033 |
1.618 |
138-243 |
1.000 |
138-175 |
0.618 |
138-133 |
HIGH |
138-065 |
0.618 |
138-023 |
0.500 |
138-010 |
0.382 |
137-317 |
LOW |
137-275 |
0.618 |
137-207 |
1.000 |
137-165 |
1.618 |
137-097 |
2.618 |
136-307 |
4.250 |
136-128 |
|
|
Fisher Pivots for day following 03-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
138-020 |
138-048 |
PP |
138-015 |
138-040 |
S1 |
138-010 |
138-032 |
|