ECBOT 10 Year T-Note Future December 2020
Trading Metrics calculated at close of trading on 04-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2020 |
04-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
137-305 |
138-045 |
0-060 |
0.1% |
138-170 |
High |
138-065 |
138-070 |
0-005 |
0.0% |
138-200 |
Low |
137-275 |
137-220 |
-0-055 |
-0.1% |
137-220 |
Close |
138-025 |
137-260 |
-0-085 |
-0.2% |
137-260 |
Range |
0-110 |
0-170 |
0-060 |
54.5% |
0-300 |
ATR |
0-133 |
0-136 |
0-003 |
2.0% |
0-000 |
Volume |
24,033 |
11,150 |
-12,883 |
-53.6% |
286,137 |
|
Daily Pivots for day following 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-160 |
139-060 |
138-034 |
|
R3 |
138-310 |
138-210 |
137-307 |
|
R2 |
138-140 |
138-140 |
137-291 |
|
R1 |
138-040 |
138-040 |
137-276 |
138-005 |
PP |
137-290 |
137-290 |
137-290 |
137-272 |
S1 |
137-190 |
137-190 |
137-244 |
137-155 |
S2 |
137-120 |
137-120 |
137-229 |
|
S3 |
136-270 |
137-020 |
137-213 |
|
S4 |
136-100 |
136-170 |
137-166 |
|
|
Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140-273 |
140-087 |
138-105 |
|
R3 |
139-293 |
139-107 |
138-022 |
|
R2 |
138-313 |
138-313 |
137-315 |
|
R1 |
138-127 |
138-127 |
137-288 |
138-070 |
PP |
138-013 |
138-013 |
138-013 |
137-305 |
S1 |
137-147 |
137-147 |
137-232 |
137-090 |
S2 |
137-033 |
137-033 |
137-205 |
|
S3 |
136-053 |
136-167 |
137-178 |
|
S4 |
135-073 |
135-187 |
137-095 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
138-200 |
137-220 |
0-300 |
0.7% |
0-140 |
0.3% |
13% |
False |
True |
57,227 |
10 |
138-200 |
137-220 |
0-300 |
0.7% |
0-114 |
0.3% |
13% |
False |
True |
1,002,260 |
20 |
139-010 |
137-080 |
1-250 |
1.3% |
0-143 |
0.3% |
32% |
False |
False |
1,262,106 |
40 |
139-140 |
137-080 |
2-060 |
1.6% |
0-136 |
0.3% |
26% |
False |
False |
1,301,071 |
60 |
139-260 |
137-080 |
2-180 |
1.9% |
0-124 |
0.3% |
22% |
False |
False |
1,220,649 |
80 |
139-290 |
137-080 |
2-210 |
1.9% |
0-127 |
0.3% |
21% |
False |
False |
1,154,395 |
100 |
140-110 |
137-080 |
3-030 |
2.2% |
0-122 |
0.3% |
18% |
False |
False |
924,538 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140-152 |
2.618 |
139-195 |
1.618 |
139-025 |
1.000 |
138-240 |
0.618 |
138-175 |
HIGH |
138-070 |
0.618 |
138-005 |
0.500 |
137-305 |
0.382 |
137-285 |
LOW |
137-220 |
0.618 |
137-115 |
1.000 |
137-050 |
1.618 |
136-265 |
2.618 |
136-095 |
4.250 |
135-138 |
|
|
Fisher Pivots for day following 04-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
137-305 |
137-305 |
PP |
137-290 |
137-290 |
S1 |
137-275 |
137-275 |
|