ECBOT 10 Year T-Note Future December 2020
Trading Metrics calculated at close of trading on 07-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2020 |
07-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
138-045 |
137-260 |
-0-105 |
-0.2% |
138-170 |
High |
138-070 |
138-060 |
-0-010 |
0.0% |
138-200 |
Low |
137-220 |
137-245 |
0-025 |
0.1% |
137-220 |
Close |
137-260 |
138-045 |
0-105 |
0.2% |
137-260 |
Range |
0-170 |
0-135 |
-0-035 |
-20.6% |
0-300 |
ATR |
0-136 |
0-136 |
0-000 |
0.0% |
0-000 |
Volume |
11,150 |
9,950 |
-1,200 |
-10.8% |
286,137 |
|
Daily Pivots for day following 07-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-095 |
139-045 |
138-119 |
|
R3 |
138-280 |
138-230 |
138-082 |
|
R2 |
138-145 |
138-145 |
138-070 |
|
R1 |
138-095 |
138-095 |
138-057 |
138-120 |
PP |
138-010 |
138-010 |
138-010 |
138-022 |
S1 |
137-280 |
137-280 |
138-033 |
137-305 |
S2 |
137-195 |
137-195 |
138-020 |
|
S3 |
137-060 |
137-145 |
138-008 |
|
S4 |
136-245 |
137-010 |
137-291 |
|
|
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 |
138-190 |
137-220 |
0-290 |
0.7% |
0-154 |
0.3% |
50% |
False |
False |
35,740 |
10 |
138-200 |
137-220 |
0-300 |
0.7% |
0-120 |
0.3% |
48% |
False |
False |
849,071 |
20 |
138-245 |
137-080 |
1-165 |
1.1% |
0-140 |
0.3% |
59% |
False |
False |
1,188,142 |
40 |
139-140 |
137-080 |
2-060 |
1.6% |
0-136 |
0.3% |
41% |
False |
False |
1,276,209 |
60 |
139-260 |
137-080 |
2-180 |
1.9% |
0-125 |
0.3% |
35% |
False |
False |
1,205,185 |
80 |
139-290 |
137-080 |
2-210 |
1.9% |
0-127 |
0.3% |
34% |
False |
False |
1,154,236 |
100 |
140-110 |
137-080 |
3-030 |
2.2% |
0-123 |
0.3% |
29% |
False |
False |
924,618 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139-314 |
2.618 |
139-093 |
1.618 |
138-278 |
1.000 |
138-195 |
0.618 |
138-143 |
HIGH |
138-060 |
0.618 |
138-008 |
0.500 |
137-312 |
0.382 |
137-297 |
LOW |
137-245 |
0.618 |
137-162 |
1.000 |
137-110 |
1.618 |
137-027 |
2.618 |
136-212 |
4.250 |
135-311 |
|
|
Fisher Pivots for day following 07-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
138-028 |
138-025 |
PP |
138-010 |
138-005 |
S1 |
137-312 |
137-305 |
|