ECBOT 10 Year T-Note Future December 2020
Trading Metrics calculated at close of trading on 08-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2020 |
08-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
137-260 |
138-060 |
0-120 |
0.3% |
138-170 |
High |
138-060 |
138-125 |
0-065 |
0.1% |
138-200 |
Low |
137-245 |
138-025 |
0-100 |
0.2% |
137-220 |
Close |
138-045 |
138-070 |
0-025 |
0.1% |
137-260 |
Range |
0-135 |
0-100 |
-0-035 |
-25.9% |
0-300 |
ATR |
0-136 |
0-133 |
-0-003 |
-1.9% |
0-000 |
Volume |
9,950 |
8,635 |
-1,315 |
-13.2% |
286,137 |
|
Daily Pivots for day following 08-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-053 |
139-002 |
138-125 |
|
R3 |
138-273 |
138-222 |
138-098 |
|
R2 |
138-173 |
138-173 |
138-088 |
|
R1 |
138-122 |
138-122 |
138-079 |
138-148 |
PP |
138-073 |
138-073 |
138-073 |
138-086 |
S1 |
138-022 |
138-022 |
138-061 |
138-048 |
S2 |
137-293 |
137-293 |
138-052 |
|
S3 |
137-193 |
137-242 |
138-042 |
|
S4 |
137-093 |
137-142 |
138-015 |
|
|
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 |
138-125 |
137-220 |
0-225 |
0.5% |
0-125 |
0.3% |
76% |
True |
False |
21,509 |
10 |
138-200 |
137-220 |
0-300 |
0.7% |
0-121 |
0.3% |
57% |
False |
False |
592,572 |
20 |
138-200 |
137-080 |
1-120 |
1.0% |
0-123 |
0.3% |
70% |
False |
False |
1,049,653 |
40 |
139-140 |
137-080 |
2-060 |
1.6% |
0-138 |
0.3% |
44% |
False |
False |
1,271,542 |
60 |
139-260 |
137-080 |
2-180 |
1.9% |
0-126 |
0.3% |
38% |
False |
False |
1,192,880 |
80 |
139-290 |
137-080 |
2-210 |
1.9% |
0-127 |
0.3% |
36% |
False |
False |
1,153,918 |
100 |
140-110 |
137-080 |
3-030 |
2.2% |
0-123 |
0.3% |
31% |
False |
False |
924,699 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139-230 |
2.618 |
139-067 |
1.618 |
138-287 |
1.000 |
138-225 |
0.618 |
138-187 |
HIGH |
138-125 |
0.618 |
138-087 |
0.500 |
138-075 |
0.382 |
138-063 |
LOW |
138-025 |
0.618 |
137-283 |
1.000 |
137-245 |
1.618 |
137-183 |
2.618 |
137-083 |
4.250 |
136-240 |
|
|
Fisher Pivots for day following 08-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
138-075 |
138-051 |
PP |
138-073 |
138-032 |
S1 |
138-072 |
138-012 |
|