ECBOT 10 Year T-Note Future December 2020
Trading Metrics calculated at close of trading on 11-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2020 |
11-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
138-040 |
138-095 |
0-055 |
0.1% |
137-260 |
High |
138-100 |
138-190 |
0-090 |
0.2% |
138-190 |
Low |
138-020 |
138-085 |
0-065 |
0.1% |
137-245 |
Close |
138-100 |
138-160 |
0-060 |
0.1% |
138-160 |
Range |
0-080 |
0-105 |
0-025 |
31.3% |
0-265 |
ATR |
0-127 |
0-126 |
-0-002 |
-1.2% |
0-000 |
Volume |
4,238 |
2,020 |
-2,218 |
-52.3% |
28,579 |
|
Daily Pivots for day following 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-140 |
139-095 |
138-218 |
|
R3 |
139-035 |
138-310 |
138-189 |
|
R2 |
138-250 |
138-250 |
138-179 |
|
R1 |
138-205 |
138-205 |
138-170 |
138-228 |
PP |
138-145 |
138-145 |
138-145 |
138-156 |
S1 |
138-100 |
138-100 |
138-150 |
138-122 |
S2 |
138-040 |
138-040 |
138-141 |
|
S3 |
137-255 |
137-315 |
138-131 |
|
S4 |
137-150 |
137-210 |
138-102 |
|
|
Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140-247 |
140-148 |
138-306 |
|
R3 |
139-302 |
139-203 |
138-233 |
|
R2 |
139-037 |
139-037 |
138-209 |
|
R1 |
138-258 |
138-258 |
138-184 |
138-308 |
PP |
138-092 |
138-092 |
138-092 |
138-116 |
S1 |
137-313 |
137-313 |
138-136 |
138-042 |
S2 |
137-147 |
137-147 |
138-111 |
|
S3 |
136-202 |
137-048 |
138-087 |
|
S4 |
135-257 |
136-103 |
138-014 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
138-190 |
137-245 |
0-265 |
0.6% |
0-099 |
0.2% |
89% |
True |
False |
5,715 |
10 |
138-200 |
137-220 |
0-300 |
0.7% |
0-120 |
0.3% |
87% |
False |
False |
31,471 |
20 |
138-200 |
137-220 |
0-300 |
0.7% |
0-111 |
0.3% |
87% |
False |
False |
831,914 |
40 |
139-085 |
137-080 |
2-005 |
1.5% |
0-137 |
0.3% |
62% |
False |
False |
1,196,975 |
60 |
139-260 |
137-080 |
2-180 |
1.9% |
0-125 |
0.3% |
49% |
False |
False |
1,148,618 |
80 |
139-290 |
137-080 |
2-210 |
1.9% |
0-126 |
0.3% |
47% |
False |
False |
1,152,404 |
100 |
140-110 |
137-080 |
3-030 |
2.2% |
0-124 |
0.3% |
40% |
False |
False |
924,762 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139-316 |
2.618 |
139-145 |
1.618 |
139-040 |
1.000 |
138-295 |
0.618 |
138-255 |
HIGH |
138-190 |
0.618 |
138-150 |
0.500 |
138-138 |
0.382 |
138-125 |
LOW |
138-085 |
0.618 |
138-020 |
1.000 |
137-300 |
1.618 |
137-235 |
2.618 |
137-130 |
4.250 |
136-279 |
|
|
Fisher Pivots for day following 11-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
138-152 |
138-134 |
PP |
138-145 |
138-108 |
S1 |
138-138 |
138-082 |
|