ECBOT 10 Year T-Note Future December 2020
Trading Metrics calculated at close of trading on 15-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2020 |
15-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
138-115 |
138-155 |
0-040 |
0.1% |
137-260 |
High |
138-170 |
138-185 |
0-015 |
0.0% |
138-190 |
Low |
138-055 |
138-085 |
0-030 |
0.1% |
137-245 |
Close |
138-160 |
138-095 |
-0-065 |
-0.1% |
138-160 |
Range |
0-115 |
0-100 |
-0-015 |
-13.0% |
0-265 |
ATR |
0-125 |
0-123 |
-0-002 |
-1.4% |
0-000 |
Volume |
9,401 |
7,781 |
-1,620 |
-17.2% |
28,579 |
|
Daily Pivots for day following 15-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-102 |
139-038 |
138-150 |
|
R3 |
139-002 |
138-258 |
138-122 |
|
R2 |
138-222 |
138-222 |
138-113 |
|
R1 |
138-158 |
138-158 |
138-104 |
138-140 |
PP |
138-122 |
138-122 |
138-122 |
138-112 |
S1 |
138-058 |
138-058 |
138-086 |
138-040 |
S2 |
138-022 |
138-022 |
138-077 |
|
S3 |
137-242 |
137-278 |
138-068 |
|
S4 |
137-142 |
137-178 |
138-040 |
|
|
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 |
137-295 |
0-215 |
0.5% |
0-095 |
0.2% |
56% |
False |
False |
5,435 |
10 |
138-190 |
137-220 |
0-290 |
0.7% |
0-110 |
0.2% |
67% |
False |
False |
13,472 |
20 |
138-200 |
137-220 |
0-300 |
0.7% |
0-111 |
0.3% |
65% |
False |
False |
720,333 |
40 |
139-085 |
137-080 |
2-005 |
1.5% |
0-138 |
0.3% |
52% |
False |
False |
1,148,170 |
60 |
139-260 |
137-080 |
2-180 |
1.9% |
0-126 |
0.3% |
41% |
False |
False |
1,120,137 |
80 |
139-290 |
137-080 |
2-210 |
1.9% |
0-127 |
0.3% |
39% |
False |
False |
1,149,689 |
100 |
140-110 |
137-080 |
3-030 |
2.2% |
0-125 |
0.3% |
34% |
False |
False |
924,912 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139-290 |
2.618 |
139-127 |
1.618 |
139-027 |
1.000 |
138-285 |
0.618 |
138-247 |
HIGH |
138-185 |
0.618 |
138-147 |
0.500 |
138-135 |
0.382 |
138-123 |
LOW |
138-085 |
0.618 |
138-023 |
1.000 |
137-305 |
1.618 |
137-243 |
2.618 |
137-143 |
4.250 |
136-300 |
|
|
Fisher Pivots for day following 15-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
138-135 |
138-122 |
PP |
138-122 |
138-113 |
S1 |
138-108 |
138-104 |
|