ECBOT 10 Year T-Note Future December 2020
Trading Metrics calculated at close of trading on 17-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2020 |
17-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
138-135 |
138-095 |
-0-040 |
-0.1% |
137-260 |
High |
138-140 |
138-175 |
0-035 |
0.1% |
138-190 |
Low |
138-025 |
138-060 |
0-035 |
0.1% |
137-245 |
Close |
138-105 |
138-095 |
-0-010 |
0.0% |
138-160 |
Range |
0-115 |
0-115 |
0-000 |
0.0% |
0-265 |
ATR |
0-122 |
0-122 |
-0-001 |
-0.4% |
0-000 |
Volume |
1,538 |
1,971 |
433 |
28.2% |
28,579 |
|
Daily Pivots for day following 17-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-135 |
139-070 |
138-158 |
|
R3 |
139-020 |
138-275 |
138-127 |
|
R2 |
138-225 |
138-225 |
138-116 |
|
R1 |
138-160 |
138-160 |
138-106 |
138-152 |
PP |
138-110 |
138-110 |
138-110 |
138-106 |
S1 |
138-045 |
138-045 |
138-084 |
138-038 |
S2 |
137-315 |
137-315 |
138-074 |
|
S3 |
137-200 |
137-250 |
138-063 |
|
S4 |
137-085 |
137-135 |
138-032 |
|
|
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 |
138-025 |
0-165 |
0.4% |
0-110 |
0.2% |
42% |
False |
False |
4,542 |
10 |
138-190 |
137-220 |
0-290 |
0.7% |
0-111 |
0.3% |
67% |
False |
False |
6,042 |
20 |
138-200 |
137-220 |
0-300 |
0.7% |
0-109 |
0.2% |
65% |
False |
False |
579,729 |
40 |
139-085 |
137-080 |
2-005 |
1.5% |
0-139 |
0.3% |
52% |
False |
False |
1,079,094 |
60 |
139-260 |
137-080 |
2-180 |
1.9% |
0-127 |
0.3% |
41% |
False |
False |
1,090,239 |
80 |
139-290 |
137-080 |
2-210 |
1.9% |
0-126 |
0.3% |
39% |
False |
False |
1,116,091 |
100 |
140-110 |
137-080 |
3-030 |
2.2% |
0-125 |
0.3% |
34% |
False |
False |
924,917 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140-024 |
2.618 |
139-156 |
1.618 |
139-041 |
1.000 |
138-290 |
0.618 |
138-246 |
HIGH |
138-175 |
0.618 |
138-131 |
0.500 |
138-118 |
0.382 |
138-104 |
LOW |
138-060 |
0.618 |
137-309 |
1.000 |
137-265 |
1.618 |
137-194 |
2.618 |
137-079 |
4.250 |
136-211 |
|
|
Fisher Pivots for day following 17-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
138-118 |
138-105 |
PP |
138-110 |
138-102 |
S1 |
138-102 |
138-098 |
|