ECBOT 10 Year T-Note Future December 2020
Trading Metrics calculated at close of trading on 18-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2020 |
18-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
138-095 |
138-115 |
0-020 |
0.0% |
138-115 |
High |
138-175 |
138-125 |
-0-050 |
-0.1% |
138-185 |
Low |
138-060 |
138-060 |
0-000 |
0.0% |
138-025 |
Close |
138-095 |
138-065 |
-0-030 |
-0.1% |
138-065 |
Range |
0-115 |
0-065 |
-0-050 |
-43.5% |
0-160 |
ATR |
0-122 |
0-118 |
-0-004 |
-3.3% |
0-000 |
Volume |
1,971 |
4,874 |
2,903 |
147.3% |
25,565 |
|
Daily Pivots for day following 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138-278 |
138-237 |
138-101 |
|
R3 |
138-213 |
138-172 |
138-083 |
|
R2 |
138-148 |
138-148 |
138-077 |
|
R1 |
138-107 |
138-107 |
138-071 |
138-095 |
PP |
138-083 |
138-083 |
138-083 |
138-078 |
S1 |
138-042 |
138-042 |
138-059 |
138-030 |
S2 |
138-018 |
138-018 |
138-053 |
|
S3 |
137-273 |
137-297 |
138-047 |
|
S4 |
137-208 |
137-232 |
138-029 |
|
|
Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-252 |
139-158 |
138-153 |
|
R3 |
139-092 |
138-318 |
138-109 |
|
R2 |
138-252 |
138-252 |
138-094 |
|
R1 |
138-158 |
138-158 |
138-080 |
138-125 |
PP |
138-092 |
138-092 |
138-092 |
138-075 |
S1 |
137-318 |
137-318 |
138-050 |
137-285 |
S2 |
137-252 |
137-252 |
138-036 |
|
S3 |
137-092 |
137-158 |
138-021 |
|
S4 |
136-252 |
136-318 |
137-297 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
138-185 |
138-025 |
0-160 |
0.4% |
0-102 |
0.2% |
25% |
False |
False |
5,113 |
10 |
138-190 |
137-245 |
0-265 |
0.6% |
0-100 |
0.2% |
53% |
False |
False |
5,414 |
20 |
138-200 |
137-220 |
0-300 |
0.7% |
0-108 |
0.2% |
55% |
False |
False |
503,837 |
40 |
139-085 |
137-080 |
2-005 |
1.5% |
0-137 |
0.3% |
47% |
False |
False |
1,044,464 |
60 |
139-260 |
137-080 |
2-180 |
1.9% |
0-128 |
0.3% |
37% |
False |
False |
1,072,963 |
80 |
139-290 |
137-080 |
2-210 |
1.9% |
0-126 |
0.3% |
36% |
False |
False |
1,089,380 |
100 |
140-110 |
137-080 |
3-030 |
2.2% |
0-124 |
0.3% |
31% |
False |
False |
924,909 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139-081 |
2.618 |
138-295 |
1.618 |
138-230 |
1.000 |
138-190 |
0.618 |
138-165 |
HIGH |
138-125 |
0.618 |
138-100 |
0.500 |
138-092 |
0.382 |
138-085 |
LOW |
138-060 |
0.618 |
138-020 |
1.000 |
137-315 |
1.618 |
137-275 |
2.618 |
137-210 |
4.250 |
137-104 |
|
|
Fisher Pivots for day following 18-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
138-092 |
138-100 |
PP |
138-083 |
138-088 |
S1 |
138-074 |
138-077 |
|