ECBOT 10 Year T-Note Future December 2020
Trading Metrics calculated at close of trading on 21-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2020 |
21-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
138-115 |
138-210 |
0-095 |
0.2% |
138-115 |
High |
138-125 |
138-225 |
0-100 |
0.2% |
138-185 |
Low |
138-060 |
138-105 |
0-045 |
0.1% |
138-025 |
Close |
138-065 |
138-130 |
0-065 |
0.1% |
138-065 |
Range |
0-065 |
0-120 |
0-055 |
84.6% |
0-160 |
ATR |
0-118 |
0-121 |
0-003 |
2.6% |
0-000 |
Volume |
4,874 |
1,133 |
-3,741 |
-76.8% |
25,565 |
|
Daily Pivots for day following 21-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-193 |
139-122 |
138-196 |
|
R3 |
139-073 |
139-002 |
138-163 |
|
R2 |
138-273 |
138-273 |
138-152 |
|
R1 |
138-202 |
138-202 |
138-141 |
138-178 |
PP |
138-153 |
138-153 |
138-153 |
138-141 |
S1 |
138-082 |
138-082 |
138-119 |
138-058 |
S2 |
138-033 |
138-033 |
138-108 |
|
S3 |
137-233 |
137-282 |
138-097 |
|
S4 |
137-113 |
137-162 |
138-064 |
|
|
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 |
138-225 |
138-025 |
0-200 |
0.5% |
0-103 |
0.2% |
53% |
True |
False |
3,459 |
10 |
138-225 |
137-295 |
0-250 |
0.6% |
0-099 |
0.2% |
62% |
True |
False |
4,532 |
20 |
138-225 |
137-220 |
1-005 |
0.7% |
0-110 |
0.2% |
71% |
True |
False |
426,801 |
40 |
139-085 |
137-080 |
2-005 |
1.5% |
0-137 |
0.3% |
57% |
False |
False |
1,014,741 |
60 |
139-260 |
137-080 |
2-180 |
1.9% |
0-128 |
0.3% |
45% |
False |
False |
1,060,079 |
80 |
139-290 |
137-080 |
2-210 |
1.9% |
0-124 |
0.3% |
44% |
False |
False |
1,064,167 |
100 |
140-110 |
137-080 |
3-030 |
2.2% |
0-125 |
0.3% |
37% |
False |
False |
924,874 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140-095 |
2.618 |
139-219 |
1.618 |
139-099 |
1.000 |
139-025 |
0.618 |
138-299 |
HIGH |
138-225 |
0.618 |
138-179 |
0.500 |
138-165 |
0.382 |
138-151 |
LOW |
138-105 |
0.618 |
138-031 |
1.000 |
137-305 |
1.618 |
137-231 |
2.618 |
137-111 |
4.250 |
136-235 |
|
|
Fisher Pivots for day following 21-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
138-165 |
138-142 |
PP |
138-153 |
138-138 |
S1 |
138-142 |
138-134 |
|