ECBOT 10 Year T-Note Future March 2021
Trading Metrics calculated at close of trading on 27-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2020 |
27-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
137-275 |
137-280 |
0-005 |
0.0% |
138-040 |
High |
138-025 |
138-060 |
0-035 |
0.1% |
138-060 |
Low |
137-230 |
137-280 |
0-050 |
0.1% |
137-230 |
Close |
137-285 |
138-060 |
0-095 |
0.2% |
138-060 |
Range |
0-115 |
0-100 |
-0-015 |
-13.0% |
0-150 |
ATR |
0-133 |
0-131 |
-0-002 |
-1.8% |
0-000 |
Volume |
1,484,425 |
646,573 |
-837,852 |
-56.4% |
6,119,961 |
|
Daily Pivots for day following 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-007 |
138-293 |
138-115 |
|
R3 |
138-227 |
138-193 |
138-088 |
|
R2 |
138-127 |
138-127 |
138-078 |
|
R1 |
138-093 |
138-093 |
138-069 |
138-110 |
PP |
138-027 |
138-027 |
138-027 |
138-035 |
S1 |
137-313 |
137-313 |
138-051 |
138-010 |
S2 |
137-247 |
137-247 |
138-042 |
|
S3 |
137-147 |
137-213 |
138-032 |
|
S4 |
137-047 |
137-113 |
138-005 |
|
|
Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-140 |
139-090 |
138-142 |
|
R3 |
138-310 |
138-260 |
138-101 |
|
R2 |
138-160 |
138-160 |
138-088 |
|
R1 |
138-110 |
138-110 |
138-074 |
138-135 |
PP |
138-010 |
138-010 |
138-010 |
138-022 |
S1 |
137-280 |
137-280 |
138-046 |
137-305 |
S2 |
137-180 |
137-180 |
138-032 |
|
S3 |
137-030 |
137-130 |
138-019 |
|
S4 |
136-200 |
136-300 |
137-298 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
139-165 |
2.618 |
139-002 |
1.618 |
138-222 |
1.000 |
138-160 |
0.618 |
138-122 |
HIGH |
138-060 |
0.618 |
138-022 |
0.500 |
138-010 |
0.382 |
137-318 |
LOW |
137-280 |
0.618 |
137-218 |
1.000 |
137-180 |
1.618 |
137-118 |
2.618 |
137-018 |
4.250 |
136-175 |
|
|
Fisher Pivots for day following 27-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
138-043 |
138-035 |
PP |
138-027 |
138-010 |
S1 |
138-010 |
137-305 |
|