ECBOT 10 Year T-Note Future March 2021
Trading Metrics calculated at close of trading on 16-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2020 |
16-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
138-025 |
137-300 |
-0-045 |
-0.1% |
137-125 |
High |
138-040 |
138-005 |
-0-035 |
-0.1% |
138-070 |
Low |
137-260 |
137-195 |
-0-065 |
-0.1% |
137-090 |
Close |
137-275 |
137-285 |
0-010 |
0.0% |
138-030 |
Range |
0-100 |
0-130 |
0-030 |
30.0% |
0-300 |
ATR |
0-130 |
0-130 |
0-000 |
0.0% |
0-000 |
Volume |
979,197 |
1,415,552 |
436,355 |
44.6% |
5,630,823 |
|
Daily Pivots for day following 16-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-018 |
138-282 |
138-036 |
|
R3 |
138-208 |
138-152 |
138-001 |
|
R2 |
138-078 |
138-078 |
137-309 |
|
R1 |
138-022 |
138-022 |
137-297 |
137-305 |
PP |
137-268 |
137-268 |
137-268 |
137-250 |
S1 |
137-212 |
137-212 |
137-273 |
137-175 |
S2 |
137-138 |
137-138 |
137-261 |
|
S3 |
137-008 |
137-082 |
137-249 |
|
S4 |
136-198 |
136-272 |
137-214 |
|
|
Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140-217 |
140-103 |
138-195 |
|
R3 |
139-237 |
139-123 |
138-112 |
|
R2 |
138-257 |
138-257 |
138-085 |
|
R1 |
138-143 |
138-143 |
138-058 |
138-200 |
PP |
137-277 |
137-277 |
137-277 |
137-305 |
S1 |
137-163 |
137-163 |
138-002 |
137-220 |
S2 |
136-297 |
136-297 |
137-295 |
|
S3 |
135-317 |
136-183 |
137-268 |
|
S4 |
135-017 |
135-203 |
137-185 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
138-070 |
137-195 |
0-195 |
0.4% |
0-115 |
0.3% |
46% |
False |
True |
1,167,955 |
10 |
138-070 |
137-075 |
0-315 |
0.7% |
0-125 |
0.3% |
67% |
False |
False |
1,176,115 |
20 |
138-080 |
137-075 |
1-005 |
0.7% |
0-118 |
0.3% |
65% |
False |
False |
1,217,008 |
40 |
138-300 |
136-265 |
2-035 |
1.5% |
0-141 |
0.3% |
50% |
False |
False |
612,899 |
60 |
139-315 |
136-265 |
3-050 |
2.3% |
0-121 |
0.3% |
34% |
False |
False |
408,728 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139-238 |
2.618 |
139-025 |
1.618 |
138-215 |
1.000 |
138-135 |
0.618 |
138-085 |
HIGH |
138-005 |
0.618 |
137-275 |
0.500 |
137-260 |
0.382 |
137-245 |
LOW |
137-195 |
0.618 |
137-115 |
1.000 |
137-065 |
1.618 |
136-305 |
2.618 |
136-175 |
4.250 |
135-282 |
|
|
Fisher Pivots for day following 16-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
137-277 |
137-282 |
PP |
137-268 |
137-280 |
S1 |
137-260 |
137-278 |
|