ECBOT 10 Year T-Note Future March 2021
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 |
137-300 |
137-290 |
-0-010 |
0.0% |
137-125 |
High |
138-005 |
138-040 |
0-035 |
0.1% |
138-070 |
Low |
137-195 |
137-230 |
0-035 |
0.1% |
137-090 |
Close |
137-285 |
137-275 |
-0-010 |
0.0% |
138-030 |
Range |
0-130 |
0-130 |
0-000 |
0.0% |
0-300 |
ATR |
0-130 |
0-130 |
0-000 |
0.0% |
0-000 |
Volume |
1,415,552 |
1,275,693 |
-139,859 |
-9.9% |
5,630,823 |
|
Daily Pivots for day following 17-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-038 |
138-287 |
138-026 |
|
R3 |
138-228 |
138-157 |
137-311 |
|
R2 |
138-098 |
138-098 |
137-299 |
|
R1 |
138-027 |
138-027 |
137-287 |
137-318 |
PP |
137-288 |
137-288 |
137-288 |
137-274 |
S1 |
137-217 |
137-217 |
137-263 |
137-188 |
S2 |
137-158 |
137-158 |
137-251 |
|
S3 |
137-028 |
137-087 |
137-239 |
|
S4 |
136-218 |
136-277 |
137-204 |
|
|
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% |
0-123 |
0.3% |
41% |
False |
False |
1,171,982 |
10 |
138-070 |
137-075 |
0-315 |
0.7% |
0-126 |
0.3% |
63% |
False |
False |
1,180,371 |
20 |
138-080 |
137-075 |
1-005 |
0.7% |
0-118 |
0.3% |
62% |
False |
False |
1,272,293 |
40 |
138-300 |
136-265 |
2-035 |
1.5% |
0-142 |
0.3% |
49% |
False |
False |
644,693 |
60 |
139-160 |
136-265 |
2-215 |
1.9% |
0-121 |
0.3% |
39% |
False |
False |
429,984 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139-272 |
2.618 |
139-060 |
1.618 |
138-250 |
1.000 |
138-170 |
0.618 |
138-120 |
HIGH |
138-040 |
0.618 |
137-310 |
0.500 |
137-295 |
0.382 |
137-280 |
LOW |
137-230 |
0.618 |
137-150 |
1.000 |
137-100 |
1.618 |
137-020 |
2.618 |
136-210 |
4.250 |
135-318 |
|
|
Fisher Pivots for day following 17-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
137-295 |
137-278 |
PP |
137-288 |
137-277 |
S1 |
137-282 |
137-276 |
|