ECBOT 10 Year T-Note Future March 2021
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 |
137-290 |
137-255 |
-0-035 |
-0.1% |
137-310 |
High |
138-040 |
137-305 |
-0-055 |
-0.1% |
138-040 |
Low |
137-230 |
137-235 |
0-005 |
0.0% |
137-195 |
Close |
137-275 |
137-240 |
-0-035 |
-0.1% |
137-240 |
Range |
0-130 |
0-070 |
-0-060 |
-46.2% |
0-165 |
ATR |
0-130 |
0-126 |
-0-004 |
-3.3% |
0-000 |
Volume |
1,275,693 |
800,916 |
-474,777 |
-37.2% |
5,502,768 |
|
Daily Pivots for day following 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138-150 |
138-105 |
137-278 |
|
R3 |
138-080 |
138-035 |
137-259 |
|
R2 |
138-010 |
138-010 |
137-253 |
|
R1 |
137-285 |
137-285 |
137-246 |
137-272 |
PP |
137-260 |
137-260 |
137-260 |
137-254 |
S1 |
137-215 |
137-215 |
137-234 |
137-202 |
S2 |
137-190 |
137-190 |
137-227 |
|
S3 |
137-120 |
137-145 |
137-221 |
|
S4 |
137-050 |
137-075 |
137-202 |
|
|
Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-120 |
139-025 |
138-011 |
|
R3 |
138-275 |
138-180 |
137-285 |
|
R2 |
138-110 |
138-110 |
137-270 |
|
R1 |
138-015 |
138-015 |
137-255 |
137-300 |
PP |
137-265 |
137-265 |
137-265 |
137-248 |
S1 |
137-170 |
137-170 |
137-225 |
137-135 |
S2 |
137-100 |
137-100 |
137-210 |
|
S3 |
136-255 |
137-005 |
137-195 |
|
S4 |
136-090 |
136-160 |
137-149 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
138-040 |
137-195 |
0-165 |
0.4% |
0-112 |
0.3% |
27% |
False |
False |
1,100,553 |
10 |
138-070 |
137-090 |
0-300 |
0.7% |
0-114 |
0.3% |
50% |
False |
False |
1,113,359 |
20 |
138-080 |
137-075 |
1-005 |
0.7% |
0-118 |
0.3% |
51% |
False |
False |
1,290,999 |
40 |
138-300 |
136-265 |
2-035 |
1.5% |
0-140 |
0.3% |
44% |
False |
False |
664,628 |
60 |
139-160 |
136-265 |
2-215 |
1.9% |
0-122 |
0.3% |
35% |
False |
False |
443,333 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138-282 |
2.618 |
138-168 |
1.618 |
138-098 |
1.000 |
138-055 |
0.618 |
138-028 |
HIGH |
137-305 |
0.618 |
137-278 |
0.500 |
137-270 |
0.382 |
137-262 |
LOW |
137-235 |
0.618 |
137-192 |
1.000 |
137-165 |
1.618 |
137-122 |
2.618 |
137-052 |
4.250 |
136-258 |
|
|
Fisher Pivots for day following 18-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
137-270 |
137-278 |
PP |
137-260 |
137-265 |
S1 |
137-250 |
137-252 |
|