ECBOT 10 Year T-Note Future March 2021
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 |
137-255 |
137-240 |
-0-015 |
0.0% |
137-310 |
High |
137-305 |
138-080 |
0-095 |
0.2% |
138-040 |
Low |
137-235 |
137-230 |
-0-005 |
0.0% |
137-195 |
Close |
137-240 |
137-245 |
0-005 |
0.0% |
137-240 |
Range |
0-070 |
0-170 |
0-100 |
142.9% |
0-165 |
ATR |
0-126 |
0-129 |
0-003 |
2.5% |
0-000 |
Volume |
800,916 |
1,279,412 |
478,496 |
59.7% |
5,502,768 |
|
Daily Pivots for day following 21-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-162 |
139-053 |
138-018 |
|
R3 |
138-312 |
138-203 |
137-292 |
|
R2 |
138-142 |
138-142 |
137-276 |
|
R1 |
138-033 |
138-033 |
137-261 |
138-088 |
PP |
137-292 |
137-292 |
137-292 |
137-319 |
S1 |
137-183 |
137-183 |
137-229 |
137-238 |
S2 |
137-122 |
137-122 |
137-214 |
|
S3 |
136-272 |
137-013 |
137-198 |
|
S4 |
136-102 |
136-163 |
137-152 |
|
|
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 |
138-080 |
137-195 |
0-205 |
0.5% |
0-120 |
0.3% |
24% |
True |
False |
1,150,154 |
10 |
138-080 |
137-150 |
0-250 |
0.6% |
0-115 |
0.3% |
38% |
True |
False |
1,133,485 |
20 |
138-080 |
137-075 |
1-005 |
0.7% |
0-122 |
0.3% |
52% |
True |
False |
1,329,560 |
40 |
138-300 |
136-265 |
2-035 |
1.5% |
0-142 |
0.3% |
44% |
False |
False |
696,463 |
60 |
139-160 |
136-265 |
2-215 |
1.9% |
0-125 |
0.3% |
35% |
False |
False |
464,657 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140-162 |
2.618 |
139-205 |
1.618 |
139-035 |
1.000 |
138-250 |
0.618 |
138-185 |
HIGH |
138-080 |
0.618 |
138-015 |
0.500 |
137-315 |
0.382 |
137-295 |
LOW |
137-230 |
0.618 |
137-125 |
1.000 |
137-060 |
1.618 |
136-275 |
2.618 |
136-105 |
4.250 |
135-148 |
|
|
Fisher Pivots for day following 21-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
137-315 |
137-315 |
PP |
137-292 |
137-292 |
S1 |
137-268 |
137-268 |
|