ECBOT 10 Year T-Note Future March 2021
Trading Metrics calculated at close of trading on 22-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2020 |
22-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
137-240 |
137-255 |
0-015 |
0.0% |
137-310 |
High |
138-080 |
138-000 |
-0-080 |
-0.2% |
138-040 |
Low |
137-230 |
137-245 |
0-015 |
0.0% |
137-195 |
Close |
137-245 |
137-315 |
0-070 |
0.2% |
137-240 |
Range |
0-170 |
0-075 |
-0-095 |
-55.9% |
0-165 |
ATR |
0-129 |
0-125 |
-0-004 |
-3.0% |
0-000 |
Volume |
1,279,412 |
795,131 |
-484,281 |
-37.9% |
5,502,768 |
|
Daily Pivots for day following 22-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138-198 |
138-172 |
138-036 |
|
R3 |
138-123 |
138-097 |
138-016 |
|
R2 |
138-048 |
138-048 |
138-009 |
|
R1 |
138-022 |
138-022 |
138-002 |
138-035 |
PP |
137-293 |
137-293 |
137-293 |
137-300 |
S1 |
137-267 |
137-267 |
137-308 |
137-280 |
S2 |
137-218 |
137-218 |
137-301 |
|
S3 |
137-143 |
137-192 |
137-294 |
|
S4 |
137-068 |
137-117 |
137-274 |
|
|
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% |
0-115 |
0.3% |
59% |
False |
False |
1,113,340 |
10 |
138-080 |
137-150 |
0-250 |
0.6% |
0-111 |
0.3% |
66% |
False |
False |
1,110,898 |
20 |
138-080 |
137-075 |
1-005 |
0.7% |
0-121 |
0.3% |
74% |
False |
False |
1,292,024 |
40 |
138-300 |
136-265 |
2-035 |
1.5% |
0-141 |
0.3% |
55% |
False |
False |
716,330 |
60 |
139-160 |
136-265 |
2-215 |
1.9% |
0-126 |
0.3% |
43% |
False |
False |
477,909 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138-319 |
2.618 |
138-196 |
1.618 |
138-121 |
1.000 |
138-075 |
0.618 |
138-046 |
HIGH |
138-000 |
0.618 |
137-291 |
0.500 |
137-282 |
0.382 |
137-274 |
LOW |
137-245 |
0.618 |
137-199 |
1.000 |
137-170 |
1.618 |
137-124 |
2.618 |
137-049 |
4.250 |
136-246 |
|
|
Fisher Pivots for day following 22-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
137-304 |
137-315 |
PP |
137-293 |
137-315 |
S1 |
137-282 |
137-315 |
|