ECBOT 10 Year T-Note Future March 2021
Trading Metrics calculated at close of trading on 23-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2020 |
23-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
137-255 |
137-315 |
0-060 |
0.1% |
137-310 |
High |
138-000 |
138-030 |
0-030 |
0.1% |
138-040 |
Low |
137-245 |
137-200 |
-0-045 |
-0.1% |
137-195 |
Close |
137-315 |
137-245 |
-0-070 |
-0.2% |
137-240 |
Range |
0-075 |
0-150 |
0-075 |
100.0% |
0-165 |
ATR |
0-125 |
0-127 |
0-002 |
1.4% |
0-000 |
Volume |
795,131 |
1,094,067 |
298,936 |
37.6% |
5,502,768 |
|
Daily Pivots for day following 23-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-075 |
138-310 |
138-008 |
|
R3 |
138-245 |
138-160 |
137-286 |
|
R2 |
138-095 |
138-095 |
137-272 |
|
R1 |
138-010 |
138-010 |
137-259 |
137-298 |
PP |
137-265 |
137-265 |
137-265 |
137-249 |
S1 |
137-180 |
137-180 |
137-231 |
137-148 |
S2 |
137-115 |
137-115 |
137-218 |
|
S3 |
136-285 |
137-030 |
137-204 |
|
S4 |
136-135 |
136-200 |
137-162 |
|
|
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 |
137-200 |
0-200 |
0.5% |
0-119 |
0.3% |
23% |
False |
True |
1,049,043 |
10 |
138-080 |
137-195 |
0-205 |
0.5% |
0-117 |
0.3% |
24% |
False |
False |
1,108,499 |
20 |
138-080 |
137-075 |
1-005 |
0.7% |
0-126 |
0.3% |
52% |
False |
False |
1,224,571 |
40 |
138-300 |
136-265 |
2-035 |
1.5% |
0-142 |
0.3% |
44% |
False |
False |
743,643 |
60 |
139-150 |
136-265 |
2-205 |
1.9% |
0-128 |
0.3% |
36% |
False |
False |
496,143 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140-028 |
2.618 |
139-103 |
1.618 |
138-273 |
1.000 |
138-180 |
0.618 |
138-123 |
HIGH |
138-030 |
0.618 |
137-293 |
0.500 |
137-275 |
0.382 |
137-257 |
LOW |
137-200 |
0.618 |
137-107 |
1.000 |
137-050 |
1.618 |
136-277 |
2.618 |
136-127 |
4.250 |
135-202 |
|
|
Fisher Pivots for day following 23-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
137-275 |
137-300 |
PP |
137-265 |
137-282 |
S1 |
137-255 |
137-263 |
|