ECBOT 10 Year T-Note Future March 2021
Trading Metrics calculated at close of trading on 24-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2020 |
24-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
137-315 |
137-255 |
-0-060 |
-0.1% |
137-310 |
High |
138-030 |
137-300 |
-0-050 |
-0.1% |
138-040 |
Low |
137-200 |
137-235 |
0-035 |
0.1% |
137-195 |
Close |
137-245 |
137-280 |
0-035 |
0.1% |
137-240 |
Range |
0-150 |
0-065 |
-0-085 |
-56.7% |
0-165 |
ATR |
0-127 |
0-122 |
-0-004 |
-3.5% |
0-000 |
Volume |
1,094,067 |
256,470 |
-837,597 |
-76.6% |
5,502,768 |
|
Daily Pivots for day following 24-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138-147 |
138-118 |
137-316 |
|
R3 |
138-082 |
138-053 |
137-298 |
|
R2 |
138-017 |
138-017 |
137-292 |
|
R1 |
137-308 |
137-308 |
137-286 |
138-002 |
PP |
137-272 |
137-272 |
137-272 |
137-279 |
S1 |
137-243 |
137-243 |
137-274 |
137-258 |
S2 |
137-207 |
137-207 |
137-268 |
|
S3 |
137-142 |
137-178 |
137-262 |
|
S4 |
137-077 |
137-113 |
137-244 |
|
|
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% |
0-106 |
0.2% |
40% |
False |
False |
845,199 |
10 |
138-080 |
137-195 |
0-205 |
0.5% |
0-114 |
0.3% |
41% |
False |
False |
1,008,590 |
20 |
138-080 |
137-075 |
1-005 |
0.7% |
0-123 |
0.3% |
63% |
False |
False |
1,163,174 |
40 |
138-300 |
136-265 |
2-035 |
1.5% |
0-142 |
0.3% |
50% |
False |
False |
749,931 |
60 |
139-150 |
136-265 |
2-205 |
1.9% |
0-129 |
0.3% |
40% |
False |
False |
500,416 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138-256 |
2.618 |
138-150 |
1.618 |
138-085 |
1.000 |
138-045 |
0.618 |
138-020 |
HIGH |
137-300 |
0.618 |
137-275 |
0.500 |
137-268 |
0.382 |
137-260 |
LOW |
137-235 |
0.618 |
137-195 |
1.000 |
137-170 |
1.618 |
137-130 |
2.618 |
137-065 |
4.250 |
136-279 |
|
|
Fisher Pivots for day following 24-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
137-276 |
137-278 |
PP |
137-272 |
137-277 |
S1 |
137-268 |
137-275 |
|