ECBOT 10 Year T-Note Future March 2021
Trading Metrics calculated at close of trading on 28-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2020 |
28-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
137-255 |
137-295 |
0-040 |
0.1% |
137-240 |
High |
137-300 |
137-315 |
0-015 |
0.0% |
138-080 |
Low |
137-235 |
137-215 |
-0-020 |
0.0% |
137-200 |
Close |
137-280 |
137-295 |
0-015 |
0.0% |
137-280 |
Range |
0-065 |
0-100 |
0-035 |
53.8% |
0-200 |
ATR |
0-122 |
0-121 |
-0-002 |
-1.3% |
0-000 |
Volume |
256,470 |
610,234 |
353,764 |
137.9% |
3,425,080 |
|
Daily Pivots for day following 28-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138-255 |
138-215 |
138-030 |
|
R3 |
138-155 |
138-115 |
138-002 |
|
R2 |
138-055 |
138-055 |
137-313 |
|
R1 |
138-015 |
138-015 |
137-304 |
138-025 |
PP |
137-275 |
137-275 |
137-275 |
137-280 |
S1 |
137-235 |
137-235 |
137-286 |
137-245 |
S2 |
137-175 |
137-175 |
137-277 |
|
S3 |
137-075 |
137-135 |
137-268 |
|
S4 |
136-295 |
137-035 |
137-240 |
|
|
Weekly Pivots for week ending 25-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-253 |
139-147 |
138-070 |
|
R3 |
139-053 |
138-267 |
138-015 |
|
R2 |
138-173 |
138-173 |
137-317 |
|
R1 |
138-067 |
138-067 |
137-298 |
138-120 |
PP |
137-293 |
137-293 |
137-293 |
138-000 |
S1 |
137-187 |
137-187 |
137-262 |
137-240 |
S2 |
137-093 |
137-093 |
137-243 |
|
S3 |
136-213 |
136-307 |
137-225 |
|
S4 |
136-013 |
136-107 |
137-170 |
|
|
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% |
0-112 |
0.3% |
48% |
False |
False |
807,062 |
10 |
138-080 |
137-195 |
0-205 |
0.5% |
0-112 |
0.3% |
49% |
False |
False |
953,808 |
20 |
138-080 |
137-075 |
1-005 |
0.7% |
0-123 |
0.3% |
68% |
False |
False |
1,161,357 |
40 |
138-300 |
136-265 |
2-035 |
1.5% |
0-140 |
0.3% |
52% |
False |
False |
765,104 |
60 |
139-150 |
136-265 |
2-205 |
1.9% |
0-128 |
0.3% |
41% |
False |
False |
510,582 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139-100 |
2.618 |
138-257 |
1.618 |
138-157 |
1.000 |
138-095 |
0.618 |
138-057 |
HIGH |
137-315 |
0.618 |
137-277 |
0.500 |
137-265 |
0.382 |
137-253 |
LOW |
137-215 |
0.618 |
137-153 |
1.000 |
137-115 |
1.618 |
137-053 |
2.618 |
136-273 |
4.250 |
136-110 |
|
|
Fisher Pivots for day following 28-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
137-285 |
137-288 |
PP |
137-275 |
137-282 |
S1 |
137-265 |
137-275 |
|