ECBOT 10 Year T-Note Future March 2021
Trading Metrics calculated at close of trading on 29-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2020 |
29-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
137-295 |
137-310 |
0-015 |
0.0% |
137-240 |
High |
137-315 |
137-310 |
-0-005 |
0.0% |
138-080 |
Low |
137-215 |
137-255 |
0-040 |
0.1% |
137-200 |
Close |
137-295 |
137-295 |
0-000 |
0.0% |
137-280 |
Range |
0-100 |
0-055 |
-0-045 |
-45.0% |
0-200 |
ATR |
0-121 |
0-116 |
-0-005 |
-3.9% |
0-000 |
Volume |
610,234 |
775,267 |
165,033 |
27.0% |
3,425,080 |
|
Daily Pivots for day following 29-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138-132 |
138-108 |
138-005 |
|
R3 |
138-077 |
138-053 |
137-310 |
|
R2 |
138-022 |
138-022 |
137-305 |
|
R1 |
137-318 |
137-318 |
137-300 |
137-302 |
PP |
137-287 |
137-287 |
137-287 |
137-279 |
S1 |
137-263 |
137-263 |
137-290 |
137-248 |
S2 |
137-232 |
137-232 |
137-285 |
|
S3 |
137-177 |
137-208 |
137-280 |
|
S4 |
137-122 |
137-153 |
137-265 |
|
|
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 |
138-030 |
137-200 |
0-150 |
0.3% |
0-089 |
0.2% |
63% |
False |
False |
706,233 |
10 |
138-080 |
137-195 |
0-205 |
0.5% |
0-104 |
0.2% |
49% |
False |
False |
928,193 |
20 |
138-080 |
137-075 |
1-005 |
0.7% |
0-123 |
0.3% |
68% |
False |
False |
1,112,610 |
40 |
138-300 |
136-265 |
2-035 |
1.5% |
0-138 |
0.3% |
52% |
False |
False |
784,390 |
60 |
139-035 |
136-265 |
2-090 |
1.7% |
0-127 |
0.3% |
48% |
False |
False |
523,494 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138-224 |
2.618 |
138-134 |
1.618 |
138-079 |
1.000 |
138-045 |
0.618 |
138-024 |
HIGH |
137-310 |
0.618 |
137-289 |
0.500 |
137-282 |
0.382 |
137-276 |
LOW |
137-255 |
0.618 |
137-221 |
1.000 |
137-200 |
1.618 |
137-166 |
2.618 |
137-111 |
4.250 |
137-021 |
|
|
Fisher Pivots for day following 29-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
137-291 |
137-285 |
PP |
137-287 |
137-275 |
S1 |
137-282 |
137-265 |
|