ECBOT 10 Year T-Note Future December 2020
| Trading Metrics calculated at close of trading on 16-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2020 |
16-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
138-155 |
138-135 |
-0-020 |
0.0% |
137-260 |
| High |
138-185 |
138-140 |
-0-045 |
-0.1% |
138-190 |
| Low |
138-085 |
138-025 |
-0-060 |
-0.1% |
137-245 |
| Close |
138-095 |
138-105 |
0-010 |
0.0% |
138-160 |
| Range |
0-100 |
0-115 |
0-015 |
15.0% |
0-265 |
| ATR |
0-123 |
0-122 |
-0-001 |
-0.5% |
0-000 |
| Volume |
7,781 |
1,538 |
-6,243 |
-80.2% |
28,579 |
|
| Daily Pivots for day following 16-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-115 |
139-065 |
138-168 |
|
| R3 |
139-000 |
138-270 |
138-137 |
|
| R2 |
138-205 |
138-205 |
138-126 |
|
| R1 |
138-155 |
138-155 |
138-116 |
138-122 |
| PP |
138-090 |
138-090 |
138-090 |
138-074 |
| S1 |
138-040 |
138-040 |
138-094 |
138-008 |
| S2 |
137-295 |
137-295 |
138-084 |
|
| S3 |
137-180 |
137-245 |
138-073 |
|
| S4 |
137-065 |
137-130 |
138-042 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-247 |
140-148 |
138-306 |
|
| R3 |
139-302 |
139-203 |
138-233 |
|
| R2 |
139-037 |
139-037 |
138-209 |
|
| R1 |
138-258 |
138-258 |
138-184 |
138-308 |
| PP |
138-092 |
138-092 |
138-092 |
138-116 |
| S1 |
137-313 |
137-313 |
138-136 |
138-042 |
| S2 |
137-147 |
137-147 |
138-111 |
|
| S3 |
136-202 |
137-048 |
138-087 |
|
| S4 |
135-257 |
136-103 |
138-014 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
138-190 |
138-020 |
0-170 |
0.4% |
0-103 |
0.2% |
50% |
False |
False |
4,995 |
| 10 |
138-190 |
137-220 |
0-290 |
0.7% |
0-110 |
0.2% |
71% |
False |
False |
8,248 |
| 20 |
138-200 |
137-220 |
0-300 |
0.7% |
0-110 |
0.2% |
68% |
False |
False |
653,956 |
| 40 |
139-085 |
137-080 |
2-005 |
1.5% |
0-139 |
0.3% |
53% |
False |
False |
1,116,971 |
| 60 |
139-260 |
137-080 |
2-180 |
1.9% |
0-127 |
0.3% |
42% |
False |
False |
1,106,552 |
| 80 |
139-290 |
137-080 |
2-210 |
1.9% |
0-127 |
0.3% |
41% |
False |
False |
1,139,203 |
| 100 |
140-110 |
137-080 |
3-030 |
2.2% |
0-125 |
0.3% |
35% |
False |
False |
924,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-309 |
|
2.618 |
139-121 |
|
1.618 |
139-006 |
|
1.000 |
138-255 |
|
0.618 |
138-211 |
|
HIGH |
138-140 |
|
0.618 |
138-096 |
|
0.500 |
138-082 |
|
0.382 |
138-069 |
|
LOW |
138-025 |
|
0.618 |
137-274 |
|
1.000 |
137-230 |
|
1.618 |
137-159 |
|
2.618 |
137-044 |
|
4.250 |
136-176 |
|
|
| Fisher Pivots for day following 16-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
138-098 |
138-105 |
| PP |
138-090 |
138-105 |
| S1 |
138-082 |
138-105 |
|