ECBOT 10 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 27-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2020 |
27-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
137-275 |
137-280 |
0-005 |
0.0% |
138-040 |
| High |
138-025 |
138-060 |
0-035 |
0.1% |
138-060 |
| Low |
137-230 |
137-280 |
0-050 |
0.1% |
137-230 |
| Close |
137-285 |
138-060 |
0-095 |
0.2% |
138-060 |
| Range |
0-115 |
0-100 |
-0-015 |
-13.0% |
0-150 |
| ATR |
0-133 |
0-131 |
-0-002 |
-1.8% |
0-000 |
| Volume |
1,484,425 |
646,573 |
-837,852 |
-56.4% |
6,119,961 |
|
| Daily Pivots for day following 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-007 |
138-293 |
138-115 |
|
| R3 |
138-227 |
138-193 |
138-088 |
|
| R2 |
138-127 |
138-127 |
138-078 |
|
| R1 |
138-093 |
138-093 |
138-069 |
138-110 |
| PP |
138-027 |
138-027 |
138-027 |
138-035 |
| S1 |
137-313 |
137-313 |
138-051 |
138-010 |
| S2 |
137-247 |
137-247 |
138-042 |
|
| S3 |
137-147 |
137-213 |
138-032 |
|
| S4 |
137-047 |
137-113 |
138-005 |
|
|
| Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-140 |
139-090 |
138-142 |
|
| R3 |
138-310 |
138-260 |
138-101 |
|
| R2 |
138-160 |
138-160 |
138-088 |
|
| R1 |
138-110 |
138-110 |
138-074 |
138-135 |
| PP |
138-010 |
138-010 |
138-010 |
138-022 |
| S1 |
137-280 |
137-280 |
138-046 |
137-305 |
| S2 |
137-180 |
137-180 |
138-032 |
|
| S3 |
137-030 |
137-130 |
138-019 |
|
| S4 |
136-200 |
136-300 |
137-298 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-165 |
|
2.618 |
139-002 |
|
1.618 |
138-222 |
|
1.000 |
138-160 |
|
0.618 |
138-122 |
|
HIGH |
138-060 |
|
0.618 |
138-022 |
|
0.500 |
138-010 |
|
0.382 |
137-318 |
|
LOW |
137-280 |
|
0.618 |
137-218 |
|
1.000 |
137-180 |
|
1.618 |
137-118 |
|
2.618 |
137-018 |
|
4.250 |
136-175 |
|
|
| Fisher Pivots for day following 27-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
138-043 |
138-035 |
| PP |
138-027 |
138-010 |
| S1 |
138-010 |
137-305 |
|