ECBOT 10 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 30-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2020 |
30-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
137-310 |
137-285 |
-0-025 |
-0.1% |
137-240 |
| High |
137-310 |
137-315 |
0-005 |
0.0% |
138-080 |
| Low |
137-255 |
137-240 |
-0-015 |
0.0% |
137-200 |
| Close |
137-295 |
137-310 |
0-015 |
0.0% |
137-280 |
| Range |
0-055 |
0-075 |
0-020 |
36.4% |
0-200 |
| ATR |
0-116 |
0-113 |
-0-003 |
-2.5% |
0-000 |
| Volume |
775,267 |
741,740 |
-33,527 |
-4.3% |
3,425,080 |
|
| Daily Pivots for day following 30-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-193 |
138-167 |
138-031 |
|
| R3 |
138-118 |
138-092 |
138-011 |
|
| R2 |
138-043 |
138-043 |
138-004 |
|
| R1 |
138-017 |
138-017 |
137-317 |
138-030 |
| PP |
137-288 |
137-288 |
137-288 |
137-295 |
| S1 |
137-262 |
137-262 |
137-303 |
137-275 |
| S2 |
137-213 |
137-213 |
137-296 |
|
| S3 |
137-138 |
137-187 |
137-289 |
|
| S4 |
137-063 |
137-112 |
137-269 |
|
|
| 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% |
73% |
False |
False |
695,555 |
| 10 |
138-080 |
137-195 |
0-205 |
0.5% |
0-102 |
0.2% |
56% |
False |
False |
904,448 |
| 20 |
138-080 |
137-075 |
1-005 |
0.7% |
0-113 |
0.3% |
72% |
False |
False |
1,044,693 |
| 40 |
138-300 |
136-265 |
2-035 |
1.5% |
0-137 |
0.3% |
54% |
False |
False |
802,860 |
| 60 |
139-030 |
136-265 |
2-085 |
1.6% |
0-125 |
0.3% |
50% |
False |
False |
535,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-314 |
|
2.618 |
138-191 |
|
1.618 |
138-116 |
|
1.000 |
138-070 |
|
0.618 |
138-041 |
|
HIGH |
137-315 |
|
0.618 |
137-286 |
|
0.500 |
137-278 |
|
0.382 |
137-269 |
|
LOW |
137-240 |
|
0.618 |
137-194 |
|
1.000 |
137-165 |
|
1.618 |
137-119 |
|
2.618 |
137-044 |
|
4.250 |
136-241 |
|
|
| Fisher Pivots for day following 30-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
137-299 |
137-295 |
| PP |
137-288 |
137-280 |
| S1 |
137-278 |
137-265 |
|