ECBOT 10 Year T-Note Future March 2021
| Trading Metrics calculated at close of trading on 31-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2020 |
31-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
137-285 |
137-310 |
0-025 |
0.1% |
137-240 |
| High |
137-315 |
138-035 |
0-040 |
0.1% |
138-080 |
| Low |
137-240 |
137-285 |
0-045 |
0.1% |
137-200 |
| Close |
137-310 |
138-025 |
0-035 |
0.1% |
137-280 |
| Range |
0-075 |
0-070 |
-0-005 |
-6.7% |
0-200 |
| ATR |
0-113 |
0-110 |
-0-003 |
-2.7% |
0-000 |
| Volume |
741,740 |
852,085 |
110,345 |
14.9% |
3,425,080 |
|
| Daily Pivots for day following 31-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-218 |
138-192 |
138-064 |
|
| R3 |
138-148 |
138-122 |
138-044 |
|
| R2 |
138-078 |
138-078 |
138-038 |
|
| R1 |
138-052 |
138-052 |
138-031 |
138-065 |
| PP |
138-008 |
138-008 |
138-008 |
138-015 |
| S1 |
137-302 |
137-302 |
138-019 |
137-315 |
| S2 |
137-258 |
137-258 |
138-012 |
|
| S3 |
137-188 |
137-232 |
138-006 |
|
| S4 |
137-118 |
137-162 |
137-306 |
|
|
| 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 |
138-035 |
137-215 |
0-140 |
0.3% |
0-073 |
0.2% |
93% |
True |
False |
647,159 |
| 10 |
138-080 |
137-200 |
0-200 |
0.5% |
0-096 |
0.2% |
73% |
False |
False |
848,101 |
| 20 |
138-080 |
137-075 |
1-005 |
0.7% |
0-110 |
0.3% |
83% |
False |
False |
1,012,108 |
| 40 |
138-300 |
136-265 |
2-035 |
1.5% |
0-136 |
0.3% |
59% |
False |
False |
824,024 |
| 60 |
139-030 |
136-265 |
2-085 |
1.6% |
0-124 |
0.3% |
55% |
False |
False |
550,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-012 |
|
2.618 |
138-218 |
|
1.618 |
138-148 |
|
1.000 |
138-105 |
|
0.618 |
138-078 |
|
HIGH |
138-035 |
|
0.618 |
138-008 |
|
0.500 |
138-000 |
|
0.382 |
137-312 |
|
LOW |
137-285 |
|
0.618 |
137-242 |
|
1.000 |
137-215 |
|
1.618 |
137-172 |
|
2.618 |
137-102 |
|
4.250 |
136-308 |
|
|
| Fisher Pivots for day following 31-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
138-017 |
138-009 |
| PP |
138-008 |
137-313 |
| S1 |
138-000 |
137-298 |
|