ECBOT 30 Year Treasury Bond Future December 2020
Trading Metrics calculated at close of trading on 15-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2020 |
15-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
175-05 |
175-08 |
0-03 |
0.1% |
175-22 |
High |
175-22 |
176-10 |
0-20 |
0.4% |
175-25 |
Low |
175-01 |
175-00 |
-0-01 |
0.0% |
173-10 |
Close |
175-12 |
175-08 |
-0-04 |
-0.1% |
174-01 |
Range |
0-21 |
1-10 |
0-21 |
100.0% |
2-15 |
ATR |
1-05 |
1-05 |
0-00 |
1.0% |
0-00 |
Volume |
246,009 |
331,640 |
85,631 |
34.8% |
1,851,837 |
|
Daily Pivots for day following 15-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
179-15 |
178-21 |
175-31 |
|
R3 |
178-05 |
177-11 |
175-20 |
|
R2 |
176-27 |
176-27 |
175-16 |
|
R1 |
176-01 |
176-01 |
175-12 |
175-29 |
PP |
175-17 |
175-17 |
175-17 |
175-14 |
S1 |
174-23 |
174-23 |
175-04 |
174-19 |
S2 |
174-07 |
174-07 |
175-00 |
|
S3 |
172-29 |
173-13 |
174-28 |
|
S4 |
171-19 |
172-03 |
174-17 |
|
|
Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
181-25 |
180-12 |
175-12 |
|
R3 |
179-10 |
177-29 |
174-23 |
|
R2 |
176-27 |
176-27 |
174-15 |
|
R1 |
175-14 |
175-14 |
174-08 |
174-29 |
PP |
174-12 |
174-12 |
174-12 |
174-04 |
S1 |
172-31 |
172-31 |
173-26 |
172-14 |
S2 |
171-29 |
171-29 |
173-19 |
|
S3 |
169-14 |
170-16 |
173-11 |
|
S4 |
166-31 |
168-01 |
172-22 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
176-10 |
173-11 |
2-31 |
1.7% |
0-28 |
0.5% |
64% |
True |
False |
245,338 |
10 |
177-00 |
173-10 |
3-22 |
2.1% |
1-07 |
0.7% |
53% |
False |
False |
317,088 |
20 |
177-12 |
173-10 |
4-02 |
2.3% |
1-02 |
0.6% |
48% |
False |
False |
301,733 |
40 |
178-17 |
173-10 |
5-07 |
3.0% |
1-09 |
0.7% |
37% |
False |
False |
309,609 |
60 |
181-17 |
173-10 |
8-07 |
4.7% |
1-08 |
0.7% |
24% |
False |
False |
207,793 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
181-28 |
2.618 |
179-24 |
1.618 |
178-14 |
1.000 |
177-20 |
0.618 |
177-04 |
HIGH |
176-10 |
0.618 |
175-26 |
0.500 |
175-21 |
0.382 |
175-16 |
LOW |
175-00 |
0.618 |
174-06 |
1.000 |
173-22 |
1.618 |
172-28 |
2.618 |
171-18 |
4.250 |
169-14 |
|
|
Fisher Pivots for day following 15-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
175-21 |
175-09 |
PP |
175-17 |
175-09 |
S1 |
175-12 |
175-08 |
|