ECBOT 30 Year Treasury Bond Future December 2020
Trading Metrics calculated at close of trading on 16-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2020 |
16-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
175-08 |
175-03 |
-0-05 |
-0.1% |
174-03 |
High |
176-10 |
175-18 |
-0-24 |
-0.4% |
176-10 |
Low |
175-00 |
174-16 |
-0-16 |
-0.3% |
174-00 |
Close |
175-08 |
174-29 |
-0-11 |
-0.2% |
174-29 |
Range |
1-10 |
1-02 |
-0-08 |
-19.0% |
2-10 |
ATR |
1-05 |
1-05 |
0-00 |
-0.6% |
0-00 |
Volume |
331,640 |
301,587 |
-30,053 |
-9.1% |
1,214,213 |
|
Daily Pivots for day following 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
178-06 |
177-19 |
175-16 |
|
R3 |
177-04 |
176-17 |
175-06 |
|
R2 |
176-02 |
176-02 |
175-03 |
|
R1 |
175-15 |
175-15 |
175-00 |
175-08 |
PP |
175-00 |
175-00 |
175-00 |
174-28 |
S1 |
174-13 |
174-13 |
174-26 |
174-06 |
S2 |
173-30 |
173-30 |
174-23 |
|
S3 |
172-28 |
173-11 |
174-20 |
|
S4 |
171-26 |
172-09 |
174-10 |
|
|
Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
182-00 |
180-25 |
176-06 |
|
R3 |
179-22 |
178-15 |
175-17 |
|
R2 |
177-12 |
177-12 |
175-11 |
|
R1 |
176-05 |
176-05 |
175-04 |
176-25 |
PP |
175-02 |
175-02 |
175-02 |
175-12 |
S1 |
173-27 |
173-27 |
174-22 |
174-15 |
S2 |
172-24 |
172-24 |
174-15 |
|
S3 |
170-14 |
171-17 |
174-09 |
|
S4 |
168-04 |
169-07 |
173-20 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
176-10 |
174-00 |
2-10 |
1.3% |
0-29 |
0.5% |
39% |
False |
False |
242,842 |
10 |
176-10 |
173-10 |
3-00 |
1.7% |
1-06 |
0.7% |
53% |
False |
False |
306,605 |
20 |
177-12 |
173-10 |
4-02 |
2.3% |
1-02 |
0.6% |
39% |
False |
False |
305,424 |
40 |
178-17 |
173-10 |
5-07 |
3.0% |
1-08 |
0.7% |
31% |
False |
False |
316,080 |
60 |
181-17 |
173-10 |
8-07 |
4.7% |
1-08 |
0.7% |
19% |
False |
False |
212,819 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
180-02 |
2.618 |
178-11 |
1.618 |
177-09 |
1.000 |
176-20 |
0.618 |
176-07 |
HIGH |
175-18 |
0.618 |
175-05 |
0.500 |
175-01 |
0.382 |
174-29 |
LOW |
174-16 |
0.618 |
173-27 |
1.000 |
173-14 |
1.618 |
172-25 |
2.618 |
171-23 |
4.250 |
170-00 |
|
|
Fisher Pivots for day following 16-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
175-01 |
175-13 |
PP |
175-00 |
175-08 |
S1 |
174-30 |
175-02 |
|