ECBOT 30 Year Treasury Bond Future December 2020
Trading Metrics calculated at close of trading on 19-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2020 |
19-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
175-03 |
174-24 |
-0-11 |
-0.2% |
174-03 |
High |
175-18 |
174-27 |
-0-23 |
-0.4% |
176-10 |
Low |
174-16 |
173-30 |
-0-18 |
-0.3% |
174-00 |
Close |
174-29 |
174-16 |
-0-13 |
-0.2% |
174-29 |
Range |
1-02 |
0-29 |
-0-05 |
-14.7% |
2-10 |
ATR |
1-05 |
1-04 |
0-00 |
-1.1% |
0-00 |
Volume |
301,587 |
300,807 |
-780 |
-0.3% |
1,214,213 |
|
Daily Pivots for day following 19-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
177-05 |
176-23 |
175-00 |
|
R3 |
176-08 |
175-26 |
174-24 |
|
R2 |
175-11 |
175-11 |
174-21 |
|
R1 |
174-29 |
174-29 |
174-19 |
174-22 |
PP |
174-14 |
174-14 |
174-14 |
174-10 |
S1 |
174-00 |
174-00 |
174-13 |
173-24 |
S2 |
173-17 |
173-17 |
174-11 |
|
S3 |
172-20 |
173-03 |
174-08 |
|
S4 |
171-23 |
172-06 |
174-00 |
|
|
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 |
173-30 |
2-12 |
1.4% |
1-00 |
0.6% |
24% |
False |
True |
290,271 |
10 |
176-10 |
173-10 |
3-00 |
1.7% |
1-02 |
0.6% |
40% |
False |
False |
300,072 |
20 |
177-12 |
173-10 |
4-02 |
2.3% |
1-02 |
0.6% |
29% |
False |
False |
305,973 |
40 |
178-17 |
173-10 |
5-07 |
3.0% |
1-08 |
0.7% |
23% |
False |
False |
321,411 |
60 |
181-17 |
173-10 |
8-07 |
4.7% |
1-08 |
0.7% |
14% |
False |
False |
217,829 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
178-22 |
2.618 |
177-07 |
1.618 |
176-10 |
1.000 |
175-24 |
0.618 |
175-13 |
HIGH |
174-27 |
0.618 |
174-16 |
0.500 |
174-13 |
0.382 |
174-09 |
LOW |
173-30 |
0.618 |
173-12 |
1.000 |
173-01 |
1.618 |
172-15 |
2.618 |
171-18 |
4.250 |
170-03 |
|
|
Fisher Pivots for day following 19-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
174-15 |
175-04 |
PP |
174-14 |
174-29 |
S1 |
174-13 |
174-23 |
|