ECBOT 30 Year Treasury Bond Future December 2020
Trading Metrics calculated at close of trading on 20-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2020 |
20-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
174-24 |
174-08 |
-0-16 |
-0.3% |
174-03 |
High |
174-27 |
174-14 |
-0-13 |
-0.2% |
176-10 |
Low |
173-30 |
173-12 |
-0-18 |
-0.3% |
174-00 |
Close |
174-16 |
173-16 |
-1-00 |
-0.6% |
174-29 |
Range |
0-29 |
1-02 |
0-05 |
17.2% |
2-10 |
ATR |
1-04 |
1-04 |
0-00 |
-0.1% |
0-00 |
Volume |
300,807 |
329,992 |
29,185 |
9.7% |
1,214,213 |
|
Daily Pivots for day following 20-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
176-31 |
176-09 |
174-03 |
|
R3 |
175-29 |
175-07 |
173-25 |
|
R2 |
174-27 |
174-27 |
173-22 |
|
R1 |
174-05 |
174-05 |
173-19 |
173-31 |
PP |
173-25 |
173-25 |
173-25 |
173-22 |
S1 |
173-03 |
173-03 |
173-13 |
172-29 |
S2 |
172-23 |
172-23 |
173-10 |
|
S3 |
171-21 |
172-01 |
173-07 |
|
S4 |
170-19 |
170-31 |
172-29 |
|
|
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 |
173-12 |
2-30 |
1.7% |
1-00 |
0.6% |
4% |
False |
True |
302,007 |
10 |
176-10 |
173-10 |
3-00 |
1.7% |
1-00 |
0.6% |
6% |
False |
False |
283,442 |
20 |
177-12 |
173-10 |
4-02 |
2.3% |
1-03 |
0.6% |
5% |
False |
False |
310,919 |
40 |
178-17 |
173-10 |
5-07 |
3.0% |
1-09 |
0.7% |
4% |
False |
False |
324,747 |
60 |
181-17 |
173-10 |
8-07 |
4.7% |
1-08 |
0.7% |
2% |
False |
False |
223,326 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
178-30 |
2.618 |
177-07 |
1.618 |
176-05 |
1.000 |
175-16 |
0.618 |
175-03 |
HIGH |
174-14 |
0.618 |
174-01 |
0.500 |
173-29 |
0.382 |
173-25 |
LOW |
173-12 |
0.618 |
172-23 |
1.000 |
172-10 |
1.618 |
171-21 |
2.618 |
170-19 |
4.250 |
168-28 |
|
|
Fisher Pivots for day following 20-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
173-29 |
174-15 |
PP |
173-25 |
174-05 |
S1 |
173-20 |
173-26 |
|