ECBOT 30 Year Treasury Bond Future December 2020
Trading Metrics calculated at close of trading on 21-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2020 |
21-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
174-08 |
173-21 |
-0-19 |
-0.3% |
174-03 |
High |
174-14 |
173-24 |
-0-22 |
-0.4% |
176-10 |
Low |
173-12 |
172-17 |
-0-27 |
-0.5% |
174-00 |
Close |
173-16 |
173-03 |
-0-13 |
-0.2% |
174-29 |
Range |
1-02 |
1-07 |
0-05 |
14.7% |
2-10 |
ATR |
1-04 |
1-05 |
0-00 |
0.5% |
0-00 |
Volume |
329,992 |
423,394 |
93,402 |
28.3% |
1,214,213 |
|
Daily Pivots for day following 21-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
176-25 |
176-05 |
173-24 |
|
R3 |
175-18 |
174-30 |
173-14 |
|
R2 |
174-11 |
174-11 |
173-10 |
|
R1 |
173-23 |
173-23 |
173-07 |
173-14 |
PP |
173-04 |
173-04 |
173-04 |
172-31 |
S1 |
172-16 |
172-16 |
172-31 |
172-07 |
S2 |
171-29 |
171-29 |
172-28 |
|
S3 |
170-22 |
171-09 |
172-24 |
|
S4 |
169-15 |
170-02 |
172-14 |
|
|
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 |
172-17 |
3-25 |
2.2% |
1-04 |
0.6% |
15% |
False |
True |
337,484 |
10 |
176-10 |
172-17 |
3-25 |
2.2% |
0-30 |
0.5% |
15% |
False |
True |
289,630 |
20 |
177-12 |
172-17 |
4-27 |
2.8% |
1-03 |
0.6% |
12% |
False |
True |
318,355 |
40 |
178-17 |
172-17 |
6-00 |
3.5% |
1-08 |
0.7% |
9% |
False |
True |
322,574 |
60 |
181-17 |
172-17 |
9-00 |
5.2% |
1-08 |
0.7% |
6% |
False |
True |
230,162 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
178-30 |
2.618 |
176-30 |
1.618 |
175-23 |
1.000 |
174-31 |
0.618 |
174-16 |
HIGH |
173-24 |
0.618 |
173-09 |
0.500 |
173-05 |
0.382 |
173-00 |
LOW |
172-17 |
0.618 |
171-25 |
1.000 |
171-10 |
1.618 |
170-18 |
2.618 |
169-11 |
4.250 |
167-11 |
|
|
Fisher Pivots for day following 21-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
173-05 |
173-22 |
PP |
173-04 |
173-16 |
S1 |
173-04 |
173-09 |
|