ECBOT 30 Year Treasury Bond Future December 2020
Trading Metrics calculated at close of trading on 22-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2020 |
22-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
173-21 |
172-29 |
-0-24 |
-0.4% |
174-03 |
High |
173-24 |
173-15 |
-0-09 |
-0.2% |
176-10 |
Low |
172-17 |
171-25 |
-0-24 |
-0.4% |
174-00 |
Close |
173-03 |
172-11 |
-0-24 |
-0.4% |
174-29 |
Range |
1-07 |
1-22 |
0-15 |
38.5% |
2-10 |
ATR |
1-05 |
1-06 |
0-01 |
3.4% |
0-00 |
Volume |
423,394 |
368,728 |
-54,666 |
-12.9% |
1,214,213 |
|
Daily Pivots for day following 22-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
177-19 |
176-21 |
173-09 |
|
R3 |
175-29 |
174-31 |
172-26 |
|
R2 |
174-07 |
174-07 |
172-21 |
|
R1 |
173-09 |
173-09 |
172-16 |
172-29 |
PP |
172-17 |
172-17 |
172-17 |
172-11 |
S1 |
171-19 |
171-19 |
172-06 |
171-07 |
S2 |
170-27 |
170-27 |
172-01 |
|
S3 |
169-05 |
169-29 |
171-28 |
|
S4 |
167-15 |
168-07 |
171-13 |
|
|
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 |
175-18 |
171-25 |
3-25 |
2.2% |
1-06 |
0.7% |
15% |
False |
True |
344,901 |
10 |
176-10 |
171-25 |
4-17 |
2.6% |
1-01 |
0.6% |
12% |
False |
True |
295,120 |
20 |
177-12 |
171-25 |
5-19 |
3.2% |
1-05 |
0.7% |
10% |
False |
True |
321,794 |
40 |
178-17 |
171-25 |
6-24 |
3.9% |
1-09 |
0.7% |
8% |
False |
True |
318,933 |
60 |
181-17 |
171-25 |
9-24 |
5.7% |
1-08 |
0.7% |
6% |
False |
True |
236,305 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
180-21 |
2.618 |
177-28 |
1.618 |
176-06 |
1.000 |
175-05 |
0.618 |
174-16 |
HIGH |
173-15 |
0.618 |
172-26 |
0.500 |
172-20 |
0.382 |
172-14 |
LOW |
171-25 |
0.618 |
170-24 |
1.000 |
170-03 |
1.618 |
169-02 |
2.618 |
167-12 |
4.250 |
164-20 |
|
|
Fisher Pivots for day following 22-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
172-20 |
173-04 |
PP |
172-17 |
172-27 |
S1 |
172-14 |
172-19 |
|