ECBOT 30 Year Treasury Bond Future December 2020
| Trading Metrics calculated at close of trading on 23-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2020 |
23-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
172-29 |
171-31 |
-0-30 |
-0.5% |
174-24 |
| High |
173-15 |
172-25 |
-0-22 |
-0.4% |
174-27 |
| Low |
171-25 |
171-22 |
-0-03 |
-0.1% |
171-22 |
| Close |
172-11 |
172-19 |
0-08 |
0.1% |
172-19 |
| Range |
1-22 |
1-03 |
-0-19 |
-35.2% |
3-05 |
| ATR |
1-06 |
1-06 |
0-00 |
-0.5% |
0-00 |
| Volume |
368,728 |
308,617 |
-60,111 |
-16.3% |
1,731,538 |
|
| Daily Pivots for day following 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
175-20 |
175-07 |
173-06 |
|
| R3 |
174-17 |
174-04 |
172-29 |
|
| R2 |
173-14 |
173-14 |
172-25 |
|
| R1 |
173-01 |
173-01 |
172-22 |
173-08 |
| PP |
172-11 |
172-11 |
172-11 |
172-15 |
| S1 |
171-30 |
171-30 |
172-16 |
172-05 |
| S2 |
171-08 |
171-08 |
172-13 |
|
| S3 |
170-05 |
170-27 |
172-09 |
|
| S4 |
169-02 |
169-24 |
172-00 |
|
|
| Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
182-16 |
180-23 |
174-11 |
|
| R3 |
179-11 |
177-18 |
173-15 |
|
| R2 |
176-06 |
176-06 |
173-06 |
|
| R1 |
174-13 |
174-13 |
172-28 |
173-23 |
| PP |
173-01 |
173-01 |
173-01 |
172-23 |
| S1 |
171-08 |
171-08 |
172-10 |
170-18 |
| S2 |
169-28 |
169-28 |
172-00 |
|
| S3 |
166-23 |
168-03 |
171-23 |
|
| S4 |
163-18 |
164-30 |
170-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
174-27 |
171-22 |
3-05 |
1.8% |
1-06 |
0.7% |
29% |
False |
True |
346,307 |
| 10 |
176-10 |
171-22 |
4-20 |
2.7% |
1-01 |
0.6% |
20% |
False |
True |
294,575 |
| 20 |
177-12 |
171-22 |
5-22 |
3.3% |
1-05 |
0.7% |
16% |
False |
True |
326,115 |
| 40 |
178-17 |
171-22 |
6-27 |
4.0% |
1-07 |
0.7% |
13% |
False |
True |
312,775 |
| 60 |
181-17 |
171-22 |
9-27 |
5.7% |
1-09 |
0.7% |
9% |
False |
True |
241,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
177-14 |
|
2.618 |
175-21 |
|
1.618 |
174-18 |
|
1.000 |
173-28 |
|
0.618 |
173-15 |
|
HIGH |
172-25 |
|
0.618 |
172-12 |
|
0.500 |
172-08 |
|
0.382 |
172-03 |
|
LOW |
171-22 |
|
0.618 |
171-00 |
|
1.000 |
170-19 |
|
1.618 |
169-29 |
|
2.618 |
168-26 |
|
4.250 |
167-01 |
|
|
| Fisher Pivots for day following 23-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
172-15 |
172-23 |
| PP |
172-11 |
172-22 |
| S1 |
172-08 |
172-20 |
|