ECBOT 30 Year Treasury Bond Future December 2020
Trading Metrics calculated at close of trading on 26-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2020 |
26-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
171-31 |
172-23 |
0-24 |
0.4% |
174-24 |
High |
172-25 |
173-30 |
1-05 |
0.7% |
174-27 |
Low |
171-22 |
172-22 |
1-00 |
0.6% |
171-22 |
Close |
172-19 |
173-19 |
1-00 |
0.6% |
172-19 |
Range |
1-03 |
1-08 |
0-05 |
14.3% |
3-05 |
ATR |
1-06 |
1-06 |
0-00 |
1.0% |
0-00 |
Volume |
308,617 |
347,924 |
39,307 |
12.7% |
1,731,538 |
|
Daily Pivots for day following 26-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
177-05 |
176-20 |
174-09 |
|
R3 |
175-29 |
175-12 |
173-30 |
|
R2 |
174-21 |
174-21 |
173-26 |
|
R1 |
174-04 |
174-04 |
173-23 |
174-13 |
PP |
173-13 |
173-13 |
173-13 |
173-17 |
S1 |
172-28 |
172-28 |
173-15 |
173-05 |
S2 |
172-05 |
172-05 |
173-12 |
|
S3 |
170-29 |
171-20 |
173-08 |
|
S4 |
169-21 |
170-12 |
172-29 |
|
|
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 |
174-14 |
171-22 |
2-24 |
1.6% |
1-08 |
0.7% |
69% |
False |
False |
355,731 |
10 |
176-10 |
171-22 |
4-20 |
2.7% |
1-04 |
0.6% |
41% |
False |
False |
323,001 |
20 |
177-12 |
171-22 |
5-22 |
3.3% |
1-06 |
0.7% |
34% |
False |
False |
334,939 |
40 |
178-17 |
171-22 |
6-27 |
3.9% |
1-07 |
0.7% |
28% |
False |
False |
313,344 |
60 |
181-17 |
171-22 |
9-27 |
5.7% |
1-09 |
0.7% |
19% |
False |
False |
247,220 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
179-08 |
2.618 |
177-07 |
1.618 |
175-31 |
1.000 |
175-06 |
0.618 |
174-23 |
HIGH |
173-30 |
0.618 |
173-15 |
0.500 |
173-10 |
0.382 |
173-05 |
LOW |
172-22 |
0.618 |
171-29 |
1.000 |
171-14 |
1.618 |
170-21 |
2.618 |
169-13 |
4.250 |
167-12 |
|
|
Fisher Pivots for day following 26-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
173-16 |
173-11 |
PP |
173-13 |
173-02 |
S1 |
173-10 |
172-26 |
|