ECBOT 30 Year Treasury Bond Future December 2020
Trading Metrics calculated at close of trading on 28-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2020 |
28-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
173-17 |
174-12 |
0-27 |
0.5% |
174-24 |
High |
174-13 |
174-29 |
0-16 |
0.3% |
174-27 |
Low |
173-12 |
173-30 |
0-18 |
0.3% |
171-22 |
Close |
174-03 |
174-01 |
-0-02 |
0.0% |
172-19 |
Range |
1-01 |
0-31 |
-0-02 |
-6.1% |
3-05 |
ATR |
1-06 |
1-05 |
0-00 |
-1.3% |
0-00 |
Volume |
275,064 |
383,142 |
108,078 |
39.3% |
1,731,538 |
|
Daily Pivots for day following 28-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
177-06 |
176-19 |
174-18 |
|
R3 |
176-07 |
175-20 |
174-10 |
|
R2 |
175-08 |
175-08 |
174-07 |
|
R1 |
174-21 |
174-21 |
174-04 |
174-15 |
PP |
174-09 |
174-09 |
174-09 |
174-07 |
S1 |
173-22 |
173-22 |
173-30 |
173-16 |
S2 |
173-10 |
173-10 |
173-27 |
|
S3 |
172-11 |
172-23 |
173-24 |
|
S4 |
171-12 |
171-24 |
173-16 |
|
|
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 |
174-29 |
171-22 |
3-07 |
1.8% |
1-07 |
0.7% |
73% |
True |
False |
336,695 |
10 |
176-10 |
171-22 |
4-20 |
2.7% |
1-05 |
0.7% |
51% |
False |
False |
337,089 |
20 |
177-00 |
171-22 |
5-10 |
3.1% |
1-06 |
0.7% |
44% |
False |
False |
330,100 |
40 |
178-17 |
171-22 |
6-27 |
3.9% |
1-06 |
0.7% |
34% |
False |
False |
309,858 |
60 |
181-17 |
171-22 |
9-27 |
5.7% |
1-09 |
0.7% |
24% |
False |
False |
258,002 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
179-01 |
2.618 |
177-14 |
1.618 |
176-15 |
1.000 |
175-28 |
0.618 |
175-16 |
HIGH |
174-29 |
0.618 |
174-17 |
0.500 |
174-14 |
0.382 |
174-10 |
LOW |
173-30 |
0.618 |
173-11 |
1.000 |
172-31 |
1.618 |
172-12 |
2.618 |
171-13 |
4.250 |
169-26 |
|
|
Fisher Pivots for day following 28-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
174-14 |
173-31 |
PP |
174-09 |
173-28 |
S1 |
174-05 |
173-26 |
|