ECBOT 30 Year Treasury Bond Future December 2020
Trading Metrics calculated at close of trading on 29-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2020 |
29-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
174-12 |
174-08 |
-0-04 |
-0.1% |
174-24 |
High |
174-29 |
174-13 |
-0-16 |
-0.3% |
174-27 |
Low |
173-30 |
172-20 |
-1-10 |
-0.8% |
171-22 |
Close |
174-01 |
172-27 |
-1-06 |
-0.7% |
172-19 |
Range |
0-31 |
1-25 |
0-26 |
83.9% |
3-05 |
ATR |
1-05 |
1-07 |
0-01 |
3.8% |
0-00 |
Volume |
383,142 |
484,603 |
101,461 |
26.5% |
1,731,538 |
|
Daily Pivots for day following 29-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
178-20 |
177-17 |
173-26 |
|
R3 |
176-27 |
175-24 |
173-11 |
|
R2 |
175-02 |
175-02 |
173-05 |
|
R1 |
173-31 |
173-31 |
173-00 |
173-20 |
PP |
173-09 |
173-09 |
173-09 |
173-04 |
S1 |
172-06 |
172-06 |
172-22 |
171-27 |
S2 |
171-16 |
171-16 |
172-17 |
|
S3 |
169-23 |
170-13 |
172-11 |
|
S4 |
167-30 |
168-20 |
171-28 |
|
|
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 |
1.9% |
1-07 |
0.7% |
36% |
False |
False |
359,870 |
10 |
175-18 |
171-22 |
3-28 |
2.2% |
1-07 |
0.7% |
30% |
False |
False |
352,385 |
20 |
177-00 |
171-22 |
5-10 |
3.1% |
1-07 |
0.7% |
22% |
False |
False |
334,737 |
40 |
178-17 |
171-22 |
6-27 |
4.0% |
1-06 |
0.7% |
17% |
False |
False |
314,276 |
60 |
181-17 |
171-22 |
9-27 |
5.7% |
1-09 |
0.7% |
12% |
False |
False |
266,067 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
181-31 |
2.618 |
179-02 |
1.618 |
177-09 |
1.000 |
176-06 |
0.618 |
175-16 |
HIGH |
174-13 |
0.618 |
173-23 |
0.500 |
173-17 |
0.382 |
173-10 |
LOW |
172-20 |
0.618 |
171-17 |
1.000 |
170-27 |
1.618 |
169-24 |
2.618 |
167-31 |
4.250 |
165-02 |
|
|
Fisher Pivots for day following 29-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
173-17 |
173-25 |
PP |
173-09 |
173-15 |
S1 |
173-02 |
173-05 |
|