ECBOT 30 Year Treasury Bond Future December 2020
| Trading Metrics calculated at close of trading on 30-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2020 |
30-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
174-08 |
173-07 |
-1-01 |
-0.6% |
172-23 |
| High |
174-13 |
173-19 |
-0-26 |
-0.5% |
174-29 |
| Low |
172-20 |
172-00 |
-0-20 |
-0.4% |
172-00 |
| Close |
172-27 |
172-15 |
-0-12 |
-0.2% |
172-15 |
| Range |
1-25 |
1-19 |
-0-06 |
-10.5% |
2-29 |
| ATR |
1-07 |
1-07 |
0-01 |
2.3% |
0-00 |
| Volume |
484,603 |
580,589 |
95,986 |
19.8% |
2,071,322 |
|
| Daily Pivots for day following 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
177-15 |
176-18 |
173-11 |
|
| R3 |
175-28 |
174-31 |
172-29 |
|
| R2 |
174-09 |
174-09 |
172-24 |
|
| R1 |
173-12 |
173-12 |
172-20 |
173-01 |
| PP |
172-22 |
172-22 |
172-22 |
172-17 |
| S1 |
171-25 |
171-25 |
172-10 |
171-14 |
| S2 |
171-03 |
171-03 |
172-06 |
|
| S3 |
169-16 |
170-06 |
172-01 |
|
| S4 |
167-29 |
168-19 |
171-19 |
|
|
| Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
181-27 |
180-02 |
174-02 |
|
| R3 |
178-30 |
177-05 |
173-09 |
|
| R2 |
176-01 |
176-01 |
173-00 |
|
| R1 |
174-08 |
174-08 |
172-24 |
173-22 |
| PP |
173-04 |
173-04 |
173-04 |
172-27 |
| S1 |
171-11 |
171-11 |
172-06 |
170-25 |
| S2 |
170-07 |
170-07 |
171-30 |
|
| S3 |
167-10 |
168-14 |
171-21 |
|
| S4 |
164-13 |
165-17 |
170-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
174-29 |
172-00 |
2-29 |
1.7% |
1-10 |
0.8% |
16% |
False |
True |
414,264 |
| 10 |
174-29 |
171-22 |
3-07 |
1.9% |
1-08 |
0.7% |
24% |
False |
False |
380,286 |
| 20 |
176-10 |
171-22 |
4-20 |
2.7% |
1-07 |
0.7% |
17% |
False |
False |
343,445 |
| 40 |
177-24 |
171-22 |
6-02 |
3.5% |
1-06 |
0.7% |
13% |
False |
False |
320,247 |
| 60 |
181-05 |
171-22 |
9-15 |
5.5% |
1-09 |
0.7% |
8% |
False |
False |
275,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
180-12 |
|
2.618 |
177-25 |
|
1.618 |
176-06 |
|
1.000 |
175-06 |
|
0.618 |
174-19 |
|
HIGH |
173-19 |
|
0.618 |
173-00 |
|
0.500 |
172-26 |
|
0.382 |
172-19 |
|
LOW |
172-00 |
|
0.618 |
171-00 |
|
1.000 |
170-13 |
|
1.618 |
169-13 |
|
2.618 |
167-26 |
|
4.250 |
165-07 |
|
|
| Fisher Pivots for day following 30-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
172-26 |
173-15 |
| PP |
172-22 |
173-04 |
| S1 |
172-19 |
172-26 |
|