ECBOT 30 Year Treasury Bond Future December 2020
Trading Metrics calculated at close of trading on 03-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2020 |
03-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
172-05 |
172-26 |
0-21 |
0.4% |
172-23 |
High |
173-06 |
172-28 |
-0-10 |
-0.2% |
174-29 |
Low |
171-31 |
171-13 |
-0-18 |
-0.3% |
172-00 |
Close |
172-24 |
172-01 |
-0-23 |
-0.4% |
172-15 |
Range |
1-07 |
1-15 |
0-08 |
20.5% |
2-29 |
ATR |
1-07 |
1-08 |
0-01 |
1.4% |
0-00 |
Volume |
342,064 |
348,831 |
6,767 |
2.0% |
2,071,322 |
|
Daily Pivots for day following 03-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
176-16 |
175-24 |
172-27 |
|
R3 |
175-01 |
174-09 |
172-14 |
|
R2 |
173-18 |
173-18 |
172-10 |
|
R1 |
172-26 |
172-26 |
172-05 |
172-15 |
PP |
172-03 |
172-03 |
172-03 |
171-30 |
S1 |
171-11 |
171-11 |
171-29 |
171-00 |
S2 |
170-20 |
170-20 |
171-24 |
|
S3 |
169-05 |
169-28 |
171-20 |
|
S4 |
167-22 |
168-13 |
171-07 |
|
|
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 |
171-13 |
3-16 |
2.0% |
1-13 |
0.8% |
18% |
False |
True |
427,845 |
10 |
174-29 |
171-13 |
3-16 |
2.0% |
1-11 |
0.8% |
18% |
False |
True |
386,295 |
20 |
176-10 |
171-13 |
4-29 |
2.9% |
1-05 |
0.7% |
13% |
False |
True |
334,869 |
40 |
177-14 |
171-13 |
6-01 |
3.5% |
1-04 |
0.7% |
10% |
False |
True |
319,731 |
60 |
179-20 |
171-13 |
8-07 |
4.8% |
1-09 |
0.7% |
8% |
False |
True |
287,185 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
179-04 |
2.618 |
176-23 |
1.618 |
175-08 |
1.000 |
174-11 |
0.618 |
173-25 |
HIGH |
172-28 |
0.618 |
172-10 |
0.500 |
172-05 |
0.382 |
171-31 |
LOW |
171-13 |
0.618 |
170-16 |
1.000 |
169-30 |
1.618 |
169-01 |
2.618 |
167-18 |
4.250 |
165-05 |
|
|
Fisher Pivots for day following 03-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
172-05 |
172-16 |
PP |
172-03 |
172-11 |
S1 |
172-02 |
172-06 |
|