ECBOT 30 Year Treasury Bond Future December 2020
| Trading Metrics calculated at close of trading on 04-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2020 |
04-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
172-26 |
171-05 |
-1-21 |
-1.0% |
172-23 |
| High |
172-28 |
175-03 |
2-07 |
1.3% |
174-29 |
| Low |
171-13 |
170-07 |
-1-06 |
-0.7% |
172-00 |
| Close |
172-01 |
174-14 |
2-13 |
1.4% |
172-15 |
| Range |
1-15 |
4-28 |
3-13 |
231.9% |
2-29 |
| ATR |
1-08 |
1-16 |
0-08 |
20.7% |
0-00 |
| Volume |
348,831 |
836,457 |
487,626 |
139.8% |
2,071,322 |
|
| Daily Pivots for day following 04-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
187-28 |
186-01 |
177-04 |
|
| R3 |
183-00 |
181-05 |
175-25 |
|
| R2 |
178-04 |
178-04 |
175-11 |
|
| R1 |
176-09 |
176-09 |
174-28 |
177-07 |
| PP |
173-08 |
173-08 |
173-08 |
173-23 |
| S1 |
171-13 |
171-13 |
174-00 |
172-11 |
| S2 |
168-12 |
168-12 |
173-17 |
|
| S3 |
163-16 |
166-17 |
173-03 |
|
| S4 |
158-20 |
161-21 |
171-24 |
|
|
| 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 |
175-03 |
170-07 |
4-28 |
2.8% |
2-06 |
1.3% |
87% |
True |
True |
518,508 |
| 10 |
175-03 |
170-07 |
4-28 |
2.8% |
1-22 |
1.0% |
87% |
True |
True |
427,601 |
| 20 |
176-10 |
170-07 |
6-03 |
3.5% |
1-10 |
0.8% |
69% |
False |
True |
358,616 |
| 40 |
177-14 |
170-07 |
7-07 |
4.1% |
1-07 |
0.7% |
58% |
False |
True |
333,077 |
| 60 |
178-17 |
170-07 |
8-10 |
4.8% |
1-11 |
0.8% |
51% |
False |
True |
301,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
195-26 |
|
2.618 |
187-27 |
|
1.618 |
182-31 |
|
1.000 |
179-31 |
|
0.618 |
178-03 |
|
HIGH |
175-03 |
|
0.618 |
173-07 |
|
0.500 |
172-21 |
|
0.382 |
172-03 |
|
LOW |
170-07 |
|
0.618 |
167-07 |
|
1.000 |
165-11 |
|
1.618 |
162-11 |
|
2.618 |
157-15 |
|
4.250 |
149-16 |
|
|
| Fisher Pivots for day following 04-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
173-27 |
173-27 |
| PP |
173-08 |
173-08 |
| S1 |
172-21 |
172-21 |
|