ECBOT 30 Year Treasury Bond Future December 2020
Trading Metrics calculated at close of trading on 06-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2020 |
06-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
174-20 |
174-24 |
0-04 |
0.1% |
172-05 |
High |
175-27 |
174-31 |
-0-28 |
-0.5% |
175-27 |
Low |
173-30 |
172-29 |
-1-01 |
-0.6% |
170-07 |
Close |
174-11 |
173-10 |
-1-01 |
-0.6% |
173-10 |
Range |
1-29 |
2-02 |
0-05 |
8.2% |
5-20 |
ATR |
1-17 |
1-18 |
0-01 |
2.4% |
0-00 |
Volume |
436,107 |
372,348 |
-63,759 |
-14.6% |
2,335,807 |
|
Daily Pivots for day following 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
179-29 |
178-22 |
174-14 |
|
R3 |
177-27 |
176-20 |
173-28 |
|
R2 |
175-25 |
175-25 |
173-22 |
|
R1 |
174-18 |
174-18 |
173-16 |
174-05 |
PP |
173-23 |
173-23 |
173-23 |
173-17 |
S1 |
172-16 |
172-16 |
173-04 |
172-03 |
S2 |
171-21 |
171-21 |
172-30 |
|
S3 |
169-19 |
170-14 |
172-24 |
|
S4 |
167-17 |
168-12 |
172-06 |
|
|
Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
190-00 |
187-09 |
176-13 |
|
R3 |
184-12 |
181-21 |
174-28 |
|
R2 |
178-24 |
178-24 |
174-11 |
|
R1 |
176-01 |
176-01 |
173-26 |
177-13 |
PP |
173-04 |
173-04 |
173-04 |
173-26 |
S1 |
170-13 |
170-13 |
172-26 |
171-25 |
S2 |
167-16 |
167-16 |
172-09 |
|
S3 |
161-28 |
164-25 |
171-24 |
|
S4 |
156-08 |
159-05 |
170-07 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
175-27 |
170-07 |
5-20 |
3.2% |
2-10 |
1.3% |
55% |
False |
False |
467,161 |
10 |
175-27 |
170-07 |
5-20 |
3.2% |
1-26 |
1.0% |
55% |
False |
False |
440,712 |
20 |
176-10 |
170-07 |
6-03 |
3.5% |
1-14 |
0.8% |
51% |
False |
False |
367,644 |
40 |
177-14 |
170-07 |
7-07 |
4.2% |
1-09 |
0.7% |
43% |
False |
False |
338,894 |
60 |
178-17 |
170-07 |
8-10 |
4.8% |
1-11 |
0.8% |
37% |
False |
False |
314,388 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
183-24 |
2.618 |
180-12 |
1.618 |
178-10 |
1.000 |
177-01 |
0.618 |
176-08 |
HIGH |
174-31 |
0.618 |
174-06 |
0.500 |
173-30 |
0.382 |
173-22 |
LOW |
172-29 |
0.618 |
171-20 |
1.000 |
170-27 |
1.618 |
169-18 |
2.618 |
167-16 |
4.250 |
164-05 |
|
|
Fisher Pivots for day following 06-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
173-30 |
173-07 |
PP |
173-23 |
173-04 |
S1 |
173-17 |
173-01 |
|