ECBOT 30 Year Treasury Bond Future December 2020
Trading Metrics calculated at close of trading on 09-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2020 |
09-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
174-24 |
173-01 |
-1-23 |
-1.0% |
172-05 |
High |
174-31 |
173-24 |
-1-07 |
-0.7% |
175-27 |
Low |
172-29 |
169-29 |
-3-00 |
-1.7% |
170-07 |
Close |
173-10 |
170-06 |
-3-04 |
-1.8% |
173-10 |
Range |
2-02 |
3-27 |
1-25 |
86.4% |
5-20 |
ATR |
1-18 |
1-24 |
0-05 |
10.3% |
0-00 |
Volume |
372,348 |
646,818 |
274,470 |
73.7% |
2,335,807 |
|
Daily Pivots for day following 09-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
182-26 |
180-11 |
172-10 |
|
R3 |
178-31 |
176-16 |
171-08 |
|
R2 |
175-04 |
175-04 |
170-29 |
|
R1 |
172-21 |
172-21 |
170-17 |
171-31 |
PP |
171-09 |
171-09 |
171-09 |
170-30 |
S1 |
168-26 |
168-26 |
169-27 |
168-04 |
S2 |
167-14 |
167-14 |
169-15 |
|
S3 |
163-19 |
164-31 |
169-04 |
|
S4 |
159-24 |
161-04 |
168-02 |
|
|
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 |
169-29 |
5-30 |
3.5% |
2-27 |
1.7% |
5% |
False |
True |
528,112 |
10 |
175-27 |
169-29 |
5-30 |
3.5% |
2-02 |
1.2% |
5% |
False |
True |
470,602 |
20 |
176-10 |
169-29 |
6-13 |
3.8% |
1-19 |
0.9% |
4% |
False |
True |
396,801 |
40 |
177-14 |
169-29 |
7-17 |
4.4% |
1-11 |
0.8% |
4% |
False |
True |
350,276 |
60 |
178-17 |
169-29 |
8-20 |
5.1% |
1-12 |
0.8% |
3% |
False |
True |
325,106 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
190-03 |
2.618 |
183-26 |
1.618 |
179-31 |
1.000 |
177-19 |
0.618 |
176-04 |
HIGH |
173-24 |
0.618 |
172-09 |
0.500 |
171-27 |
0.382 |
171-12 |
LOW |
169-29 |
0.618 |
167-17 |
1.000 |
166-02 |
1.618 |
163-22 |
2.618 |
159-27 |
4.250 |
153-18 |
|
|
Fisher Pivots for day following 09-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
171-27 |
172-28 |
PP |
171-09 |
171-31 |
S1 |
170-24 |
171-03 |
|