ECBOT 30 Year Treasury Bond Future December 2020
Trading Metrics calculated at close of trading on 10-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2020 |
10-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
173-01 |
171-00 |
-2-01 |
-1.2% |
172-05 |
High |
173-24 |
171-14 |
-2-10 |
-1.3% |
175-27 |
Low |
169-29 |
169-30 |
0-01 |
0.0% |
170-07 |
Close |
170-06 |
170-00 |
-0-06 |
-0.1% |
173-10 |
Range |
3-27 |
1-16 |
-2-11 |
-61.0% |
5-20 |
ATR |
1-24 |
1-23 |
-0-01 |
-1.0% |
0-00 |
Volume |
646,818 |
451,239 |
-195,579 |
-30.2% |
2,335,807 |
|
Daily Pivots for day following 10-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
174-31 |
173-31 |
170-26 |
|
R3 |
173-15 |
172-15 |
170-13 |
|
R2 |
171-31 |
171-31 |
170-09 |
|
R1 |
170-31 |
170-31 |
170-04 |
170-23 |
PP |
170-15 |
170-15 |
170-15 |
170-10 |
S1 |
169-15 |
169-15 |
169-28 |
169-07 |
S2 |
168-31 |
168-31 |
169-23 |
|
S3 |
167-15 |
167-31 |
169-19 |
|
S4 |
165-31 |
166-15 |
169-06 |
|
|
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 |
169-29 |
5-30 |
3.5% |
2-27 |
1.7% |
2% |
False |
False |
548,593 |
10 |
175-27 |
169-29 |
5-30 |
3.5% |
2-04 |
1.2% |
2% |
False |
False |
488,219 |
20 |
176-10 |
169-29 |
6-13 |
3.8% |
1-20 |
1.0% |
1% |
False |
False |
405,798 |
40 |
177-14 |
169-29 |
7-17 |
4.4% |
1-12 |
0.8% |
1% |
False |
False |
354,678 |
60 |
178-17 |
169-29 |
8-20 |
5.1% |
1-13 |
0.8% |
1% |
False |
False |
332,557 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
177-26 |
2.618 |
175-12 |
1.618 |
173-28 |
1.000 |
172-30 |
0.618 |
172-12 |
HIGH |
171-14 |
0.618 |
170-28 |
0.500 |
170-22 |
0.382 |
170-16 |
LOW |
169-30 |
0.618 |
169-00 |
1.000 |
168-14 |
1.618 |
167-16 |
2.618 |
166-00 |
4.250 |
163-18 |
|
|
Fisher Pivots for day following 10-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
170-22 |
172-14 |
PP |
170-15 |
171-20 |
S1 |
170-07 |
170-26 |
|