ECBOT 30 Year Treasury Bond Future December 2020
Trading Metrics calculated at close of trading on 11-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2020 |
11-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
171-00 |
170-07 |
-0-25 |
-0.5% |
172-05 |
High |
171-14 |
170-27 |
-0-19 |
-0.3% |
175-27 |
Low |
169-30 |
169-16 |
-0-14 |
-0.3% |
170-07 |
Close |
170-00 |
170-21 |
0-21 |
0.4% |
173-10 |
Range |
1-16 |
1-11 |
-0-05 |
-10.4% |
5-20 |
ATR |
1-23 |
1-22 |
-0-01 |
-1.6% |
0-00 |
Volume |
451,239 |
107,138 |
-344,101 |
-76.3% |
2,335,807 |
|
Daily Pivots for day following 11-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
174-12 |
173-27 |
171-13 |
|
R3 |
173-01 |
172-16 |
171-01 |
|
R2 |
171-22 |
171-22 |
170-29 |
|
R1 |
171-05 |
171-05 |
170-25 |
171-14 |
PP |
170-11 |
170-11 |
170-11 |
170-15 |
S1 |
169-26 |
169-26 |
170-17 |
170-03 |
S2 |
169-00 |
169-00 |
170-13 |
|
S3 |
167-21 |
168-15 |
170-09 |
|
S4 |
166-10 |
167-04 |
169-29 |
|
|
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 |
169-16 |
6-11 |
3.7% |
2-04 |
1.2% |
18% |
False |
True |
402,730 |
10 |
175-27 |
169-16 |
6-11 |
3.7% |
2-05 |
1.3% |
18% |
False |
True |
460,619 |
20 |
176-10 |
169-16 |
6-26 |
4.0% |
1-21 |
1.0% |
17% |
False |
True |
398,854 |
40 |
177-14 |
169-16 |
7-30 |
4.7% |
1-12 |
0.8% |
15% |
False |
True |
350,066 |
60 |
178-17 |
169-16 |
9-01 |
5.3% |
1-13 |
0.8% |
13% |
False |
True |
334,221 |
80 |
181-17 |
169-16 |
12-01 |
7.1% |
1-11 |
0.8% |
10% |
False |
True |
251,414 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
176-18 |
2.618 |
174-12 |
1.618 |
173-01 |
1.000 |
172-06 |
0.618 |
171-22 |
HIGH |
170-27 |
0.618 |
170-11 |
0.500 |
170-06 |
0.382 |
170-00 |
LOW |
169-16 |
0.618 |
168-21 |
1.000 |
168-05 |
1.618 |
167-10 |
2.618 |
165-31 |
4.250 |
163-25 |
|
|
Fisher Pivots for day following 11-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
170-16 |
171-20 |
PP |
170-11 |
171-10 |
S1 |
170-06 |
170-31 |
|