ECBOT 30 Year Treasury Bond Future December 2020
| Trading Metrics calculated at close of trading on 12-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2020 |
12-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
170-07 |
170-17 |
0-10 |
0.2% |
172-05 |
| High |
170-27 |
172-15 |
1-20 |
1.0% |
175-27 |
| Low |
169-16 |
170-15 |
0-31 |
0.6% |
170-07 |
| Close |
170-21 |
172-09 |
1-20 |
1.0% |
173-10 |
| Range |
1-11 |
2-00 |
0-21 |
48.8% |
5-20 |
| ATR |
1-22 |
1-23 |
0-01 |
1.3% |
0-00 |
| Volume |
107,138 |
440,703 |
333,565 |
311.3% |
2,335,807 |
|
| Daily Pivots for day following 12-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
177-24 |
177-00 |
173-12 |
|
| R3 |
175-24 |
175-00 |
172-27 |
|
| R2 |
173-24 |
173-24 |
172-21 |
|
| R1 |
173-00 |
173-00 |
172-15 |
173-12 |
| PP |
171-24 |
171-24 |
171-24 |
171-30 |
| S1 |
171-00 |
171-00 |
172-03 |
171-12 |
| S2 |
169-24 |
169-24 |
171-29 |
|
| S3 |
167-24 |
169-00 |
171-23 |
|
| S4 |
165-24 |
167-00 |
171-06 |
|
|
| 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 |
174-31 |
169-16 |
5-15 |
3.2% |
2-05 |
1.2% |
51% |
False |
False |
403,649 |
| 10 |
175-27 |
169-16 |
6-11 |
3.7% |
2-06 |
1.3% |
44% |
False |
False |
456,229 |
| 20 |
175-27 |
169-16 |
6-11 |
3.7% |
1-22 |
1.0% |
44% |
False |
False |
404,307 |
| 40 |
177-12 |
169-16 |
7-28 |
4.6% |
1-12 |
0.8% |
35% |
False |
False |
353,020 |
| 60 |
178-17 |
169-16 |
9-01 |
5.2% |
1-13 |
0.8% |
31% |
False |
False |
341,175 |
| 80 |
181-17 |
169-16 |
12-01 |
7.0% |
1-12 |
0.8% |
23% |
False |
False |
256,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
180-31 |
|
2.618 |
177-23 |
|
1.618 |
175-23 |
|
1.000 |
174-15 |
|
0.618 |
173-23 |
|
HIGH |
172-15 |
|
0.618 |
171-23 |
|
0.500 |
171-15 |
|
0.382 |
171-07 |
|
LOW |
170-15 |
|
0.618 |
169-07 |
|
1.000 |
168-15 |
|
1.618 |
167-07 |
|
2.618 |
165-07 |
|
4.250 |
161-31 |
|
|
| Fisher Pivots for day following 12-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
172-00 |
171-27 |
| PP |
171-24 |
171-13 |
| S1 |
171-15 |
171-00 |
|