ECBOT 30 Year Treasury Bond Future December 2020
Trading Metrics calculated at close of trading on 13-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2020 |
13-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
170-17 |
172-11 |
1-26 |
1.1% |
173-01 |
High |
172-15 |
172-27 |
0-12 |
0.2% |
173-24 |
Low |
170-15 |
172-00 |
1-17 |
0.9% |
169-16 |
Close |
172-09 |
172-06 |
-0-03 |
-0.1% |
172-06 |
Range |
2-00 |
0-27 |
-1-05 |
-57.8% |
4-08 |
ATR |
1-23 |
1-21 |
-0-02 |
-3.6% |
0-00 |
Volume |
440,703 |
248,281 |
-192,422 |
-43.7% |
1,894,179 |
|
Daily Pivots for day following 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
174-28 |
174-12 |
172-21 |
|
R3 |
174-01 |
173-17 |
172-13 |
|
R2 |
173-06 |
173-06 |
172-11 |
|
R1 |
172-22 |
172-22 |
172-08 |
172-17 |
PP |
172-11 |
172-11 |
172-11 |
172-08 |
S1 |
171-27 |
171-27 |
172-04 |
171-21 |
S2 |
171-16 |
171-16 |
172-01 |
|
S3 |
170-21 |
171-00 |
171-31 |
|
S4 |
169-26 |
170-05 |
171-23 |
|
|
Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
184-18 |
182-20 |
174-17 |
|
R3 |
180-10 |
178-12 |
173-11 |
|
R2 |
176-02 |
176-02 |
172-31 |
|
R1 |
174-04 |
174-04 |
172-18 |
172-31 |
PP |
171-26 |
171-26 |
171-26 |
171-08 |
S1 |
169-28 |
169-28 |
171-26 |
168-23 |
S2 |
167-18 |
167-18 |
171-13 |
|
S3 |
163-10 |
165-20 |
171-01 |
|
S4 |
159-02 |
161-12 |
169-27 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
173-24 |
169-16 |
4-08 |
2.5% |
1-29 |
1.1% |
63% |
False |
False |
378,835 |
10 |
175-27 |
169-16 |
6-11 |
3.7% |
2-03 |
1.2% |
42% |
False |
False |
422,998 |
20 |
175-27 |
169-16 |
6-11 |
3.7% |
1-22 |
1.0% |
42% |
False |
False |
401,642 |
40 |
177-12 |
169-16 |
7-28 |
4.6% |
1-12 |
0.8% |
34% |
False |
False |
353,533 |
60 |
178-17 |
169-16 |
9-01 |
5.2% |
1-13 |
0.8% |
30% |
False |
False |
344,601 |
80 |
181-17 |
169-16 |
12-01 |
7.0% |
1-12 |
0.8% |
22% |
False |
False |
260,025 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
176-14 |
2.618 |
175-02 |
1.618 |
174-07 |
1.000 |
173-22 |
0.618 |
173-12 |
HIGH |
172-27 |
0.618 |
172-17 |
0.500 |
172-14 |
0.382 |
172-10 |
LOW |
172-00 |
0.618 |
171-15 |
1.000 |
171-05 |
1.618 |
170-20 |
2.618 |
169-25 |
4.250 |
168-13 |
|
|
Fisher Pivots for day following 13-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
172-14 |
171-27 |
PP |
172-11 |
171-16 |
S1 |
172-09 |
171-06 |
|