ECBOT 30 Year Treasury Bond Future December 2020
Trading Metrics calculated at close of trading on 16-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2020 |
16-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
172-11 |
172-03 |
-0-08 |
-0.1% |
173-01 |
High |
172-27 |
172-22 |
-0-05 |
-0.1% |
173-24 |
Low |
172-00 |
171-09 |
-0-23 |
-0.4% |
169-16 |
Close |
172-06 |
171-29 |
-0-09 |
-0.2% |
172-06 |
Range |
0-27 |
1-13 |
0-18 |
66.7% |
4-08 |
ATR |
1-21 |
1-20 |
-0-01 |
-1.1% |
0-00 |
Volume |
248,281 |
311,508 |
63,227 |
25.5% |
1,894,179 |
|
Daily Pivots for day following 16-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
176-06 |
175-14 |
172-22 |
|
R3 |
174-25 |
174-01 |
172-09 |
|
R2 |
173-12 |
173-12 |
172-05 |
|
R1 |
172-20 |
172-20 |
172-01 |
172-10 |
PP |
171-31 |
171-31 |
171-31 |
171-25 |
S1 |
171-07 |
171-07 |
171-25 |
170-29 |
S2 |
170-18 |
170-18 |
171-21 |
|
S3 |
169-05 |
169-26 |
171-17 |
|
S4 |
167-24 |
168-13 |
171-04 |
|
|
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 |
172-27 |
169-16 |
3-11 |
1.9% |
1-13 |
0.8% |
72% |
False |
False |
311,773 |
10 |
175-27 |
169-16 |
6-11 |
3.7% |
2-04 |
1.2% |
38% |
False |
False |
419,943 |
20 |
175-27 |
169-16 |
6-11 |
3.7% |
1-23 |
1.0% |
38% |
False |
False |
402,177 |
40 |
177-12 |
169-16 |
7-28 |
4.6% |
1-12 |
0.8% |
31% |
False |
False |
354,075 |
60 |
178-17 |
169-16 |
9-01 |
5.3% |
1-13 |
0.8% |
27% |
False |
False |
348,333 |
80 |
181-17 |
169-16 |
12-01 |
7.0% |
1-12 |
0.8% |
20% |
False |
False |
263,916 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
178-21 |
2.618 |
176-12 |
1.618 |
174-31 |
1.000 |
174-03 |
0.618 |
173-18 |
HIGH |
172-22 |
0.618 |
172-05 |
0.500 |
172-00 |
0.382 |
171-26 |
LOW |
171-09 |
0.618 |
170-13 |
1.000 |
169-28 |
1.618 |
169-00 |
2.618 |
167-19 |
4.250 |
165-10 |
|
|
Fisher Pivots for day following 16-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
172-00 |
171-26 |
PP |
171-31 |
171-24 |
S1 |
171-30 |
171-21 |
|