ECBOT 30 Year Treasury Bond Future December 2020
Trading Metrics calculated at close of trading on 18-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2020 |
18-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
171-28 |
172-29 |
1-01 |
0.6% |
173-01 |
High |
172-29 |
173-15 |
0-18 |
0.3% |
173-24 |
Low |
171-19 |
172-05 |
0-18 |
0.3% |
169-16 |
Close |
172-18 |
172-17 |
-0-01 |
0.0% |
172-06 |
Range |
1-10 |
1-10 |
0-00 |
0.0% |
4-08 |
ATR |
1-20 |
1-19 |
-0-01 |
-1.3% |
0-00 |
Volume |
327,789 |
389,406 |
61,617 |
18.8% |
1,894,179 |
|
Daily Pivots for day following 18-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
176-21 |
175-29 |
173-08 |
|
R3 |
175-11 |
174-19 |
172-29 |
|
R2 |
174-01 |
174-01 |
172-25 |
|
R1 |
173-09 |
173-09 |
172-21 |
173-00 |
PP |
172-23 |
172-23 |
172-23 |
172-19 |
S1 |
171-31 |
171-31 |
172-13 |
171-22 |
S2 |
171-13 |
171-13 |
172-09 |
|
S3 |
170-03 |
170-21 |
172-05 |
|
S4 |
168-25 |
169-11 |
171-26 |
|
|
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 |
173-15 |
170-15 |
3-00 |
1.7% |
1-12 |
0.8% |
69% |
True |
False |
343,537 |
10 |
175-27 |
169-16 |
6-11 |
3.7% |
1-24 |
1.0% |
48% |
False |
False |
373,133 |
20 |
175-27 |
169-16 |
6-11 |
3.7% |
1-23 |
1.0% |
48% |
False |
False |
400,367 |
40 |
177-12 |
169-16 |
7-28 |
4.6% |
1-13 |
0.8% |
38% |
False |
False |
359,361 |
60 |
178-17 |
169-16 |
9-01 |
5.2% |
1-13 |
0.8% |
34% |
False |
False |
348,505 |
80 |
181-17 |
169-16 |
12-01 |
7.0% |
1-12 |
0.8% |
25% |
False |
False |
272,714 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
179-02 |
2.618 |
176-29 |
1.618 |
175-19 |
1.000 |
174-25 |
0.618 |
174-09 |
HIGH |
173-15 |
0.618 |
172-31 |
0.500 |
172-26 |
0.382 |
172-21 |
LOW |
172-05 |
0.618 |
171-11 |
1.000 |
170-27 |
1.618 |
170-01 |
2.618 |
168-23 |
4.250 |
166-19 |
|
|
Fisher Pivots for day following 18-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
172-26 |
172-15 |
PP |
172-23 |
172-14 |
S1 |
172-20 |
172-12 |
|