ECBOT 30 Year Treasury Bond Future December 2020
Trading Metrics calculated at close of trading on 19-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2020 |
19-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
172-29 |
172-25 |
-0-04 |
-0.1% |
173-01 |
High |
173-15 |
173-29 |
0-14 |
0.3% |
173-24 |
Low |
172-05 |
172-24 |
0-19 |
0.3% |
169-16 |
Close |
172-17 |
173-08 |
0-23 |
0.4% |
172-06 |
Range |
1-10 |
1-05 |
-0-05 |
-11.9% |
4-08 |
ATR |
1-19 |
1-18 |
0-00 |
-1.0% |
0-00 |
Volume |
389,406 |
463,696 |
74,290 |
19.1% |
1,894,179 |
|
Daily Pivots for day following 19-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
176-25 |
176-05 |
173-28 |
|
R3 |
175-20 |
175-00 |
173-18 |
|
R2 |
174-15 |
174-15 |
173-15 |
|
R1 |
173-27 |
173-27 |
173-11 |
174-05 |
PP |
173-10 |
173-10 |
173-10 |
173-15 |
S1 |
172-22 |
172-22 |
173-05 |
173-00 |
S2 |
172-05 |
172-05 |
173-01 |
|
S3 |
171-00 |
171-17 |
172-30 |
|
S4 |
169-27 |
170-12 |
172-20 |
|
|
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 |
173-29 |
171-09 |
2-20 |
1.5% |
1-07 |
0.7% |
75% |
True |
False |
348,136 |
10 |
174-31 |
169-16 |
5-15 |
3.2% |
1-22 |
1.0% |
69% |
False |
False |
375,892 |
20 |
175-27 |
169-16 |
6-11 |
3.7% |
1-22 |
1.0% |
59% |
False |
False |
405,116 |
40 |
177-12 |
169-16 |
7-28 |
4.5% |
1-14 |
0.8% |
48% |
False |
False |
363,455 |
60 |
178-17 |
169-16 |
9-01 |
5.2% |
1-13 |
0.8% |
42% |
False |
False |
347,661 |
80 |
181-17 |
169-16 |
12-01 |
6.9% |
1-12 |
0.8% |
31% |
False |
False |
278,508 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
178-26 |
2.618 |
176-30 |
1.618 |
175-25 |
1.000 |
175-02 |
0.618 |
174-20 |
HIGH |
173-29 |
0.618 |
173-15 |
0.500 |
173-11 |
0.382 |
173-06 |
LOW |
172-24 |
0.618 |
172-01 |
1.000 |
171-19 |
1.618 |
170-28 |
2.618 |
169-23 |
4.250 |
167-27 |
|
|
Fisher Pivots for day following 19-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
173-11 |
173-03 |
PP |
173-10 |
172-29 |
S1 |
173-09 |
172-24 |
|