ECBOT 30 Year Treasury Bond Future December 2020
Trading Metrics calculated at close of trading on 23-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2020 |
23-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
173-29 |
174-07 |
0-10 |
0.2% |
172-03 |
High |
174-09 |
174-08 |
-0-01 |
0.0% |
174-09 |
Low |
173-15 |
173-09 |
-0-06 |
-0.1% |
171-09 |
Close |
174-02 |
173-15 |
-0-19 |
-0.3% |
174-02 |
Range |
0-26 |
0-31 |
0-05 |
19.2% |
3-00 |
ATR |
1-17 |
1-16 |
-0-01 |
-2.6% |
0-00 |
Volume |
483,646 |
825,765 |
342,119 |
70.7% |
1,976,045 |
|
Daily Pivots for day following 23-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
176-18 |
176-00 |
174-00 |
|
R3 |
175-19 |
175-01 |
173-24 |
|
R2 |
174-20 |
174-20 |
173-21 |
|
R1 |
174-02 |
174-02 |
173-18 |
173-28 |
PP |
173-21 |
173-21 |
173-21 |
173-18 |
S1 |
173-03 |
173-03 |
173-12 |
172-29 |
S2 |
172-22 |
172-22 |
173-09 |
|
S3 |
171-23 |
172-04 |
173-06 |
|
S4 |
170-24 |
171-05 |
172-30 |
|
|
Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
182-07 |
181-04 |
175-23 |
|
R3 |
179-07 |
178-04 |
174-28 |
|
R2 |
176-07 |
176-07 |
174-20 |
|
R1 |
175-04 |
175-04 |
174-11 |
175-22 |
PP |
173-07 |
173-07 |
173-07 |
173-15 |
S1 |
172-04 |
172-04 |
173-25 |
172-22 |
S2 |
170-07 |
170-07 |
173-16 |
|
S3 |
167-07 |
169-04 |
173-08 |
|
S4 |
164-07 |
166-04 |
172-13 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
174-09 |
171-19 |
2-22 |
1.5% |
1-04 |
0.6% |
70% |
False |
False |
498,060 |
10 |
174-09 |
169-16 |
4-25 |
2.8% |
1-09 |
0.7% |
83% |
False |
False |
404,917 |
20 |
175-27 |
169-16 |
6-11 |
3.7% |
1-21 |
1.0% |
63% |
False |
False |
437,759 |
40 |
177-12 |
169-16 |
7-28 |
4.5% |
1-14 |
0.8% |
50% |
False |
False |
386,349 |
60 |
178-17 |
169-16 |
9-01 |
5.2% |
1-12 |
0.8% |
44% |
False |
False |
354,816 |
80 |
181-17 |
169-16 |
12-01 |
6.9% |
1-12 |
0.8% |
33% |
False |
False |
294,855 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
178-12 |
2.618 |
176-25 |
1.618 |
175-26 |
1.000 |
175-07 |
0.618 |
174-27 |
HIGH |
174-08 |
0.618 |
173-28 |
0.500 |
173-25 |
0.382 |
173-21 |
LOW |
173-09 |
0.618 |
172-22 |
1.000 |
172-10 |
1.618 |
171-23 |
2.618 |
170-24 |
4.250 |
169-05 |
|
|
Fisher Pivots for day following 23-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
173-25 |
173-17 |
PP |
173-21 |
173-16 |
S1 |
173-18 |
173-16 |
|