ECBOT 30 Year Treasury Bond Future December 2020
Trading Metrics calculated at close of trading on 25-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2020 |
25-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
173-16 |
172-31 |
-0-17 |
-0.3% |
172-03 |
High |
173-18 |
173-21 |
0-03 |
0.1% |
174-09 |
Low |
172-20 |
172-17 |
-0-03 |
-0.1% |
171-09 |
Close |
172-29 |
172-28 |
-0-01 |
0.0% |
174-02 |
Range |
0-30 |
1-04 |
0-06 |
20.0% |
3-00 |
ATR |
1-15 |
1-14 |
-0-01 |
-1.6% |
0-00 |
Volume |
956,028 |
546,549 |
-409,479 |
-42.8% |
1,976,045 |
|
Daily Pivots for day following 25-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
176-13 |
175-24 |
173-16 |
|
R3 |
175-09 |
174-20 |
173-06 |
|
R2 |
174-05 |
174-05 |
173-03 |
|
R1 |
173-16 |
173-16 |
172-31 |
173-09 |
PP |
173-01 |
173-01 |
173-01 |
172-29 |
S1 |
172-12 |
172-12 |
172-25 |
172-05 |
S2 |
171-29 |
171-29 |
172-21 |
|
S3 |
170-25 |
171-08 |
172-18 |
|
S4 |
169-21 |
170-04 |
172-08 |
|
|
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 |
172-17 |
1-24 |
1.0% |
1-00 |
0.6% |
20% |
False |
True |
655,136 |
10 |
174-09 |
170-15 |
3-26 |
2.2% |
1-06 |
0.7% |
63% |
False |
False |
499,337 |
20 |
175-27 |
169-16 |
6-11 |
3.7% |
1-22 |
1.0% |
53% |
False |
False |
479,978 |
40 |
177-00 |
169-16 |
7-16 |
4.3% |
1-14 |
0.8% |
45% |
False |
False |
405,039 |
60 |
178-17 |
169-16 |
9-01 |
5.2% |
1-11 |
0.8% |
37% |
False |
False |
366,565 |
80 |
181-17 |
169-16 |
12-01 |
7.0% |
1-12 |
0.8% |
28% |
False |
False |
313,496 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
178-14 |
2.618 |
176-19 |
1.618 |
175-15 |
1.000 |
174-25 |
0.618 |
174-11 |
HIGH |
173-21 |
0.618 |
173-07 |
0.500 |
173-03 |
0.382 |
172-31 |
LOW |
172-17 |
0.618 |
171-27 |
1.000 |
171-13 |
1.618 |
170-23 |
2.618 |
169-19 |
4.250 |
167-24 |
|
|
Fisher Pivots for day following 25-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
173-03 |
173-13 |
PP |
173-01 |
173-07 |
S1 |
172-30 |
173-02 |
|