ECBOT 30 Year Treasury Bond Future December 2020
Trading Metrics calculated at close of trading on 30-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2020 |
30-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
172-28 |
173-28 |
1-00 |
0.6% |
174-07 |
High |
173-30 |
174-06 |
0-08 |
0.1% |
174-08 |
Low |
172-27 |
173-14 |
0-19 |
0.3% |
172-17 |
Close |
173-28 |
173-25 |
-0-03 |
-0.1% |
173-28 |
Range |
1-03 |
0-24 |
-0-11 |
-31.4% |
1-23 |
ATR |
1-13 |
1-12 |
-0-02 |
-3.3% |
0-00 |
Volume |
112,875 |
35,364 |
-77,511 |
-68.7% |
2,441,217 |
|
Daily Pivots for day following 30-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
176-02 |
175-21 |
174-06 |
|
R3 |
175-10 |
174-29 |
174-00 |
|
R2 |
174-18 |
174-18 |
173-29 |
|
R1 |
174-05 |
174-05 |
173-27 |
174-00 |
PP |
173-26 |
173-26 |
173-26 |
173-23 |
S1 |
173-13 |
173-13 |
173-23 |
173-08 |
S2 |
173-02 |
173-02 |
173-21 |
|
S3 |
172-10 |
172-21 |
173-18 |
|
S4 |
171-18 |
171-29 |
173-12 |
|
|
Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
178-23 |
178-00 |
174-26 |
|
R3 |
177-00 |
176-09 |
174-11 |
|
R2 |
175-09 |
175-09 |
174-06 |
|
R1 |
174-18 |
174-18 |
174-01 |
174-02 |
PP |
173-18 |
173-18 |
173-18 |
173-10 |
S1 |
172-27 |
172-27 |
173-23 |
172-11 |
S2 |
171-27 |
171-27 |
173-18 |
|
S3 |
170-04 |
171-04 |
173-13 |
|
S4 |
168-13 |
169-13 |
172-30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
174-08 |
172-17 |
1-23 |
1.0% |
0-31 |
0.6% |
73% |
False |
False |
495,316 |
10 |
174-09 |
171-09 |
3-00 |
1.7% |
1-03 |
0.6% |
83% |
False |
False |
445,262 |
20 |
175-27 |
169-16 |
6-11 |
3.7% |
1-19 |
0.9% |
67% |
False |
False |
434,130 |
40 |
176-10 |
169-16 |
6-26 |
3.9% |
1-13 |
0.8% |
63% |
False |
False |
388,788 |
60 |
177-24 |
169-16 |
8-08 |
4.7% |
1-10 |
0.8% |
52% |
False |
False |
358,208 |
80 |
181-05 |
169-16 |
11-21 |
6.7% |
1-11 |
0.8% |
37% |
False |
False |
315,337 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
177-12 |
2.618 |
176-05 |
1.618 |
175-13 |
1.000 |
174-30 |
0.618 |
174-21 |
HIGH |
174-06 |
0.618 |
173-29 |
0.500 |
173-26 |
0.382 |
173-23 |
LOW |
173-14 |
0.618 |
172-31 |
1.000 |
172-22 |
1.618 |
172-07 |
2.618 |
171-15 |
4.250 |
170-08 |
|
|
Fisher Pivots for day following 30-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
173-26 |
173-21 |
PP |
173-26 |
173-16 |
S1 |
173-25 |
173-12 |
|