ECBOT 30 Year Treasury Bond Future December 2020
Trading Metrics calculated at close of trading on 02-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2020 |
02-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
173-27 |
171-31 |
-1-28 |
-1.1% |
174-07 |
High |
174-00 |
172-06 |
-1-26 |
-1.0% |
174-08 |
Low |
171-18 |
170-25 |
-0-25 |
-0.5% |
172-17 |
Close |
171-22 |
171-07 |
-0-15 |
-0.3% |
173-28 |
Range |
2-14 |
1-13 |
-1-01 |
-42.3% |
1-23 |
ATR |
1-14 |
1-14 |
0-00 |
-0.2% |
0-00 |
Volume |
31,204 |
17,979 |
-13,225 |
-42.4% |
2,441,217 |
|
Daily Pivots for day following 02-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
175-20 |
174-26 |
172-00 |
|
R3 |
174-07 |
173-13 |
171-19 |
|
R2 |
172-26 |
172-26 |
171-15 |
|
R1 |
172-00 |
172-00 |
171-11 |
171-23 |
PP |
171-13 |
171-13 |
171-13 |
171-08 |
S1 |
170-19 |
170-19 |
171-03 |
170-10 |
S2 |
170-00 |
170-00 |
170-31 |
|
S3 |
168-19 |
169-06 |
170-27 |
|
S4 |
167-06 |
167-25 |
170-14 |
|
|
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 |
174-06 |
170-25 |
3-13 |
2.0% |
1-12 |
0.8% |
13% |
False |
True |
148,794 |
10 |
174-09 |
170-25 |
3-16 |
2.0% |
1-06 |
0.7% |
13% |
False |
True |
386,251 |
20 |
175-27 |
169-16 |
6-11 |
3.7% |
1-21 |
1.0% |
27% |
False |
False |
402,045 |
40 |
176-10 |
169-16 |
6-26 |
4.0% |
1-13 |
0.8% |
25% |
False |
False |
368,457 |
60 |
177-14 |
169-16 |
7-30 |
4.6% |
1-10 |
0.8% |
22% |
False |
False |
347,169 |
80 |
179-20 |
169-16 |
10-04 |
5.9% |
1-12 |
0.8% |
17% |
False |
False |
315,900 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
178-05 |
2.618 |
175-28 |
1.618 |
174-15 |
1.000 |
173-19 |
0.618 |
173-02 |
HIGH |
172-06 |
0.618 |
171-21 |
0.500 |
171-16 |
0.382 |
171-10 |
LOW |
170-25 |
0.618 |
169-29 |
1.000 |
169-12 |
1.618 |
168-16 |
2.618 |
167-03 |
4.250 |
164-26 |
|
|
Fisher Pivots for day following 02-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
171-16 |
172-16 |
PP |
171-13 |
172-02 |
S1 |
171-10 |
171-21 |
|