ECBOT 30 Year Treasury Bond Future December 2020
Trading Metrics calculated at close of trading on 03-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2020 |
03-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
171-31 |
171-14 |
-0-17 |
-0.3% |
174-07 |
High |
172-06 |
172-09 |
0-03 |
0.1% |
174-08 |
Low |
170-25 |
171-07 |
0-14 |
0.3% |
172-17 |
Close |
171-07 |
171-29 |
0-22 |
0.4% |
173-28 |
Range |
1-13 |
1-02 |
-0-11 |
-24.4% |
1-23 |
ATR |
1-14 |
1-13 |
-0-01 |
-1.9% |
0-00 |
Volume |
17,979 |
5,829 |
-12,150 |
-67.6% |
2,441,217 |
|
Daily Pivots for day following 03-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
175-00 |
174-16 |
172-16 |
|
R3 |
173-30 |
173-14 |
172-06 |
|
R2 |
172-28 |
172-28 |
172-03 |
|
R1 |
172-12 |
172-12 |
172-00 |
172-20 |
PP |
171-26 |
171-26 |
171-26 |
171-30 |
S1 |
171-10 |
171-10 |
171-26 |
171-18 |
S2 |
170-24 |
170-24 |
171-23 |
|
S3 |
169-22 |
170-08 |
171-20 |
|
S4 |
168-20 |
169-06 |
171-10 |
|
|
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% |
1-11 |
0.8% |
33% |
False |
False |
40,650 |
10 |
174-09 |
170-25 |
3-16 |
2.0% |
1-06 |
0.7% |
32% |
False |
False |
347,893 |
20 |
175-27 |
169-16 |
6-11 |
3.7% |
1-15 |
0.9% |
38% |
False |
False |
360,513 |
40 |
176-10 |
169-16 |
6-26 |
4.0% |
1-13 |
0.8% |
35% |
False |
False |
359,564 |
60 |
177-14 |
169-16 |
7-30 |
4.6% |
1-10 |
0.8% |
30% |
False |
False |
342,222 |
80 |
178-17 |
169-16 |
9-01 |
5.3% |
1-12 |
0.8% |
27% |
False |
False |
315,921 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
176-26 |
2.618 |
175-02 |
1.618 |
174-00 |
1.000 |
173-11 |
0.618 |
172-30 |
HIGH |
172-09 |
0.618 |
171-28 |
0.500 |
171-24 |
0.382 |
171-20 |
LOW |
171-07 |
0.618 |
170-18 |
1.000 |
170-05 |
1.618 |
169-16 |
2.618 |
168-14 |
4.250 |
166-23 |
|
|
Fisher Pivots for day following 03-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
171-27 |
172-13 |
PP |
171-26 |
172-07 |
S1 |
171-24 |
172-02 |
|