ECBOT 30 Year Treasury Bond Future March 2021
Trading Metrics calculated at close of trading on 01-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2020 |
01-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
175-00 |
175-00 |
0-00 |
0.0% |
175-19 |
High |
175-10 |
175-05 |
-0-05 |
-0.1% |
175-20 |
Low |
174-18 |
172-16 |
-2-02 |
-1.2% |
173-19 |
Close |
174-29 |
172-21 |
-2-08 |
-1.3% |
175-01 |
Range |
0-24 |
2-21 |
1-29 |
254.2% |
2-01 |
ATR |
1-12 |
1-15 |
0-03 |
6.6% |
0-00 |
Volume |
450,721 |
463,355 |
12,634 |
2.8% |
1,892,166 |
|
Daily Pivots for day following 01-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
181-13 |
179-22 |
174-04 |
|
R3 |
178-24 |
177-01 |
173-12 |
|
R2 |
176-03 |
176-03 |
173-05 |
|
R1 |
174-12 |
174-12 |
172-29 |
173-29 |
PP |
173-14 |
173-14 |
173-14 |
173-07 |
S1 |
171-23 |
171-23 |
172-13 |
171-08 |
S2 |
170-25 |
170-25 |
172-05 |
|
S3 |
168-04 |
169-02 |
171-30 |
|
S4 |
165-15 |
166-13 |
171-06 |
|
|
Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
180-27 |
179-31 |
176-05 |
|
R3 |
178-26 |
177-30 |
175-19 |
|
R2 |
176-25 |
176-25 |
175-13 |
|
R1 |
175-29 |
175-29 |
175-07 |
175-11 |
PP |
174-24 |
174-24 |
174-24 |
174-15 |
S1 |
173-28 |
173-28 |
174-27 |
173-10 |
S2 |
172-23 |
172-23 |
174-21 |
|
S3 |
170-22 |
171-27 |
174-15 |
|
S4 |
168-21 |
169-26 |
173-29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
175-10 |
172-16 |
2-26 |
1.6% |
1-11 |
0.8% |
6% |
False |
True |
450,272 |
10 |
175-21 |
172-16 |
3-05 |
1.8% |
1-08 |
0.7% |
5% |
False |
True |
318,755 |
20 |
177-07 |
170-20 |
6-19 |
3.8% |
1-23 |
1.0% |
31% |
False |
False |
162,446 |
40 |
177-23 |
170-20 |
7-03 |
4.1% |
1-13 |
0.8% |
29% |
False |
False |
81,537 |
60 |
178-29 |
170-20 |
8-09 |
4.8% |
1-06 |
0.7% |
25% |
False |
False |
54,533 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
186-14 |
2.618 |
182-04 |
1.618 |
179-15 |
1.000 |
177-26 |
0.618 |
176-26 |
HIGH |
175-05 |
0.618 |
174-05 |
0.500 |
173-27 |
0.382 |
173-16 |
LOW |
172-16 |
0.618 |
170-27 |
1.000 |
169-27 |
1.618 |
168-06 |
2.618 |
165-17 |
4.250 |
161-07 |
|
|
Fisher Pivots for day following 01-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
173-27 |
173-29 |
PP |
173-14 |
173-16 |
S1 |
173-02 |
173-02 |
|