ECBOT 30 Year Treasury Bond Future March 2021
| 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 |
175-00 |
172-26 |
-2-06 |
-1.3% |
175-19 |
| High |
175-05 |
173-06 |
-1-31 |
-1.1% |
175-20 |
| Low |
172-16 |
171-22 |
-0-26 |
-0.5% |
173-19 |
| Close |
172-21 |
172-05 |
-0-16 |
-0.3% |
175-01 |
| Range |
2-21 |
1-16 |
-1-05 |
-43.5% |
2-01 |
| ATR |
1-15 |
1-15 |
0-00 |
0.2% |
0-00 |
| Volume |
463,355 |
421,370 |
-41,985 |
-9.1% |
1,892,166 |
|
| Daily Pivots for day following 02-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
176-27 |
176-00 |
172-31 |
|
| R3 |
175-11 |
174-16 |
172-18 |
|
| R2 |
173-27 |
173-27 |
172-14 |
|
| R1 |
173-00 |
173-00 |
172-09 |
172-22 |
| PP |
172-11 |
172-11 |
172-11 |
172-06 |
| S1 |
171-16 |
171-16 |
172-01 |
171-06 |
| S2 |
170-27 |
170-27 |
171-28 |
|
| S3 |
169-11 |
170-00 |
171-24 |
|
| S4 |
167-27 |
168-16 |
171-11 |
|
|
| 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 |
171-22 |
3-20 |
2.1% |
1-14 |
0.8% |
13% |
False |
True |
390,629 |
| 10 |
175-21 |
171-22 |
3-31 |
2.3% |
1-08 |
0.7% |
12% |
False |
True |
358,411 |
| 20 |
177-07 |
170-20 |
6-19 |
3.8% |
1-23 |
1.0% |
23% |
False |
False |
183,265 |
| 40 |
177-23 |
170-20 |
7-03 |
4.1% |
1-13 |
0.8% |
22% |
False |
False |
92,071 |
| 60 |
178-29 |
170-20 |
8-09 |
4.8% |
1-06 |
0.7% |
18% |
False |
False |
61,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
179-18 |
|
2.618 |
177-04 |
|
1.618 |
175-20 |
|
1.000 |
174-22 |
|
0.618 |
174-04 |
|
HIGH |
173-06 |
|
0.618 |
172-20 |
|
0.500 |
172-14 |
|
0.382 |
172-08 |
|
LOW |
171-22 |
|
0.618 |
170-24 |
|
1.000 |
170-06 |
|
1.618 |
169-08 |
|
2.618 |
167-24 |
|
4.250 |
165-10 |
|
|
| Fisher Pivots for day following 02-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
172-14 |
173-16 |
| PP |
172-11 |
173-02 |
| S1 |
172-08 |
172-19 |
|