ECBOT 30 Year Treasury Bond Future March 2021
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 |
172-26 |
172-14 |
-0-12 |
-0.2% |
175-19 |
High |
173-06 |
173-10 |
0-04 |
0.1% |
175-20 |
Low |
171-22 |
172-05 |
0-15 |
0.3% |
173-19 |
Close |
172-05 |
172-28 |
0-23 |
0.4% |
175-01 |
Range |
1-16 |
1-05 |
-0-11 |
-22.9% |
2-01 |
ATR |
1-15 |
1-14 |
-0-01 |
-1.5% |
0-00 |
Volume |
421,370 |
326,784 |
-94,586 |
-22.4% |
1,892,166 |
|
Daily Pivots for day following 03-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
176-08 |
175-23 |
173-16 |
|
R3 |
175-03 |
174-18 |
173-06 |
|
R2 |
173-30 |
173-30 |
173-03 |
|
R1 |
173-13 |
173-13 |
172-31 |
173-21 |
PP |
172-25 |
172-25 |
172-25 |
172-29 |
S1 |
172-08 |
172-08 |
172-25 |
172-17 |
S2 |
171-20 |
171-20 |
172-21 |
|
S3 |
170-15 |
171-03 |
172-18 |
|
S4 |
169-10 |
169-30 |
172-08 |
|
|
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% |
33% |
False |
False |
367,754 |
10 |
175-21 |
171-22 |
3-31 |
2.3% |
1-08 |
0.7% |
30% |
False |
False |
387,696 |
20 |
177-07 |
170-20 |
6-19 |
3.8% |
1-17 |
0.9% |
34% |
False |
False |
199,471 |
40 |
177-23 |
170-20 |
7-03 |
4.1% |
1-12 |
0.8% |
32% |
False |
False |
100,240 |
60 |
178-29 |
170-20 |
8-09 |
4.8% |
1-06 |
0.7% |
27% |
False |
False |
67,002 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
178-07 |
2.618 |
176-11 |
1.618 |
175-06 |
1.000 |
174-15 |
0.618 |
174-01 |
HIGH |
173-10 |
0.618 |
172-28 |
0.500 |
172-24 |
0.382 |
172-19 |
LOW |
172-05 |
0.618 |
171-14 |
1.000 |
171-00 |
1.618 |
170-09 |
2.618 |
169-04 |
4.250 |
167-08 |
|
|
Fisher Pivots for day following 03-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
172-27 |
173-14 |
PP |
172-25 |
173-08 |
S1 |
172-24 |
173-02 |
|