ECBOT 30 Year Treasury Bond Future December 2020
| Trading Metrics calculated at close of trading on 27-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2020 |
27-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
172-23 |
173-17 |
0-26 |
0.5% |
174-24 |
| High |
173-30 |
174-13 |
0-15 |
0.3% |
174-27 |
| Low |
172-22 |
173-12 |
0-22 |
0.4% |
171-22 |
| Close |
173-19 |
174-03 |
0-16 |
0.3% |
172-19 |
| Range |
1-08 |
1-01 |
-0-07 |
-17.5% |
3-05 |
| ATR |
1-06 |
1-06 |
0-00 |
-0.9% |
0-00 |
| Volume |
347,924 |
275,064 |
-72,860 |
-20.9% |
1,731,538 |
|
| Daily Pivots for day following 27-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
177-02 |
176-19 |
174-21 |
|
| R3 |
176-01 |
175-18 |
174-12 |
|
| R2 |
175-00 |
175-00 |
174-09 |
|
| R1 |
174-17 |
174-17 |
174-06 |
174-25 |
| PP |
173-31 |
173-31 |
173-31 |
174-02 |
| S1 |
173-16 |
173-16 |
174-00 |
173-24 |
| S2 |
172-30 |
172-30 |
173-29 |
|
| S3 |
171-29 |
172-15 |
173-26 |
|
| S4 |
170-28 |
171-14 |
173-17 |
|
|
| Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
182-16 |
180-23 |
174-11 |
|
| R3 |
179-11 |
177-18 |
173-15 |
|
| R2 |
176-06 |
176-06 |
173-06 |
|
| R1 |
174-13 |
174-13 |
172-28 |
173-23 |
| PP |
173-01 |
173-01 |
173-01 |
172-23 |
| S1 |
171-08 |
171-08 |
172-10 |
170-18 |
| S2 |
169-28 |
169-28 |
172-00 |
|
| S3 |
166-23 |
168-03 |
171-23 |
|
| S4 |
163-18 |
164-30 |
170-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
174-13 |
171-22 |
2-23 |
1.6% |
1-08 |
0.7% |
89% |
True |
False |
344,745 |
| 10 |
176-10 |
171-22 |
4-20 |
2.7% |
1-04 |
0.6% |
52% |
False |
False |
323,376 |
| 20 |
177-09 |
171-22 |
5-19 |
3.2% |
1-07 |
0.7% |
43% |
False |
False |
337,367 |
| 40 |
178-17 |
171-22 |
6-27 |
3.9% |
1-06 |
0.7% |
35% |
False |
False |
309,086 |
| 60 |
181-17 |
171-22 |
9-27 |
5.7% |
1-09 |
0.7% |
24% |
False |
False |
251,628 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
178-25 |
|
2.618 |
177-03 |
|
1.618 |
176-02 |
|
1.000 |
175-14 |
|
0.618 |
175-01 |
|
HIGH |
174-13 |
|
0.618 |
174-00 |
|
0.500 |
173-29 |
|
0.382 |
173-25 |
|
LOW |
173-12 |
|
0.618 |
172-24 |
|
1.000 |
172-11 |
|
1.618 |
171-23 |
|
2.618 |
170-22 |
|
4.250 |
169-00 |
|
|
| Fisher Pivots for day following 27-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
174-01 |
173-24 |
| PP |
173-31 |
173-13 |
| S1 |
173-29 |
173-02 |
|