ECBOT 30 Year Treasury Bond Future December 2020
| Trading Metrics calculated at close of trading on 02-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2020 |
02-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
173-07 |
172-05 |
-1-02 |
-0.6% |
172-23 |
| High |
173-19 |
173-06 |
-0-13 |
-0.2% |
174-29 |
| Low |
172-00 |
171-31 |
-0-01 |
0.0% |
172-00 |
| Close |
172-15 |
172-24 |
0-09 |
0.2% |
172-15 |
| Range |
1-19 |
1-07 |
-0-12 |
-23.5% |
2-29 |
| ATR |
1-07 |
1-07 |
0-00 |
-0.1% |
0-00 |
| Volume |
580,589 |
342,064 |
-238,525 |
-41.1% |
2,071,322 |
|
| Daily Pivots for day following 02-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
176-09 |
175-24 |
173-13 |
|
| R3 |
175-02 |
174-17 |
173-03 |
|
| R2 |
173-27 |
173-27 |
172-31 |
|
| R1 |
173-10 |
173-10 |
172-28 |
173-18 |
| PP |
172-20 |
172-20 |
172-20 |
172-25 |
| S1 |
172-03 |
172-03 |
172-20 |
172-12 |
| S2 |
171-13 |
171-13 |
172-17 |
|
| S3 |
170-06 |
170-28 |
172-13 |
|
| S4 |
168-31 |
169-21 |
172-03 |
|
|
| Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
181-27 |
180-02 |
174-02 |
|
| R3 |
178-30 |
177-05 |
173-09 |
|
| R2 |
176-01 |
176-01 |
173-00 |
|
| R1 |
174-08 |
174-08 |
172-24 |
173-22 |
| PP |
173-04 |
173-04 |
173-04 |
172-27 |
| S1 |
171-11 |
171-11 |
172-06 |
170-25 |
| S2 |
170-07 |
170-07 |
171-30 |
|
| S3 |
167-10 |
168-14 |
171-21 |
|
| S4 |
164-13 |
165-17 |
170-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
174-29 |
171-31 |
2-30 |
1.7% |
1-10 |
0.8% |
27% |
False |
True |
413,092 |
| 10 |
174-29 |
171-22 |
3-07 |
1.9% |
1-09 |
0.7% |
33% |
False |
False |
384,411 |
| 20 |
176-10 |
171-22 |
4-20 |
2.7% |
1-06 |
0.7% |
23% |
False |
False |
342,241 |
| 40 |
177-14 |
171-22 |
5-24 |
3.3% |
1-05 |
0.7% |
18% |
False |
False |
319,437 |
| 60 |
180-10 |
171-22 |
8-20 |
5.0% |
1-09 |
0.7% |
12% |
False |
False |
281,416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
178-12 |
|
2.618 |
176-12 |
|
1.618 |
175-05 |
|
1.000 |
174-13 |
|
0.618 |
173-30 |
|
HIGH |
173-06 |
|
0.618 |
172-23 |
|
0.500 |
172-19 |
|
0.382 |
172-14 |
|
LOW |
171-31 |
|
0.618 |
171-07 |
|
1.000 |
170-24 |
|
1.618 |
170-00 |
|
2.618 |
168-25 |
|
4.250 |
166-25 |
|
|
| Fisher Pivots for day following 02-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
172-22 |
173-06 |
| PP |
172-20 |
173-01 |
| S1 |
172-19 |
172-29 |
|