ECBOT 30 Year Treasury Bond Future December 2020
| Trading Metrics calculated at close of trading on 05-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2020 |
05-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
171-05 |
174-20 |
3-15 |
2.0% |
172-23 |
| High |
175-03 |
175-27 |
0-24 |
0.4% |
174-29 |
| Low |
170-07 |
173-30 |
3-23 |
2.2% |
172-00 |
| Close |
174-14 |
174-11 |
-0-03 |
-0.1% |
172-15 |
| Range |
4-28 |
1-29 |
-2-31 |
-60.9% |
2-29 |
| ATR |
1-16 |
1-17 |
0-01 |
1.9% |
0-00 |
| Volume |
836,457 |
436,107 |
-400,350 |
-47.9% |
2,071,322 |
|
| Daily Pivots for day following 05-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
180-14 |
179-09 |
175-13 |
|
| R3 |
178-17 |
177-12 |
174-28 |
|
| R2 |
176-20 |
176-20 |
174-22 |
|
| R1 |
175-15 |
175-15 |
174-17 |
175-03 |
| PP |
174-23 |
174-23 |
174-23 |
174-17 |
| S1 |
173-18 |
173-18 |
174-05 |
173-06 |
| S2 |
172-26 |
172-26 |
174-00 |
|
| S3 |
170-29 |
171-21 |
173-26 |
|
| S4 |
169-00 |
169-24 |
173-09 |
|
|
| 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 |
175-27 |
170-07 |
5-20 |
3.2% |
2-07 |
1.3% |
73% |
True |
False |
508,809 |
| 10 |
175-27 |
170-07 |
5-20 |
3.2% |
1-23 |
1.0% |
73% |
True |
False |
434,339 |
| 20 |
176-10 |
170-07 |
6-03 |
3.5% |
1-12 |
0.8% |
68% |
False |
False |
364,729 |
| 40 |
177-14 |
170-07 |
7-07 |
4.1% |
1-08 |
0.7% |
57% |
False |
False |
335,463 |
| 60 |
178-17 |
170-07 |
8-10 |
4.8% |
1-11 |
0.8% |
50% |
False |
False |
308,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
183-30 |
|
2.618 |
180-27 |
|
1.618 |
178-30 |
|
1.000 |
177-24 |
|
0.618 |
177-01 |
|
HIGH |
175-27 |
|
0.618 |
175-04 |
|
0.500 |
174-29 |
|
0.382 |
174-21 |
|
LOW |
173-30 |
|
0.618 |
172-24 |
|
1.000 |
172-01 |
|
1.618 |
170-27 |
|
2.618 |
168-30 |
|
4.250 |
165-27 |
|
|
| Fisher Pivots for day following 05-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
174-29 |
173-29 |
| PP |
174-23 |
173-15 |
| S1 |
174-17 |
173-01 |
|