ECBOT 30 Year Treasury Bond Future December 2020
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 06-Nov-2020 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 05-Nov-2020 | 06-Nov-2020 | Change | Change % | Previous Week |  
                        | Open | 174-20 | 174-24 | 0-04 | 0.1% | 172-05 |  
                        | High | 175-27 | 174-31 | -0-28 | -0.5% | 175-27 |  
                        | Low | 173-30 | 172-29 | -1-01 | -0.6% | 170-07 |  
                        | Close | 174-11 | 173-10 | -1-01 | -0.6% | 173-10 |  
                        | Range | 1-29 | 2-02 | 0-05 | 8.2% | 5-20 |  
                        | ATR | 1-17 | 1-18 | 0-01 | 2.4% | 0-00 |  
                        | Volume | 436,107 | 372,348 | -63,759 | -14.6% | 2,335,807 |  | 
    
| 
        
            | Daily Pivots for day following 06-Nov-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 179-29 | 178-22 | 174-14 |  |  
                | R3 | 177-27 | 176-20 | 173-28 |  |  
                | R2 | 175-25 | 175-25 | 173-22 |  |  
                | R1 | 174-18 | 174-18 | 173-16 | 174-05 |  
                | PP | 173-23 | 173-23 | 173-23 | 173-17 |  
                | S1 | 172-16 | 172-16 | 173-04 | 172-03 |  
                | S2 | 171-21 | 171-21 | 172-30 |  |  
                | S3 | 169-19 | 170-14 | 172-24 |  |  
                | S4 | 167-17 | 168-12 | 172-06 |  |  | 
        
            | Weekly Pivots for week ending 06-Nov-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 190-00 | 187-09 | 176-13 |  |  
                | R3 | 184-12 | 181-21 | 174-28 |  |  
                | R2 | 178-24 | 178-24 | 174-11 |  |  
                | R1 | 176-01 | 176-01 | 173-26 | 177-13 |  
                | PP | 173-04 | 173-04 | 173-04 | 173-26 |  
                | S1 | 170-13 | 170-13 | 172-26 | 171-25 |  
                | S2 | 167-16 | 167-16 | 172-09 |  |  
                | S3 | 161-28 | 164-25 | 171-24 |  |  
                | S4 | 156-08 | 159-05 | 170-07 |  |  | 
    
    | 
            
                | 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% | 2-10 | 1.3% | 55% | False | False | 467,161 |  
                | 10 | 175-27 | 170-07 | 5-20 | 3.2% | 1-26 | 1.0% | 55% | False | False | 440,712 |  
                | 20 | 176-10 | 170-07 | 6-03 | 3.5% | 1-14 | 0.8% | 51% | False | False | 367,644 |  
                | 40 | 177-14 | 170-07 | 7-07 | 4.2% | 1-09 | 0.7% | 43% | False | False | 338,894 |  
                | 60 | 178-17 | 170-07 | 8-10 | 4.8% | 1-11 | 0.8% | 37% | False | False | 314,388 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 183-24 |  
            | 2.618 | 180-12 |  
            | 1.618 | 178-10 |  
            | 1.000 | 177-01 |  
            | 0.618 | 176-08 |  
            | HIGH | 174-31 |  
            | 0.618 | 174-06 |  
            | 0.500 | 173-30 |  
            | 0.382 | 173-22 |  
            | LOW | 172-29 |  
            | 0.618 | 171-20 |  
            | 1.000 | 170-27 |  
            | 1.618 | 169-18 |  
            | 2.618 | 167-16 |  
            | 4.250 | 164-05 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 06-Nov-2020 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 173-30 | 173-07 |  
                                | PP | 173-23 | 173-04 |  
                                | S1 | 173-17 | 173-01 |  |