ECBOT 30 Year Treasury Bond Future December 2020
| Trading Metrics calculated at close of trading on 09-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2020 |
09-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
174-24 |
173-01 |
-1-23 |
-1.0% |
172-05 |
| High |
174-31 |
173-24 |
-1-07 |
-0.7% |
175-27 |
| Low |
172-29 |
169-29 |
-3-00 |
-1.7% |
170-07 |
| Close |
173-10 |
170-06 |
-3-04 |
-1.8% |
173-10 |
| Range |
2-02 |
3-27 |
1-25 |
86.4% |
5-20 |
| ATR |
1-18 |
1-24 |
0-05 |
10.3% |
0-00 |
| Volume |
372,348 |
646,818 |
274,470 |
73.7% |
2,335,807 |
|
| Daily Pivots for day following 09-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
182-26 |
180-11 |
172-10 |
|
| R3 |
178-31 |
176-16 |
171-08 |
|
| R2 |
175-04 |
175-04 |
170-29 |
|
| R1 |
172-21 |
172-21 |
170-17 |
171-31 |
| PP |
171-09 |
171-09 |
171-09 |
170-30 |
| S1 |
168-26 |
168-26 |
169-27 |
168-04 |
| S2 |
167-14 |
167-14 |
169-15 |
|
| S3 |
163-19 |
164-31 |
169-04 |
|
| S4 |
159-24 |
161-04 |
168-02 |
|
|
| 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 |
169-29 |
5-30 |
3.5% |
2-27 |
1.7% |
5% |
False |
True |
528,112 |
| 10 |
175-27 |
169-29 |
5-30 |
3.5% |
2-02 |
1.2% |
5% |
False |
True |
470,602 |
| 20 |
176-10 |
169-29 |
6-13 |
3.8% |
1-19 |
0.9% |
4% |
False |
True |
396,801 |
| 40 |
177-14 |
169-29 |
7-17 |
4.4% |
1-11 |
0.8% |
4% |
False |
True |
350,276 |
| 60 |
178-17 |
169-29 |
8-20 |
5.1% |
1-12 |
0.8% |
3% |
False |
True |
325,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
190-03 |
|
2.618 |
183-26 |
|
1.618 |
179-31 |
|
1.000 |
177-19 |
|
0.618 |
176-04 |
|
HIGH |
173-24 |
|
0.618 |
172-09 |
|
0.500 |
171-27 |
|
0.382 |
171-12 |
|
LOW |
169-29 |
|
0.618 |
167-17 |
|
1.000 |
166-02 |
|
1.618 |
163-22 |
|
2.618 |
159-27 |
|
4.250 |
153-18 |
|
|
| Fisher Pivots for day following 09-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
171-27 |
172-28 |
| PP |
171-09 |
171-31 |
| S1 |
170-24 |
171-03 |
|