ECBOT 30 Year Treasury Bond Future December 2020
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 16-Nov-2020 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 13-Nov-2020 | 16-Nov-2020 | Change | Change % | Previous Week |  
                        | Open | 172-11 | 172-03 | -0-08 | -0.1% | 173-01 |  
                        | High | 172-27 | 172-22 | -0-05 | -0.1% | 173-24 |  
                        | Low | 172-00 | 171-09 | -0-23 | -0.4% | 169-16 |  
                        | Close | 172-06 | 171-29 | -0-09 | -0.2% | 172-06 |  
                        | Range | 0-27 | 1-13 | 0-18 | 66.7% | 4-08 |  
                        | ATR | 1-21 | 1-20 | -0-01 | -1.1% | 0-00 |  
                        | Volume | 248,281 | 311,508 | 63,227 | 25.5% | 1,894,179 |  | 
    
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            | Daily Pivots for day following 16-Nov-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 176-06 | 175-14 | 172-22 |  |  
                | R3 | 174-25 | 174-01 | 172-09 |  |  
                | R2 | 173-12 | 173-12 | 172-05 |  |  
                | R1 | 172-20 | 172-20 | 172-01 | 172-10 |  
                | PP | 171-31 | 171-31 | 171-31 | 171-25 |  
                | S1 | 171-07 | 171-07 | 171-25 | 170-29 |  
                | S2 | 170-18 | 170-18 | 171-21 |  |  
                | S3 | 169-05 | 169-26 | 171-17 |  |  
                | S4 | 167-24 | 168-13 | 171-04 |  |  | 
        
            | Weekly Pivots for week ending 13-Nov-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 184-18 | 182-20 | 174-17 |  |  
                | R3 | 180-10 | 178-12 | 173-11 |  |  
                | R2 | 176-02 | 176-02 | 172-31 |  |  
                | R1 | 174-04 | 174-04 | 172-18 | 172-31 |  
                | PP | 171-26 | 171-26 | 171-26 | 171-08 |  
                | S1 | 169-28 | 169-28 | 171-26 | 168-23 |  
                | S2 | 167-18 | 167-18 | 171-13 |  |  
                | S3 | 163-10 | 165-20 | 171-01 |  |  
                | S4 | 159-02 | 161-12 | 169-27 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 172-27 | 169-16 | 3-11 | 1.9% | 1-13 | 0.8% | 72% | False | False | 311,773 |  
                | 10 | 175-27 | 169-16 | 6-11 | 3.7% | 2-04 | 1.2% | 38% | False | False | 419,943 |  
                | 20 | 175-27 | 169-16 | 6-11 | 3.7% | 1-23 | 1.0% | 38% | False | False | 402,177 |  
                | 40 | 177-12 | 169-16 | 7-28 | 4.6% | 1-12 | 0.8% | 31% | False | False | 354,075 |  
                | 60 | 178-17 | 169-16 | 9-01 | 5.3% | 1-13 | 0.8% | 27% | False | False | 348,333 |  
                | 80 | 181-17 | 169-16 | 12-01 | 7.0% | 1-12 | 0.8% | 20% | False | False | 263,916 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 178-21 |  
            | 2.618 | 176-12 |  
            | 1.618 | 174-31 |  
            | 1.000 | 174-03 |  
            | 0.618 | 173-18 |  
            | HIGH | 172-22 |  
            | 0.618 | 172-05 |  
            | 0.500 | 172-00 |  
            | 0.382 | 171-26 |  
            | LOW | 171-09 |  
            | 0.618 | 170-13 |  
            | 1.000 | 169-28 |  
            | 1.618 | 169-00 |  
            | 2.618 | 167-19 |  
            | 4.250 | 165-10 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 16-Nov-2020 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 172-00 | 171-26 |  
                                | PP | 171-31 | 171-24 |  
                                | S1 | 171-30 | 171-21 |  |