ECBOT 30 Year Treasury Bond Future December 2020
| Trading Metrics calculated at close of trading on 01-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2020 |
01-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
173-28 |
173-27 |
-0-01 |
0.0% |
174-07 |
| High |
174-06 |
174-00 |
-0-06 |
-0.1% |
174-08 |
| Low |
173-14 |
171-18 |
-1-28 |
-1.1% |
172-17 |
| Close |
173-25 |
171-22 |
-2-03 |
-1.2% |
173-28 |
| Range |
0-24 |
2-14 |
1-22 |
225.0% |
1-23 |
| ATR |
1-12 |
1-14 |
0-02 |
5.6% |
0-00 |
| Volume |
35,364 |
31,204 |
-4,160 |
-11.8% |
2,441,217 |
|
| Daily Pivots for day following 01-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
179-23 |
178-05 |
173-01 |
|
| R3 |
177-09 |
175-23 |
172-11 |
|
| R2 |
174-27 |
174-27 |
172-04 |
|
| R1 |
173-09 |
173-09 |
171-29 |
172-27 |
| PP |
172-13 |
172-13 |
172-13 |
172-06 |
| S1 |
170-27 |
170-27 |
171-15 |
170-13 |
| S2 |
169-31 |
169-31 |
171-08 |
|
| S3 |
167-17 |
168-13 |
171-01 |
|
| S4 |
165-03 |
165-31 |
170-11 |
|
|
| Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
178-23 |
178-00 |
174-26 |
|
| R3 |
177-00 |
176-09 |
174-11 |
|
| R2 |
175-09 |
175-09 |
174-06 |
|
| R1 |
174-18 |
174-18 |
174-01 |
174-02 |
| PP |
173-18 |
173-18 |
173-18 |
173-10 |
| S1 |
172-27 |
172-27 |
173-23 |
172-11 |
| S2 |
171-27 |
171-27 |
173-18 |
|
| S3 |
170-04 |
171-04 |
173-13 |
|
| S4 |
168-13 |
169-13 |
172-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
174-06 |
171-18 |
2-20 |
1.5% |
1-09 |
0.7% |
5% |
False |
True |
336,404 |
| 10 |
174-09 |
171-18 |
2-23 |
1.6% |
1-06 |
0.7% |
5% |
False |
True |
417,232 |
| 20 |
175-27 |
169-16 |
6-11 |
3.7% |
1-21 |
1.0% |
34% |
False |
False |
418,587 |
| 40 |
176-10 |
169-16 |
6-26 |
4.0% |
1-13 |
0.8% |
32% |
False |
False |
380,414 |
| 60 |
177-14 |
169-16 |
7-30 |
4.6% |
1-10 |
0.8% |
28% |
False |
False |
352,487 |
| 80 |
180-10 |
169-16 |
10-26 |
6.3% |
1-12 |
0.8% |
20% |
False |
False |
315,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
184-12 |
|
2.618 |
180-12 |
|
1.618 |
177-30 |
|
1.000 |
176-14 |
|
0.618 |
175-16 |
|
HIGH |
174-00 |
|
0.618 |
173-02 |
|
0.500 |
172-25 |
|
0.382 |
172-16 |
|
LOW |
171-18 |
|
0.618 |
170-02 |
|
1.000 |
169-04 |
|
1.618 |
167-20 |
|
2.618 |
165-06 |
|
4.250 |
161-06 |
|
|
| Fisher Pivots for day following 01-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
172-25 |
172-28 |
| PP |
172-13 |
172-15 |
| S1 |
172-02 |
172-03 |
|