ECBOT 30 Year Treasury Bond Future March 2021
| Trading Metrics calculated at close of trading on 12-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2020 |
12-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
171-15 |
171-27 |
0-12 |
0.2% |
173-22 |
| High |
171-31 |
173-23 |
1-24 |
1.0% |
177-07 |
| Low |
170-20 |
171-21 |
1-01 |
0.6% |
171-14 |
| Close |
171-27 |
173-18 |
1-23 |
1.0% |
174-20 |
| Range |
1-11 |
2-02 |
0-23 |
53.5% |
5-25 |
| ATR |
1-21 |
1-22 |
0-01 |
1.7% |
0-00 |
| Volume |
4,358 |
6,961 |
2,603 |
59.7% |
15,304 |
|
| Daily Pivots for day following 12-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
179-05 |
178-14 |
174-22 |
|
| R3 |
177-03 |
176-12 |
174-04 |
|
| R2 |
175-01 |
175-01 |
173-30 |
|
| R1 |
174-10 |
174-10 |
173-24 |
174-22 |
| PP |
172-31 |
172-31 |
172-31 |
173-05 |
| S1 |
172-08 |
172-08 |
173-12 |
172-20 |
| S2 |
170-29 |
170-29 |
173-06 |
|
| S3 |
168-27 |
170-06 |
173-00 |
|
| S4 |
166-25 |
168-04 |
172-14 |
|
|
| Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
191-25 |
188-31 |
177-26 |
|
| R3 |
186-00 |
183-06 |
176-07 |
|
| R2 |
180-07 |
180-07 |
175-22 |
|
| R1 |
177-13 |
177-13 |
175-05 |
178-26 |
| PP |
174-14 |
174-14 |
174-14 |
175-04 |
| S1 |
171-20 |
171-20 |
174-03 |
173-01 |
| S2 |
168-21 |
168-21 |
173-18 |
|
| S3 |
162-28 |
165-27 |
173-01 |
|
| S4 |
157-03 |
160-02 |
171-14 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
182-16 |
|
2.618 |
179-04 |
|
1.618 |
177-02 |
|
1.000 |
175-25 |
|
0.618 |
175-00 |
|
HIGH |
173-23 |
|
0.618 |
172-30 |
|
0.500 |
172-22 |
|
0.382 |
172-14 |
|
LOW |
171-21 |
|
0.618 |
170-12 |
|
1.000 |
169-19 |
|
1.618 |
168-10 |
|
2.618 |
166-08 |
|
4.250 |
162-29 |
|
|
| Fisher Pivots for day following 12-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
173-09 |
173-03 |
| PP |
172-31 |
172-20 |
| S1 |
172-22 |
172-06 |
|