ECBOT 30 Year Treasury Bond Future March 2021
| Trading Metrics calculated at close of trading on 27-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2020 |
27-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
174-03 |
173-31 |
-0-04 |
-0.1% |
175-19 |
| High |
174-24 |
175-02 |
0-10 |
0.2% |
175-20 |
| Low |
173-19 |
173-31 |
0-12 |
0.2% |
173-19 |
| Close |
174-00 |
175-01 |
1-01 |
0.6% |
175-01 |
| Range |
1-05 |
1-03 |
-0-02 |
-5.4% |
2-01 |
| ATR |
1-14 |
1-14 |
-0-01 |
-1.8% |
0-00 |
| Volume |
441,158 |
176,544 |
-264,614 |
-60.0% |
1,892,166 |
|
| Daily Pivots for day following 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
177-31 |
177-19 |
175-20 |
|
| R3 |
176-28 |
176-16 |
175-11 |
|
| R2 |
175-25 |
175-25 |
175-07 |
|
| R1 |
175-13 |
175-13 |
175-04 |
175-19 |
| PP |
174-22 |
174-22 |
174-22 |
174-25 |
| S1 |
174-10 |
174-10 |
174-30 |
174-16 |
| S2 |
173-19 |
173-19 |
174-27 |
|
| S3 |
172-16 |
173-07 |
174-23 |
|
| S4 |
171-13 |
172-04 |
174-14 |
|
|
| Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
180-27 |
179-31 |
176-05 |
|
| R3 |
178-26 |
177-30 |
175-19 |
|
| R2 |
176-25 |
176-25 |
175-13 |
|
| R1 |
175-29 |
175-29 |
175-07 |
175-11 |
| PP |
174-24 |
174-24 |
174-24 |
174-15 |
| S1 |
173-28 |
173-28 |
174-27 |
173-10 |
| S2 |
172-23 |
172-23 |
174-21 |
|
| S3 |
170-22 |
171-27 |
174-15 |
|
| S4 |
168-21 |
169-26 |
173-29 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
179-23 |
|
2.618 |
177-30 |
|
1.618 |
176-27 |
|
1.000 |
176-05 |
|
0.618 |
175-24 |
|
HIGH |
175-02 |
|
0.618 |
174-21 |
|
0.500 |
174-17 |
|
0.382 |
174-12 |
|
LOW |
173-31 |
|
0.618 |
173-09 |
|
1.000 |
172-28 |
|
1.618 |
172-06 |
|
2.618 |
171-03 |
|
4.250 |
169-10 |
|
|
| Fisher Pivots for day following 27-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
174-28 |
174-26 |
| PP |
174-22 |
174-18 |
| S1 |
174-17 |
174-11 |
|