ECBOT 30 Year Treasury Bond Future December 2020
Trading Metrics calculated at close of trading on 04-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2020 |
04-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
171-14 |
172-05 |
0-23 |
0.4% |
173-28 |
High |
172-09 |
172-12 |
0-03 |
0.1% |
174-06 |
Low |
171-07 |
170-09 |
-0-30 |
-0.5% |
170-09 |
Close |
171-29 |
170-24 |
-1-05 |
-0.7% |
170-24 |
Range |
1-02 |
2-03 |
1-01 |
97.1% |
3-29 |
ATR |
1-13 |
1-15 |
0-02 |
3.5% |
0-00 |
Volume |
5,829 |
11,391 |
5,562 |
95.4% |
101,767 |
|
Daily Pivots for day following 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
177-13 |
176-06 |
171-29 |
|
R3 |
175-10 |
174-03 |
171-10 |
|
R2 |
173-07 |
173-07 |
171-04 |
|
R1 |
172-00 |
172-00 |
170-30 |
171-18 |
PP |
171-04 |
171-04 |
171-04 |
170-30 |
S1 |
169-29 |
169-29 |
170-18 |
169-15 |
S2 |
169-01 |
169-01 |
170-12 |
|
S3 |
166-30 |
167-26 |
170-06 |
|
S4 |
164-27 |
165-23 |
169-19 |
|
|
Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
183-15 |
181-00 |
172-29 |
|
R3 |
179-18 |
177-03 |
171-26 |
|
R2 |
175-21 |
175-21 |
171-15 |
|
R1 |
173-06 |
173-06 |
171-03 |
172-15 |
PP |
171-24 |
171-24 |
171-24 |
171-12 |
S1 |
169-09 |
169-09 |
170-13 |
168-18 |
S2 |
167-27 |
167-27 |
170-01 |
|
S3 |
163-30 |
165-12 |
169-22 |
|
S4 |
160-01 |
161-15 |
168-19 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
174-06 |
170-09 |
3-29 |
2.3% |
1-18 |
0.9% |
12% |
False |
True |
20,353 |
10 |
174-09 |
170-09 |
4-00 |
2.3% |
1-09 |
0.7% |
12% |
False |
True |
302,663 |
20 |
174-31 |
169-16 |
5-15 |
3.2% |
1-15 |
0.9% |
23% |
False |
False |
339,277 |
40 |
176-10 |
169-16 |
6-26 |
4.0% |
1-14 |
0.8% |
18% |
False |
False |
352,003 |
60 |
177-14 |
169-16 |
7-30 |
4.6% |
1-10 |
0.8% |
16% |
False |
False |
336,735 |
80 |
178-17 |
169-16 |
9-01 |
5.3% |
1-12 |
0.8% |
14% |
False |
False |
316,015 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
181-09 |
2.618 |
177-27 |
1.618 |
175-24 |
1.000 |
174-15 |
0.618 |
173-21 |
HIGH |
172-12 |
0.618 |
171-18 |
0.500 |
171-11 |
0.382 |
171-03 |
LOW |
170-09 |
0.618 |
169-00 |
1.000 |
168-06 |
1.618 |
166-29 |
2.618 |
164-26 |
4.250 |
161-12 |
|
|
Fisher Pivots for day following 04-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
171-11 |
171-11 |
PP |
171-04 |
171-04 |
S1 |
170-30 |
170-30 |
|