ECBOT 30 Year Treasury Bond Future December 2020
Trading Metrics calculated at close of trading on 07-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2020 |
07-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
172-05 |
170-12 |
-1-25 |
-1.0% |
173-28 |
High |
172-12 |
171-22 |
-0-22 |
-0.4% |
174-06 |
Low |
170-09 |
170-11 |
0-02 |
0.0% |
170-09 |
Close |
170-24 |
171-18 |
0-26 |
0.5% |
170-24 |
Range |
2-03 |
1-11 |
-0-24 |
-35.8% |
3-29 |
ATR |
1-15 |
1-14 |
0-00 |
-0.6% |
0-00 |
Volume |
11,391 |
3,661 |
-7,730 |
-67.9% |
101,767 |
|
Daily Pivots for day following 07-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
175-07 |
174-24 |
172-10 |
|
R3 |
173-28 |
173-13 |
171-30 |
|
R2 |
172-17 |
172-17 |
171-26 |
|
R1 |
172-02 |
172-02 |
171-22 |
172-09 |
PP |
171-06 |
171-06 |
171-06 |
171-10 |
S1 |
170-23 |
170-23 |
171-14 |
170-31 |
S2 |
169-27 |
169-27 |
171-10 |
|
S3 |
168-16 |
169-12 |
171-06 |
|
S4 |
167-05 |
168-01 |
170-26 |
|
|
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 |
174-00 |
170-09 |
3-23 |
2.2% |
1-21 |
1.0% |
34% |
False |
False |
14,012 |
10 |
174-08 |
170-09 |
3-31 |
2.3% |
1-10 |
0.8% |
32% |
False |
False |
254,664 |
20 |
174-09 |
169-16 |
4-25 |
2.8% |
1-14 |
0.8% |
43% |
False |
False |
320,843 |
40 |
176-10 |
169-16 |
6-26 |
4.0% |
1-14 |
0.8% |
30% |
False |
False |
344,243 |
60 |
177-14 |
169-16 |
7-30 |
4.6% |
1-10 |
0.8% |
26% |
False |
False |
332,877 |
80 |
178-17 |
169-16 |
9-01 |
5.3% |
1-11 |
0.8% |
23% |
False |
False |
316,002 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
177-13 |
2.618 |
175-07 |
1.618 |
173-28 |
1.000 |
173-01 |
0.618 |
172-17 |
HIGH |
171-22 |
0.618 |
171-06 |
0.500 |
171-01 |
0.382 |
170-27 |
LOW |
170-11 |
0.618 |
169-16 |
1.000 |
169-00 |
1.618 |
168-05 |
2.618 |
166-26 |
4.250 |
164-20 |
|
|
Fisher Pivots for day following 07-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
171-12 |
171-16 |
PP |
171-06 |
171-13 |
S1 |
171-01 |
171-11 |
|