ECBOT 30 Year Treasury Bond Future December 2020
Trading Metrics calculated at close of trading on 09-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2020 |
09-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
171-22 |
171-27 |
0-05 |
0.1% |
173-28 |
High |
172-15 |
171-28 |
-0-19 |
-0.3% |
174-06 |
Low |
171-11 |
171-02 |
-0-09 |
-0.2% |
170-09 |
Close |
172-03 |
171-16 |
-0-19 |
-0.3% |
170-24 |
Range |
1-04 |
0-26 |
-0-10 |
-27.8% |
3-29 |
ATR |
1-14 |
1-13 |
-0-01 |
-2.0% |
0-00 |
Volume |
9,791 |
1,270 |
-8,521 |
-87.0% |
101,767 |
|
Daily Pivots for day following 09-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
173-29 |
173-17 |
171-30 |
|
R3 |
173-03 |
172-23 |
171-23 |
|
R2 |
172-09 |
172-09 |
171-21 |
|
R1 |
171-29 |
171-29 |
171-18 |
171-22 |
PP |
171-15 |
171-15 |
171-15 |
171-12 |
S1 |
171-03 |
171-03 |
171-14 |
170-28 |
S2 |
170-21 |
170-21 |
171-11 |
|
S3 |
169-27 |
170-09 |
171-09 |
|
S4 |
169-01 |
169-15 |
171-02 |
|
|
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 |
172-15 |
170-09 |
2-06 |
1.3% |
1-09 |
0.8% |
56% |
False |
False |
6,388 |
10 |
174-06 |
170-09 |
3-29 |
2.3% |
1-10 |
0.8% |
31% |
False |
False |
77,591 |
20 |
174-09 |
169-16 |
4-25 |
2.8% |
1-09 |
0.7% |
42% |
False |
False |
266,493 |
40 |
176-10 |
169-16 |
6-26 |
4.0% |
1-14 |
0.8% |
29% |
False |
False |
336,145 |
60 |
177-14 |
169-16 |
7-30 |
4.6% |
1-11 |
0.8% |
25% |
False |
False |
325,283 |
80 |
178-17 |
169-16 |
9-01 |
5.3% |
1-12 |
0.8% |
22% |
False |
False |
316,041 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
175-10 |
2.618 |
174-00 |
1.618 |
173-06 |
1.000 |
172-22 |
0.618 |
172-12 |
HIGH |
171-28 |
0.618 |
171-18 |
0.500 |
171-15 |
0.382 |
171-12 |
LOW |
171-02 |
0.618 |
170-18 |
1.000 |
170-08 |
1.618 |
169-24 |
2.618 |
168-30 |
4.250 |
167-20 |
|
|
Fisher Pivots for day following 09-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
171-16 |
171-15 |
PP |
171-15 |
171-14 |
S1 |
171-15 |
171-13 |
|