ECBOT 30 Year Treasury Bond Future December 2020
| Trading Metrics calculated at close of trading on 11-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2020 |
11-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
171-25 |
173-00 |
1-07 |
0.7% |
170-12 |
| High |
172-18 |
173-06 |
0-20 |
0.4% |
173-06 |
| Low |
171-20 |
172-12 |
0-24 |
0.4% |
170-11 |
| Close |
172-15 |
172-20 |
0-05 |
0.1% |
172-20 |
| Range |
0-30 |
0-26 |
-0-04 |
-13.3% |
2-27 |
| ATR |
1-12 |
1-11 |
-0-01 |
-2.9% |
0-00 |
| Volume |
1,651 |
1,562 |
-89 |
-5.4% |
17,935 |
|
| Daily Pivots for day following 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
175-05 |
174-23 |
173-02 |
|
| R3 |
174-11 |
173-29 |
172-27 |
|
| R2 |
173-17 |
173-17 |
172-25 |
|
| R1 |
173-03 |
173-03 |
172-22 |
172-29 |
| PP |
172-23 |
172-23 |
172-23 |
172-20 |
| S1 |
172-09 |
172-09 |
172-18 |
172-03 |
| S2 |
171-29 |
171-29 |
172-15 |
|
| S3 |
171-03 |
171-15 |
172-13 |
|
| S4 |
170-09 |
170-21 |
172-06 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
180-19 |
179-14 |
174-06 |
|
| R3 |
177-24 |
176-19 |
173-13 |
|
| R2 |
174-29 |
174-29 |
173-05 |
|
| R1 |
173-24 |
173-24 |
172-28 |
174-10 |
| PP |
172-02 |
172-02 |
172-02 |
172-11 |
| S1 |
170-29 |
170-29 |
172-12 |
171-16 |
| S2 |
169-07 |
169-07 |
172-03 |
|
| S3 |
166-12 |
168-02 |
171-27 |
|
| S4 |
163-17 |
165-07 |
171-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
173-06 |
170-11 |
2-27 |
1.6% |
1-00 |
0.6% |
80% |
True |
False |
3,587 |
| 10 |
174-06 |
170-09 |
3-29 |
2.3% |
1-09 |
0.7% |
60% |
False |
False |
11,970 |
| 20 |
174-09 |
170-09 |
4-00 |
2.3% |
1-06 |
0.7% |
59% |
False |
False |
239,262 |
| 40 |
175-27 |
169-16 |
6-11 |
3.7% |
1-14 |
0.8% |
49% |
False |
False |
321,784 |
| 60 |
177-12 |
169-16 |
7-28 |
4.6% |
1-10 |
0.8% |
40% |
False |
False |
315,101 |
| 80 |
178-17 |
169-16 |
9-01 |
5.2% |
1-11 |
0.8% |
35% |
False |
False |
315,697 |
| 100 |
181-17 |
169-16 |
12-01 |
7.0% |
1-10 |
0.8% |
26% |
False |
False |
253,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
176-20 |
|
2.618 |
175-10 |
|
1.618 |
174-16 |
|
1.000 |
174-00 |
|
0.618 |
173-22 |
|
HIGH |
173-06 |
|
0.618 |
172-28 |
|
0.500 |
172-25 |
|
0.382 |
172-22 |
|
LOW |
172-12 |
|
0.618 |
171-28 |
|
1.000 |
171-18 |
|
1.618 |
171-02 |
|
2.618 |
170-08 |
|
4.250 |
168-30 |
|
|
| Fisher Pivots for day following 11-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
172-25 |
172-15 |
| PP |
172-23 |
172-09 |
| S1 |
172-22 |
172-04 |
|