ECBOT 30 Year Treasury Bond Future December 2020
Trading Metrics calculated at close of trading on 14-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2020 |
14-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
173-00 |
172-11 |
-0-21 |
-0.4% |
170-12 |
High |
173-06 |
172-23 |
-0-15 |
-0.3% |
173-06 |
Low |
172-12 |
171-19 |
-0-25 |
-0.5% |
170-11 |
Close |
172-20 |
172-21 |
0-01 |
0.0% |
172-20 |
Range |
0-26 |
1-04 |
0-10 |
38.5% |
2-27 |
ATR |
1-11 |
1-10 |
0-00 |
-1.1% |
0-00 |
Volume |
1,562 |
5,427 |
3,865 |
247.4% |
17,935 |
|
Daily Pivots for day following 14-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
175-22 |
175-10 |
173-09 |
|
R3 |
174-18 |
174-06 |
172-31 |
|
R2 |
173-14 |
173-14 |
172-28 |
|
R1 |
173-02 |
173-02 |
172-24 |
173-08 |
PP |
172-10 |
172-10 |
172-10 |
172-14 |
S1 |
171-30 |
171-30 |
172-18 |
172-04 |
S2 |
171-06 |
171-06 |
172-14 |
|
S3 |
170-02 |
170-26 |
172-11 |
|
S4 |
168-30 |
169-22 |
172-01 |
|
|
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 |
171-02 |
2-04 |
1.2% |
0-31 |
0.6% |
75% |
False |
False |
3,940 |
10 |
174-00 |
170-09 |
3-23 |
2.2% |
1-10 |
0.8% |
64% |
False |
False |
8,976 |
20 |
174-09 |
170-09 |
4-00 |
2.3% |
1-06 |
0.7% |
59% |
False |
False |
227,119 |
40 |
175-27 |
169-16 |
6-11 |
3.7% |
1-14 |
0.8% |
50% |
False |
False |
314,380 |
60 |
177-12 |
169-16 |
7-28 |
4.6% |
1-10 |
0.8% |
40% |
False |
False |
311,395 |
80 |
178-17 |
169-16 |
9-01 |
5.2% |
1-11 |
0.8% |
35% |
False |
False |
315,230 |
100 |
181-17 |
169-16 |
12-01 |
7.0% |
1-11 |
0.8% |
26% |
False |
False |
253,444 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
177-16 |
2.618 |
175-21 |
1.618 |
174-17 |
1.000 |
173-27 |
0.618 |
173-13 |
HIGH |
172-23 |
0.618 |
172-09 |
0.500 |
172-05 |
0.382 |
172-01 |
LOW |
171-19 |
0.618 |
170-29 |
1.000 |
170-15 |
1.618 |
169-25 |
2.618 |
168-21 |
4.250 |
166-26 |
|
|
Fisher Pivots for day following 14-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
172-16 |
172-18 |
PP |
172-10 |
172-15 |
S1 |
172-05 |
172-13 |
|