ECBOT 30 Year Treasury Bond Future December 2020
Trading Metrics calculated at close of trading on 15-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2020 |
15-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
172-11 |
172-28 |
0-17 |
0.3% |
170-12 |
High |
172-23 |
172-30 |
0-07 |
0.1% |
173-06 |
Low |
171-19 |
171-29 |
0-10 |
0.2% |
170-11 |
Close |
172-21 |
171-29 |
-0-24 |
-0.4% |
172-20 |
Range |
1-04 |
1-01 |
-0-03 |
-8.3% |
2-27 |
ATR |
1-10 |
1-10 |
-0-01 |
-1.6% |
0-00 |
Volume |
5,427 |
5,422 |
-5 |
-0.1% |
17,935 |
|
Daily Pivots for day following 15-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
175-11 |
174-21 |
172-15 |
|
R3 |
174-10 |
173-20 |
172-06 |
|
R2 |
173-09 |
173-09 |
172-03 |
|
R1 |
172-19 |
172-19 |
172-00 |
172-14 |
PP |
172-08 |
172-08 |
172-08 |
172-05 |
S1 |
171-18 |
171-18 |
171-26 |
171-13 |
S2 |
171-07 |
171-07 |
171-23 |
|
S3 |
170-06 |
170-17 |
171-20 |
|
S4 |
169-05 |
169-16 |
171-11 |
|
|
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% |
0-30 |
0.5% |
40% |
False |
False |
3,066 |
10 |
173-06 |
170-09 |
2-29 |
1.7% |
1-06 |
0.7% |
56% |
False |
False |
6,398 |
20 |
174-09 |
170-09 |
4-00 |
2.3% |
1-06 |
0.7% |
41% |
False |
False |
211,815 |
40 |
175-27 |
169-16 |
6-11 |
3.7% |
1-14 |
0.8% |
38% |
False |
False |
306,996 |
60 |
177-12 |
169-16 |
7-28 |
4.6% |
1-10 |
0.8% |
31% |
False |
False |
306,655 |
80 |
178-17 |
169-16 |
9-01 |
5.3% |
1-11 |
0.8% |
27% |
False |
False |
314,203 |
100 |
181-17 |
169-16 |
12-01 |
7.0% |
1-11 |
0.8% |
20% |
False |
False |
253,496 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
177-10 |
2.618 |
175-20 |
1.618 |
174-19 |
1.000 |
173-31 |
0.618 |
173-18 |
HIGH |
172-30 |
0.618 |
172-17 |
0.500 |
172-14 |
0.382 |
172-10 |
LOW |
171-29 |
0.618 |
171-09 |
1.000 |
170-28 |
1.618 |
170-08 |
2.618 |
169-07 |
4.250 |
167-17 |
|
|
Fisher Pivots for day following 15-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
172-14 |
172-13 |
PP |
172-08 |
172-07 |
S1 |
172-03 |
172-02 |
|