ECBOT 30 Year Treasury Bond Future December 2020
Trading Metrics calculated at close of trading on 17-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2020 |
17-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
172-08 |
171-24 |
-0-16 |
-0.3% |
170-12 |
High |
172-10 |
172-18 |
0-08 |
0.1% |
173-06 |
Low |
171-07 |
171-13 |
0-06 |
0.1% |
170-11 |
Close |
171-31 |
171-23 |
-0-08 |
-0.1% |
172-20 |
Range |
1-03 |
1-05 |
0-02 |
5.7% |
2-27 |
ATR |
1-09 |
1-09 |
0-00 |
-0.7% |
0-00 |
Volume |
8,400 |
4,439 |
-3,961 |
-47.2% |
17,935 |
|
Daily Pivots for day following 17-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
175-12 |
174-22 |
172-11 |
|
R3 |
174-07 |
173-17 |
172-01 |
|
R2 |
173-02 |
173-02 |
171-30 |
|
R1 |
172-12 |
172-12 |
171-26 |
172-05 |
PP |
171-29 |
171-29 |
171-29 |
171-25 |
S1 |
171-07 |
171-07 |
171-20 |
171-00 |
S2 |
170-24 |
170-24 |
171-16 |
|
S3 |
169-19 |
170-02 |
171-13 |
|
S4 |
168-14 |
168-29 |
171-03 |
|
|
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 |
171-07 |
1-31 |
1.1% |
1-01 |
0.6% |
25% |
False |
False |
5,050 |
10 |
173-06 |
170-09 |
2-29 |
1.7% |
1-05 |
0.7% |
49% |
False |
False |
5,301 |
20 |
174-09 |
170-09 |
4-00 |
2.3% |
1-05 |
0.7% |
36% |
False |
False |
176,597 |
40 |
175-27 |
169-16 |
6-11 |
3.7% |
1-14 |
0.8% |
35% |
False |
False |
288,482 |
60 |
177-12 |
169-16 |
7-28 |
4.6% |
1-10 |
0.8% |
28% |
False |
False |
298,440 |
80 |
178-17 |
169-16 |
9-01 |
5.3% |
1-11 |
0.8% |
25% |
False |
False |
305,528 |
100 |
181-17 |
169-16 |
12-01 |
7.0% |
1-10 |
0.8% |
18% |
False |
False |
253,490 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
177-15 |
2.618 |
175-19 |
1.618 |
174-14 |
1.000 |
173-23 |
0.618 |
173-09 |
HIGH |
172-18 |
0.618 |
172-04 |
0.500 |
172-00 |
0.382 |
171-27 |
LOW |
171-13 |
0.618 |
170-22 |
1.000 |
170-08 |
1.618 |
169-17 |
2.618 |
168-12 |
4.250 |
166-16 |
|
|
Fisher Pivots for day following 17-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
172-00 |
172-03 |
PP |
171-29 |
171-31 |
S1 |
171-26 |
171-27 |
|