ECBOT 30 Year Treasury Bond Future December 2020
Trading Metrics calculated at close of trading on 21-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2020 |
21-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
171-26 |
171-20 |
-0-06 |
-0.1% |
172-11 |
High |
172-01 |
172-21 |
0-20 |
0.4% |
172-30 |
Low |
171-06 |
171-16 |
0-10 |
0.2% |
171-06 |
Close |
171-06 |
171-16 |
0-10 |
0.2% |
171-06 |
Range |
0-27 |
1-05 |
0-10 |
37.0% |
1-24 |
ATR |
1-08 |
1-08 |
0-01 |
1.3% |
0-00 |
Volume |
12,608 |
1,990 |
-10,618 |
-84.2% |
36,296 |
|
Daily Pivots for day following 21-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
175-11 |
174-19 |
172-04 |
|
R3 |
174-06 |
173-14 |
171-26 |
|
R2 |
173-01 |
173-01 |
171-23 |
|
R1 |
172-09 |
172-09 |
171-19 |
172-03 |
PP |
171-28 |
171-28 |
171-28 |
171-25 |
S1 |
171-04 |
171-04 |
171-13 |
170-29 |
S2 |
170-23 |
170-23 |
171-09 |
|
S3 |
169-18 |
169-31 |
171-06 |
|
S4 |
168-13 |
168-26 |
170-28 |
|
|
Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
177-01 |
175-27 |
172-05 |
|
R3 |
175-09 |
174-03 |
171-21 |
|
R2 |
173-17 |
173-17 |
171-16 |
|
R1 |
172-11 |
172-11 |
171-11 |
172-02 |
PP |
171-25 |
171-25 |
171-25 |
171-20 |
S1 |
170-19 |
170-19 |
171-01 |
170-10 |
S2 |
170-01 |
170-01 |
170-28 |
|
S3 |
168-09 |
168-27 |
170-23 |
|
S4 |
166-17 |
167-03 |
170-07 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
172-30 |
171-06 |
1-24 |
1.0% |
1-02 |
0.6% |
18% |
False |
False |
6,571 |
10 |
173-06 |
171-02 |
2-04 |
1.2% |
1-00 |
0.6% |
21% |
False |
False |
5,256 |
20 |
174-08 |
170-09 |
3-31 |
2.3% |
1-05 |
0.7% |
31% |
False |
False |
129,960 |
40 |
175-27 |
169-16 |
6-11 |
3.7% |
1-14 |
0.8% |
32% |
False |
False |
271,913 |
60 |
177-12 |
169-16 |
7-28 |
4.6% |
1-11 |
0.8% |
25% |
False |
False |
289,980 |
80 |
178-17 |
169-16 |
9-01 |
5.3% |
1-10 |
0.8% |
22% |
False |
False |
292,344 |
100 |
181-17 |
169-16 |
12-01 |
7.0% |
1-11 |
0.8% |
17% |
False |
False |
253,627 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
177-18 |
2.618 |
175-22 |
1.618 |
174-17 |
1.000 |
173-26 |
0.618 |
173-12 |
HIGH |
172-21 |
0.618 |
172-07 |
0.500 |
172-03 |
0.382 |
171-30 |
LOW |
171-16 |
0.618 |
170-25 |
1.000 |
170-11 |
1.618 |
169-20 |
2.618 |
168-15 |
4.250 |
166-19 |
|
|
Fisher Pivots for day following 21-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
172-03 |
171-30 |
PP |
171-28 |
171-25 |
S1 |
171-22 |
171-21 |
|