ECBOT 30 Year Treasury Bond Future March 2021
| Trading Metrics calculated at close of trading on 04-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2020 |
04-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
172-14 |
173-05 |
0-23 |
0.4% |
175-00 |
| High |
173-10 |
173-15 |
0-05 |
0.1% |
175-10 |
| Low |
172-05 |
171-04 |
-1-01 |
-0.6% |
171-04 |
| Close |
172-28 |
171-21 |
-1-07 |
-0.7% |
171-21 |
| Range |
1-05 |
2-11 |
1-06 |
102.7% |
4-06 |
| ATR |
1-14 |
1-16 |
0-02 |
4.4% |
0-00 |
| Volume |
326,784 |
424,448 |
97,664 |
29.9% |
2,086,678 |
|
| Daily Pivots for day following 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
179-04 |
177-23 |
172-30 |
|
| R3 |
176-25 |
175-12 |
172-10 |
|
| R2 |
174-14 |
174-14 |
172-03 |
|
| R1 |
173-01 |
173-01 |
171-28 |
172-18 |
| PP |
172-03 |
172-03 |
172-03 |
171-27 |
| S1 |
170-22 |
170-22 |
171-14 |
170-07 |
| S2 |
169-24 |
169-24 |
171-07 |
|
| S3 |
167-13 |
168-11 |
171-00 |
|
| S4 |
165-02 |
166-00 |
170-12 |
|
|
| Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
185-08 |
182-21 |
173-31 |
|
| R3 |
181-02 |
178-15 |
172-26 |
|
| R2 |
176-28 |
176-28 |
172-14 |
|
| R1 |
174-09 |
174-09 |
172-01 |
173-16 |
| PP |
172-22 |
172-22 |
172-22 |
172-10 |
| S1 |
170-03 |
170-03 |
171-09 |
169-10 |
| S2 |
168-16 |
168-16 |
170-28 |
|
| S3 |
164-10 |
165-29 |
170-16 |
|
| S4 |
160-04 |
161-23 |
169-11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
175-10 |
171-04 |
4-06 |
2.4% |
1-22 |
1.0% |
13% |
False |
True |
417,335 |
| 10 |
175-21 |
171-04 |
4-17 |
2.6% |
1-11 |
0.8% |
12% |
False |
True |
419,539 |
| 20 |
176-12 |
170-20 |
5-24 |
3.3% |
1-17 |
0.9% |
18% |
False |
False |
220,438 |
| 40 |
177-23 |
170-20 |
7-03 |
4.1% |
1-14 |
0.8% |
15% |
False |
False |
110,851 |
| 60 |
178-29 |
170-20 |
8-09 |
4.8% |
1-08 |
0.7% |
12% |
False |
False |
74,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
183-14 |
|
2.618 |
179-19 |
|
1.618 |
177-08 |
|
1.000 |
175-26 |
|
0.618 |
174-29 |
|
HIGH |
173-15 |
|
0.618 |
172-18 |
|
0.500 |
172-10 |
|
0.382 |
172-01 |
|
LOW |
171-04 |
|
0.618 |
169-22 |
|
1.000 |
168-25 |
|
1.618 |
167-11 |
|
2.618 |
165-00 |
|
4.250 |
161-05 |
|
|
| Fisher Pivots for day following 04-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
172-10 |
172-10 |
| PP |
172-03 |
172-03 |
| S1 |
171-28 |
171-28 |
|