ECBOT 30 Year Treasury Bond Future March 2021
Trading Metrics calculated at close of trading on 07-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2020 |
07-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
173-05 |
171-17 |
-1-20 |
-0.9% |
175-00 |
High |
173-15 |
172-21 |
-0-26 |
-0.5% |
175-10 |
Low |
171-04 |
171-06 |
0-02 |
0.0% |
171-04 |
Close |
171-21 |
172-17 |
0-28 |
0.5% |
171-21 |
Range |
2-11 |
1-15 |
-0-28 |
-37.3% |
4-06 |
ATR |
1-16 |
1-16 |
0-00 |
-0.2% |
0-00 |
Volume |
424,448 |
298,490 |
-125,958 |
-29.7% |
2,086,678 |
|
Daily Pivots for day following 07-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
176-17 |
176-00 |
173-11 |
|
R3 |
175-02 |
174-17 |
172-30 |
|
R2 |
173-19 |
173-19 |
172-26 |
|
R1 |
173-02 |
173-02 |
172-21 |
173-11 |
PP |
172-04 |
172-04 |
172-04 |
172-08 |
S1 |
171-19 |
171-19 |
172-13 |
171-28 |
S2 |
170-21 |
170-21 |
172-08 |
|
S3 |
169-06 |
170-04 |
172-04 |
|
S4 |
167-23 |
168-21 |
171-23 |
|
|
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 |
175-05 |
171-04 |
4-01 |
2.3% |
1-26 |
1.1% |
35% |
False |
False |
386,889 |
10 |
175-20 |
171-04 |
4-16 |
2.6% |
1-13 |
0.8% |
31% |
False |
False |
427,733 |
20 |
175-21 |
170-20 |
5-01 |
2.9% |
1-16 |
0.9% |
38% |
False |
False |
235,319 |
40 |
177-23 |
170-20 |
7-03 |
4.1% |
1-14 |
0.8% |
27% |
False |
False |
118,312 |
60 |
178-29 |
170-20 |
8-09 |
4.8% |
1-08 |
0.7% |
23% |
False |
False |
79,050 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
178-29 |
2.618 |
176-16 |
1.618 |
175-01 |
1.000 |
174-04 |
0.618 |
173-18 |
HIGH |
172-21 |
0.618 |
172-03 |
0.500 |
171-30 |
0.382 |
171-24 |
LOW |
171-06 |
0.618 |
170-09 |
1.000 |
169-23 |
1.618 |
168-26 |
2.618 |
167-11 |
4.250 |
164-30 |
|
|
Fisher Pivots for day following 07-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
172-11 |
172-15 |
PP |
172-04 |
172-12 |
S1 |
171-30 |
172-10 |
|