ECBOT 30 Year Treasury Bond Future March 2021
| Trading Metrics calculated at close of trading on 16-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2020 |
16-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
173-20 |
173-08 |
-0-12 |
-0.2% |
171-17 |
| High |
173-31 |
173-12 |
-0-19 |
-0.3% |
174-09 |
| Low |
172-27 |
172-04 |
-0-23 |
-0.4% |
171-06 |
| Close |
172-29 |
172-30 |
0-01 |
0.0% |
173-21 |
| Range |
1-04 |
1-08 |
0-04 |
11.1% |
3-03 |
| ATR |
1-12 |
1-12 |
0-00 |
-0.7% |
0-00 |
| Volume |
283,139 |
420,811 |
137,672 |
48.6% |
1,538,980 |
|
| Daily Pivots for day following 16-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
176-18 |
176-00 |
173-20 |
|
| R3 |
175-10 |
174-24 |
173-09 |
|
| R2 |
174-02 |
174-02 |
173-05 |
|
| R1 |
173-16 |
173-16 |
173-02 |
173-05 |
| PP |
172-26 |
172-26 |
172-26 |
172-20 |
| S1 |
172-08 |
172-08 |
172-26 |
171-29 |
| S2 |
171-18 |
171-18 |
172-23 |
|
| S3 |
170-10 |
171-00 |
172-19 |
|
| S4 |
169-02 |
169-24 |
172-08 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
182-10 |
181-03 |
175-11 |
|
| R3 |
179-07 |
178-00 |
174-16 |
|
| R2 |
176-04 |
176-04 |
174-07 |
|
| R1 |
174-29 |
174-29 |
173-30 |
175-17 |
| PP |
173-01 |
173-01 |
173-01 |
173-11 |
| S1 |
171-26 |
171-26 |
173-12 |
172-14 |
| S2 |
169-30 |
169-30 |
173-03 |
|
| S3 |
166-27 |
168-23 |
172-26 |
|
| S4 |
163-24 |
165-20 |
171-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
174-09 |
172-04 |
2-05 |
1.2% |
1-05 |
0.7% |
38% |
False |
True |
332,774 |
| 10 |
174-09 |
171-04 |
3-05 |
1.8% |
1-09 |
0.7% |
57% |
False |
False |
329,918 |
| 20 |
175-21 |
171-04 |
4-17 |
2.6% |
1-09 |
0.7% |
40% |
False |
False |
344,165 |
| 40 |
177-07 |
170-20 |
6-19 |
3.8% |
1-16 |
0.9% |
35% |
False |
False |
174,520 |
| 60 |
178-29 |
170-20 |
8-09 |
4.8% |
1-10 |
0.8% |
28% |
False |
False |
116,469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
178-22 |
|
2.618 |
176-21 |
|
1.618 |
175-13 |
|
1.000 |
174-20 |
|
0.618 |
174-05 |
|
HIGH |
173-12 |
|
0.618 |
172-29 |
|
0.500 |
172-24 |
|
0.382 |
172-19 |
|
LOW |
172-04 |
|
0.618 |
171-11 |
|
1.000 |
170-28 |
|
1.618 |
170-03 |
|
2.618 |
168-27 |
|
4.250 |
166-26 |
|
|
| Fisher Pivots for day following 16-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
172-28 |
173-02 |
| PP |
172-26 |
173-00 |
| S1 |
172-24 |
172-31 |
|