ECBOT 30 Year Treasury Bond Future March 2021
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 |
173-08 |
172-31 |
-0-09 |
-0.2% |
171-17 |
High |
173-12 |
173-22 |
0-10 |
0.2% |
174-09 |
Low |
172-04 |
172-09 |
0-05 |
0.1% |
171-06 |
Close |
172-30 |
172-21 |
-0-09 |
-0.2% |
173-21 |
Range |
1-08 |
1-13 |
0-05 |
12.5% |
3-03 |
ATR |
1-12 |
1-12 |
0-00 |
0.2% |
0-00 |
Volume |
420,811 |
375,432 |
-45,379 |
-10.8% |
1,538,980 |
|
Daily Pivots for day following 17-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
177-03 |
176-09 |
173-14 |
|
R3 |
175-22 |
174-28 |
173-01 |
|
R2 |
174-09 |
174-09 |
172-29 |
|
R1 |
173-15 |
173-15 |
172-25 |
173-06 |
PP |
172-28 |
172-28 |
172-28 |
172-23 |
S1 |
172-02 |
172-02 |
172-17 |
171-25 |
S2 |
171-15 |
171-15 |
172-13 |
|
S3 |
170-02 |
170-21 |
172-09 |
|
S4 |
168-21 |
169-08 |
171-28 |
|
|
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% |
1-07 |
0.7% |
25% |
False |
False |
336,436 |
10 |
174-09 |
171-04 |
3-05 |
1.8% |
1-10 |
0.8% |
49% |
False |
False |
334,783 |
20 |
175-21 |
171-04 |
4-17 |
2.6% |
1-09 |
0.7% |
34% |
False |
False |
361,240 |
40 |
177-07 |
170-20 |
6-19 |
3.8% |
1-16 |
0.9% |
31% |
False |
False |
183,900 |
60 |
178-29 |
170-20 |
8-09 |
4.8% |
1-11 |
0.8% |
25% |
False |
False |
122,626 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
179-21 |
2.618 |
177-12 |
1.618 |
175-31 |
1.000 |
175-03 |
0.618 |
174-18 |
HIGH |
173-22 |
0.618 |
173-05 |
0.500 |
173-00 |
0.382 |
172-26 |
LOW |
172-09 |
0.618 |
171-13 |
1.000 |
170-28 |
1.618 |
170-00 |
2.618 |
168-19 |
4.250 |
166-10 |
|
|
Fisher Pivots for day following 17-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
173-00 |
173-02 |
PP |
172-28 |
172-29 |
S1 |
172-25 |
172-25 |
|