ECBOT 30 Year Treasury Bond Future March 2021
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 |
172-16 |
172-09 |
-0-07 |
-0.1% |
173-16 |
High |
173-01 |
173-24 |
0-23 |
0.4% |
173-31 |
Low |
172-02 |
172-05 |
0-03 |
0.1% |
172-02 |
Close |
172-04 |
172-12 |
0-08 |
0.1% |
172-04 |
Range |
0-31 |
1-19 |
0-20 |
64.5% |
1-29 |
ATR |
1-11 |
1-12 |
0-01 |
1.5% |
0-00 |
Volume |
260,539 |
397,352 |
136,813 |
52.5% |
1,644,947 |
|
Daily Pivots for day following 21-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
177-17 |
176-18 |
173-08 |
|
R3 |
175-30 |
174-31 |
172-26 |
|
R2 |
174-11 |
174-11 |
172-21 |
|
R1 |
173-12 |
173-12 |
172-17 |
173-27 |
PP |
172-24 |
172-24 |
172-24 |
173-00 |
S1 |
171-25 |
171-25 |
172-07 |
172-09 |
S2 |
171-05 |
171-05 |
172-03 |
|
S3 |
169-18 |
170-06 |
171-30 |
|
S4 |
167-31 |
168-19 |
171-16 |
|
|
Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
178-14 |
177-06 |
173-06 |
|
R3 |
176-17 |
175-09 |
172-21 |
|
R2 |
174-20 |
174-20 |
172-15 |
|
R1 |
173-12 |
173-12 |
172-10 |
173-02 |
PP |
172-23 |
172-23 |
172-23 |
172-18 |
S1 |
171-15 |
171-15 |
171-30 |
171-04 |
S2 |
170-26 |
170-26 |
171-25 |
|
S3 |
168-29 |
169-18 |
171-19 |
|
S4 |
167-00 |
167-21 |
171-02 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
173-31 |
172-02 |
1-29 |
1.1% |
1-09 |
0.7% |
16% |
False |
False |
347,454 |
10 |
174-09 |
171-30 |
2-11 |
1.4% |
1-06 |
0.7% |
19% |
False |
False |
328,278 |
20 |
175-20 |
171-04 |
4-16 |
2.6% |
1-10 |
0.8% |
28% |
False |
False |
378,006 |
40 |
177-07 |
170-20 |
6-19 |
3.8% |
1-16 |
0.9% |
27% |
False |
False |
200,255 |
60 |
178-29 |
170-20 |
8-09 |
4.8% |
1-11 |
0.8% |
21% |
False |
False |
133,591 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
180-17 |
2.618 |
177-30 |
1.618 |
176-11 |
1.000 |
175-11 |
0.618 |
174-24 |
HIGH |
173-24 |
0.618 |
173-05 |
0.500 |
172-31 |
0.382 |
172-24 |
LOW |
172-05 |
0.618 |
171-05 |
1.000 |
170-18 |
1.618 |
169-18 |
2.618 |
167-31 |
4.250 |
165-12 |
|
|
Fisher Pivots for day following 21-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
172-31 |
172-29 |
PP |
172-24 |
172-23 |
S1 |
172-18 |
172-18 |
|