ECBOT 30 Year Treasury Bond Future March 2021
Trading Metrics calculated at close of trading on 22-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2020 |
22-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
172-09 |
172-19 |
0-10 |
0.2% |
173-16 |
High |
173-24 |
173-03 |
-0-21 |
-0.4% |
173-31 |
Low |
172-05 |
172-14 |
0-09 |
0.2% |
172-02 |
Close |
172-12 |
173-01 |
0-21 |
0.4% |
172-04 |
Range |
1-19 |
0-21 |
-0-30 |
-58.8% |
1-29 |
ATR |
1-12 |
1-10 |
-0-01 |
-3.4% |
0-00 |
Volume |
397,352 |
225,565 |
-171,787 |
-43.2% |
1,644,947 |
|
Daily Pivots for day following 22-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
174-26 |
174-19 |
173-13 |
|
R3 |
174-05 |
173-30 |
173-07 |
|
R2 |
173-16 |
173-16 |
173-05 |
|
R1 |
173-09 |
173-09 |
173-03 |
173-13 |
PP |
172-27 |
172-27 |
172-27 |
172-29 |
S1 |
172-20 |
172-20 |
172-31 |
172-24 |
S2 |
172-06 |
172-06 |
172-29 |
|
S3 |
171-17 |
171-31 |
172-27 |
|
S4 |
170-28 |
171-10 |
172-21 |
|
|
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 |
173-24 |
172-02 |
1-22 |
1.0% |
1-06 |
0.7% |
57% |
False |
False |
335,939 |
10 |
174-09 |
171-30 |
2-11 |
1.4% |
1-04 |
0.7% |
47% |
False |
False |
322,940 |
20 |
175-10 |
171-04 |
4-06 |
2.4% |
1-09 |
0.7% |
46% |
False |
False |
361,540 |
40 |
177-07 |
170-20 |
6-19 |
3.8% |
1-16 |
0.9% |
36% |
False |
False |
205,878 |
60 |
178-29 |
170-20 |
8-09 |
4.8% |
1-11 |
0.8% |
29% |
False |
False |
137,350 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
175-28 |
2.618 |
174-26 |
1.618 |
174-05 |
1.000 |
173-24 |
0.618 |
173-16 |
HIGH |
173-03 |
0.618 |
172-27 |
0.500 |
172-25 |
0.382 |
172-22 |
LOW |
172-14 |
0.618 |
172-01 |
1.000 |
171-25 |
1.618 |
171-12 |
2.618 |
170-23 |
4.250 |
169-21 |
|
|
Fisher Pivots for day following 22-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
172-30 |
173-00 |
PP |
172-27 |
172-30 |
S1 |
172-25 |
172-29 |
|