ECBOT 30 Year Treasury Bond Future March 2021
Trading Metrics calculated at close of trading on 23-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2020 |
23-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
172-19 |
173-02 |
0-15 |
0.3% |
173-16 |
High |
173-03 |
173-14 |
0-11 |
0.2% |
173-31 |
Low |
172-14 |
171-16 |
-0-30 |
-0.5% |
172-02 |
Close |
173-01 |
172-02 |
-0-31 |
-0.6% |
172-04 |
Range |
0-21 |
1-30 |
1-09 |
195.2% |
1-29 |
ATR |
1-10 |
1-12 |
0-01 |
3.3% |
0-00 |
Volume |
225,565 |
347,329 |
121,764 |
54.0% |
1,644,947 |
|
Daily Pivots for day following 23-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
178-05 |
177-01 |
173-04 |
|
R3 |
176-07 |
175-03 |
172-19 |
|
R2 |
174-09 |
174-09 |
172-13 |
|
R1 |
173-05 |
173-05 |
172-08 |
172-24 |
PP |
172-11 |
172-11 |
172-11 |
172-04 |
S1 |
171-07 |
171-07 |
171-28 |
170-26 |
S2 |
170-13 |
170-13 |
171-23 |
|
S3 |
168-15 |
169-09 |
171-17 |
|
S4 |
166-17 |
167-11 |
171-00 |
|
|
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 |
171-16 |
2-08 |
1.3% |
1-10 |
0.8% |
25% |
False |
True |
321,243 |
10 |
174-09 |
171-16 |
2-25 |
1.6% |
1-07 |
0.7% |
20% |
False |
True |
327,009 |
20 |
175-10 |
171-04 |
4-06 |
2.4% |
1-11 |
0.8% |
22% |
False |
False |
342,927 |
40 |
177-07 |
170-20 |
6-19 |
3.8% |
1-17 |
0.9% |
22% |
False |
False |
214,557 |
60 |
178-26 |
170-20 |
8-06 |
4.8% |
1-12 |
0.8% |
18% |
False |
False |
143,139 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
181-22 |
2.618 |
178-16 |
1.618 |
176-18 |
1.000 |
175-12 |
0.618 |
174-20 |
HIGH |
173-14 |
0.618 |
172-22 |
0.500 |
172-15 |
0.382 |
172-08 |
LOW |
171-16 |
0.618 |
170-10 |
1.000 |
169-18 |
1.618 |
168-12 |
2.618 |
166-14 |
4.250 |
163-08 |
|
|
Fisher Pivots for day following 23-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
172-15 |
172-20 |
PP |
172-11 |
172-14 |
S1 |
172-06 |
172-08 |
|