ECBOT 30 Year Treasury Bond Future March 2021
| Trading Metrics calculated at close of trading on 28-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2020 |
28-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
172-09 |
172-30 |
0-21 |
0.4% |
172-09 |
| High |
172-29 |
172-30 |
0-01 |
0.0% |
173-24 |
| Low |
172-02 |
171-27 |
-0-07 |
-0.1% |
171-16 |
| Close |
172-24 |
172-24 |
0-00 |
0.0% |
172-24 |
| Range |
0-27 |
1-03 |
0-08 |
29.6% |
2-08 |
| ATR |
1-10 |
1-10 |
-0-01 |
-1.3% |
0-00 |
| Volume |
109,351 |
191,816 |
82,465 |
75.4% |
1,079,597 |
|
| Daily Pivots for day following 28-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
175-25 |
175-12 |
173-11 |
|
| R3 |
174-22 |
174-09 |
173-02 |
|
| R2 |
173-19 |
173-19 |
172-30 |
|
| R1 |
173-06 |
173-06 |
172-27 |
172-27 |
| PP |
172-16 |
172-16 |
172-16 |
172-11 |
| S1 |
172-03 |
172-03 |
172-21 |
171-24 |
| S2 |
171-13 |
171-13 |
172-18 |
|
| S3 |
170-10 |
171-00 |
172-14 |
|
| S4 |
169-07 |
169-29 |
172-05 |
|
|
| Weekly Pivots for week ending 25-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
179-13 |
178-11 |
174-00 |
|
| R3 |
177-05 |
176-03 |
173-12 |
|
| R2 |
174-29 |
174-29 |
173-05 |
|
| R1 |
173-27 |
173-27 |
172-31 |
174-12 |
| PP |
172-21 |
172-21 |
172-21 |
172-30 |
| S1 |
171-19 |
171-19 |
172-17 |
172-04 |
| S2 |
170-13 |
170-13 |
172-11 |
|
| S3 |
168-05 |
169-11 |
172-04 |
|
| S4 |
165-29 |
167-03 |
171-16 |
|
|
| 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% |
1-07 |
0.7% |
56% |
False |
False |
254,282 |
| 10 |
173-31 |
171-16 |
2-15 |
1.4% |
1-07 |
0.7% |
51% |
False |
False |
291,636 |
| 20 |
175-10 |
171-04 |
4-06 |
2.4% |
1-10 |
0.8% |
39% |
False |
False |
327,100 |
| 40 |
177-07 |
170-20 |
6-19 |
3.8% |
1-16 |
0.9% |
32% |
False |
False |
221,989 |
| 60 |
178-12 |
170-20 |
7-24 |
4.5% |
1-12 |
0.8% |
27% |
False |
False |
148,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
177-19 |
|
2.618 |
175-26 |
|
1.618 |
174-23 |
|
1.000 |
174-01 |
|
0.618 |
173-20 |
|
HIGH |
172-30 |
|
0.618 |
172-17 |
|
0.500 |
172-13 |
|
0.382 |
172-08 |
|
LOW |
171-27 |
|
0.618 |
171-05 |
|
1.000 |
170-24 |
|
1.618 |
170-02 |
|
2.618 |
168-31 |
|
4.250 |
167-06 |
|
|
| Fisher Pivots for day following 28-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
172-20 |
172-21 |
| PP |
172-16 |
172-18 |
| S1 |
172-13 |
172-15 |
|