ECBOT 30 Year Treasury Bond Future March 2021
Trading Metrics calculated at close of trading on 29-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2020 |
29-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
172-30 |
172-28 |
-0-02 |
0.0% |
172-09 |
High |
172-30 |
172-28 |
-0-02 |
0.0% |
173-24 |
Low |
171-27 |
172-05 |
0-10 |
0.2% |
171-16 |
Close |
172-24 |
172-21 |
-0-03 |
-0.1% |
172-24 |
Range |
1-03 |
0-23 |
-0-12 |
-34.3% |
2-08 |
ATR |
1-10 |
1-09 |
-0-01 |
-3.2% |
0-00 |
Volume |
191,816 |
222,934 |
31,118 |
16.2% |
1,079,597 |
|
Daily Pivots for day following 29-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
174-23 |
174-13 |
173-02 |
|
R3 |
174-00 |
173-22 |
172-27 |
|
R2 |
173-09 |
173-09 |
172-25 |
|
R1 |
172-31 |
172-31 |
172-23 |
172-25 |
PP |
172-18 |
172-18 |
172-18 |
172-15 |
S1 |
172-08 |
172-08 |
172-19 |
172-02 |
S2 |
171-27 |
171-27 |
172-17 |
|
S3 |
171-04 |
171-17 |
172-15 |
|
S4 |
170-13 |
170-26 |
172-08 |
|
|
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 |
173-14 |
171-16 |
1-30 |
1.1% |
1-02 |
0.6% |
60% |
False |
False |
219,399 |
10 |
173-31 |
171-16 |
2-15 |
1.4% |
1-05 |
0.7% |
47% |
False |
False |
283,426 |
20 |
175-05 |
171-04 |
4-01 |
2.3% |
1-10 |
0.8% |
38% |
False |
False |
315,711 |
40 |
177-07 |
170-20 |
6-19 |
3.8% |
1-15 |
0.9% |
31% |
False |
False |
227,536 |
60 |
177-23 |
170-20 |
7-03 |
4.1% |
1-12 |
0.8% |
29% |
False |
False |
151,873 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
175-30 |
2.618 |
174-24 |
1.618 |
174-01 |
1.000 |
173-19 |
0.618 |
173-10 |
HIGH |
172-28 |
0.618 |
172-19 |
0.500 |
172-17 |
0.382 |
172-14 |
LOW |
172-05 |
0.618 |
171-23 |
1.000 |
171-14 |
1.618 |
171-00 |
2.618 |
170-09 |
4.250 |
169-03 |
|
|
Fisher Pivots for day following 29-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
172-20 |
172-18 |
PP |
172-18 |
172-15 |
S1 |
172-17 |
172-13 |
|