ECBOT 30 Year Treasury Bond Future March 2021
Trading Metrics calculated at close of trading on 30-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2020 |
30-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
172-28 |
172-18 |
-0-10 |
-0.2% |
172-09 |
High |
172-28 |
172-29 |
0-01 |
0.0% |
173-24 |
Low |
172-05 |
172-01 |
-0-04 |
-0.1% |
171-16 |
Close |
172-21 |
172-27 |
0-06 |
0.1% |
172-24 |
Range |
0-23 |
0-28 |
0-05 |
21.7% |
2-08 |
ATR |
1-09 |
1-08 |
-0-01 |
-2.2% |
0-00 |
Volume |
222,934 |
227,287 |
4,353 |
2.0% |
1,079,597 |
|
Daily Pivots for day following 30-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
175-07 |
174-29 |
173-10 |
|
R3 |
174-11 |
174-01 |
173-03 |
|
R2 |
173-15 |
173-15 |
173-00 |
|
R1 |
173-05 |
173-05 |
172-30 |
173-10 |
PP |
172-19 |
172-19 |
172-19 |
172-22 |
S1 |
172-09 |
172-09 |
172-24 |
172-14 |
S2 |
171-23 |
171-23 |
172-22 |
|
S3 |
170-27 |
171-13 |
172-19 |
|
S4 |
169-31 |
170-17 |
172-12 |
|
|
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% |
1-03 |
0.6% |
69% |
False |
False |
219,743 |
10 |
173-24 |
171-16 |
2-08 |
1.3% |
1-04 |
0.7% |
60% |
False |
False |
277,841 |
20 |
174-09 |
171-04 |
3-05 |
1.8% |
1-07 |
0.7% |
54% |
False |
False |
303,908 |
40 |
177-07 |
170-20 |
6-19 |
3.8% |
1-15 |
0.8% |
34% |
False |
False |
233,177 |
60 |
177-23 |
170-20 |
7-03 |
4.1% |
1-11 |
0.8% |
31% |
False |
False |
155,661 |
80 |
178-29 |
170-20 |
8-09 |
4.8% |
1-06 |
0.7% |
27% |
False |
False |
116,877 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
176-20 |
2.618 |
175-06 |
1.618 |
174-10 |
1.000 |
173-25 |
0.618 |
173-14 |
HIGH |
172-29 |
0.618 |
172-18 |
0.500 |
172-15 |
0.382 |
172-12 |
LOW |
172-01 |
0.618 |
171-16 |
1.000 |
171-05 |
1.618 |
170-20 |
2.618 |
169-24 |
4.250 |
168-10 |
|
|
Fisher Pivots for day following 30-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
172-23 |
172-22 |
PP |
172-19 |
172-17 |
S1 |
172-15 |
172-13 |
|