ECBOT 30 Year Treasury Bond Future December 2020
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 07-Dec-2020 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 04-Dec-2020 | 07-Dec-2020 | Change | Change % | Previous Week |  
                        | Open | 172-05 | 170-12 | -1-25 | -1.0% | 173-28 |  
                        | High | 172-12 | 171-22 | -0-22 | -0.4% | 174-06 |  
                        | Low | 170-09 | 170-11 | 0-02 | 0.0% | 170-09 |  
                        | Close | 170-24 | 171-18 | 0-26 | 0.5% | 170-24 |  
                        | Range | 2-03 | 1-11 | -0-24 | -35.8% | 3-29 |  
                        | ATR | 1-15 | 1-14 | 0-00 | -0.6% | 0-00 |  
                        | Volume | 11,391 | 3,661 | -7,730 | -67.9% | 101,767 |  | 
    
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            | Daily Pivots for day following 07-Dec-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 175-07 | 174-24 | 172-10 |  |  
                | R3 | 173-28 | 173-13 | 171-30 |  |  
                | R2 | 172-17 | 172-17 | 171-26 |  |  
                | R1 | 172-02 | 172-02 | 171-22 | 172-09 |  
                | PP | 171-06 | 171-06 | 171-06 | 171-10 |  
                | S1 | 170-23 | 170-23 | 171-14 | 170-31 |  
                | S2 | 169-27 | 169-27 | 171-10 |  |  
                | S3 | 168-16 | 169-12 | 171-06 |  |  
                | S4 | 167-05 | 168-01 | 170-26 |  |  | 
        
            | Weekly Pivots for week ending 04-Dec-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 183-15 | 181-00 | 172-29 |  |  
                | R3 | 179-18 | 177-03 | 171-26 |  |  
                | R2 | 175-21 | 175-21 | 171-15 |  |  
                | R1 | 173-06 | 173-06 | 171-03 | 172-15 |  
                | PP | 171-24 | 171-24 | 171-24 | 171-12 |  
                | S1 | 169-09 | 169-09 | 170-13 | 168-18 |  
                | S2 | 167-27 | 167-27 | 170-01 |  |  
                | S3 | 163-30 | 165-12 | 169-22 |  |  
                | S4 | 160-01 | 161-15 | 168-19 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 174-00 | 170-09 | 3-23 | 2.2% | 1-21 | 1.0% | 34% | False | False | 14,012 |  
                | 10 | 174-08 | 170-09 | 3-31 | 2.3% | 1-10 | 0.8% | 32% | False | False | 254,664 |  
                | 20 | 174-09 | 169-16 | 4-25 | 2.8% | 1-14 | 0.8% | 43% | False | False | 320,843 |  
                | 40 | 176-10 | 169-16 | 6-26 | 4.0% | 1-14 | 0.8% | 30% | False | False | 344,243 |  
                | 60 | 177-14 | 169-16 | 7-30 | 4.6% | 1-10 | 0.8% | 26% | False | False | 332,877 |  
                | 80 | 178-17 | 169-16 | 9-01 | 5.3% | 1-11 | 0.8% | 23% | False | False | 316,002 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 177-13 |  
            | 2.618 | 175-07 |  
            | 1.618 | 173-28 |  
            | 1.000 | 173-01 |  
            | 0.618 | 172-17 |  
            | HIGH | 171-22 |  
            | 0.618 | 171-06 |  
            | 0.500 | 171-01 |  
            | 0.382 | 170-27 |  
            | LOW | 170-11 |  
            | 0.618 | 169-16 |  
            | 1.000 | 169-00 |  
            | 1.618 | 168-05 |  
            | 2.618 | 166-26 |  
            | 4.250 | 164-20 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 07-Dec-2020 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 171-12 | 171-16 |  
                                | PP | 171-06 | 171-13 |  
                                | S1 | 171-01 | 171-11 |  |