ECBOT 30 Year Treasury Bond Future December 2020
| Trading Metrics calculated at close of trading on 08-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2020 |
08-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
170-12 |
171-22 |
1-10 |
0.8% |
173-28 |
| High |
171-22 |
172-15 |
0-25 |
0.5% |
174-06 |
| Low |
170-11 |
171-11 |
1-00 |
0.6% |
170-09 |
| Close |
171-18 |
172-03 |
0-17 |
0.3% |
170-24 |
| Range |
1-11 |
1-04 |
-0-07 |
-16.3% |
3-29 |
| ATR |
1-14 |
1-14 |
-0-01 |
-1.6% |
0-00 |
| Volume |
3,661 |
9,791 |
6,130 |
167.4% |
101,767 |
|
| Daily Pivots for day following 08-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
175-11 |
174-27 |
172-23 |
|
| R3 |
174-07 |
173-23 |
172-13 |
|
| R2 |
173-03 |
173-03 |
172-10 |
|
| R1 |
172-19 |
172-19 |
172-06 |
172-27 |
| PP |
171-31 |
171-31 |
171-31 |
172-03 |
| S1 |
171-15 |
171-15 |
172-00 |
171-23 |
| S2 |
170-27 |
170-27 |
171-28 |
|
| S3 |
169-23 |
170-11 |
171-25 |
|
| S4 |
168-19 |
169-07 |
171-15 |
|
|
| 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 |
172-15 |
170-09 |
2-06 |
1.3% |
1-13 |
0.8% |
83% |
True |
False |
9,730 |
| 10 |
174-06 |
170-09 |
3-29 |
2.3% |
1-11 |
0.8% |
46% |
False |
False |
173,067 |
| 20 |
174-09 |
169-16 |
4-25 |
2.8% |
1-10 |
0.8% |
54% |
False |
False |
288,992 |
| 40 |
176-10 |
169-16 |
6-26 |
4.0% |
1-14 |
0.8% |
38% |
False |
False |
342,896 |
| 60 |
177-14 |
169-16 |
7-30 |
4.6% |
1-11 |
0.8% |
33% |
False |
False |
329,848 |
| 80 |
178-17 |
169-16 |
9-01 |
5.2% |
1-12 |
0.8% |
29% |
False |
False |
316,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
177-08 |
|
2.618 |
175-13 |
|
1.618 |
174-09 |
|
1.000 |
173-19 |
|
0.618 |
173-05 |
|
HIGH |
172-15 |
|
0.618 |
172-01 |
|
0.500 |
171-29 |
|
0.382 |
171-25 |
|
LOW |
171-11 |
|
0.618 |
170-21 |
|
1.000 |
170-07 |
|
1.618 |
169-17 |
|
2.618 |
168-13 |
|
4.250 |
166-18 |
|
|
| Fisher Pivots for day following 08-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
172-01 |
171-27 |
| PP |
171-31 |
171-20 |
| S1 |
171-29 |
171-12 |
|