ECBOT 30 Year Treasury Bond Future December 2020
| Trading Metrics calculated at close of trading on 10-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2020 |
10-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
171-27 |
171-25 |
-0-02 |
0.0% |
173-28 |
| High |
171-28 |
172-18 |
0-22 |
0.4% |
174-06 |
| Low |
171-02 |
171-20 |
0-18 |
0.3% |
170-09 |
| Close |
171-16 |
172-15 |
0-31 |
0.6% |
170-24 |
| Range |
0-26 |
0-30 |
0-04 |
15.4% |
3-29 |
| ATR |
1-13 |
1-12 |
-0-01 |
-1.7% |
0-00 |
| Volume |
1,270 |
1,651 |
381 |
30.0% |
101,767 |
|
| Daily Pivots for day following 10-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
175-01 |
174-22 |
173-00 |
|
| R3 |
174-03 |
173-24 |
172-23 |
|
| R2 |
173-05 |
173-05 |
172-21 |
|
| R1 |
172-26 |
172-26 |
172-18 |
173-00 |
| PP |
172-07 |
172-07 |
172-07 |
172-10 |
| S1 |
171-28 |
171-28 |
172-12 |
172-02 |
| S2 |
171-09 |
171-09 |
172-10 |
|
| S3 |
170-11 |
170-30 |
172-07 |
|
| S4 |
169-13 |
170-00 |
171-31 |
|
|
| 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 |
172-18 |
170-09 |
2-09 |
1.3% |
1-08 |
0.7% |
96% |
True |
False |
5,552 |
| 10 |
174-06 |
170-09 |
3-29 |
2.3% |
1-10 |
0.8% |
56% |
False |
False |
23,101 |
| 20 |
174-09 |
170-09 |
4-00 |
2.3% |
1-08 |
0.7% |
55% |
False |
False |
261,219 |
| 40 |
176-10 |
169-16 |
6-26 |
3.9% |
1-14 |
0.8% |
44% |
False |
False |
330,036 |
| 60 |
177-14 |
169-16 |
7-30 |
4.6% |
1-10 |
0.8% |
37% |
False |
False |
320,450 |
| 80 |
178-17 |
169-16 |
9-01 |
5.2% |
1-12 |
0.8% |
33% |
False |
False |
315,971 |
| 100 |
181-17 |
169-16 |
12-01 |
7.0% |
1-10 |
0.8% |
25% |
False |
False |
253,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
176-18 |
|
2.618 |
175-01 |
|
1.618 |
174-03 |
|
1.000 |
173-16 |
|
0.618 |
173-05 |
|
HIGH |
172-18 |
|
0.618 |
172-07 |
|
0.500 |
172-03 |
|
0.382 |
171-31 |
|
LOW |
171-20 |
|
0.618 |
171-01 |
|
1.000 |
170-22 |
|
1.618 |
170-03 |
|
2.618 |
169-05 |
|
4.250 |
167-20 |
|
|
| Fisher Pivots for day following 10-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
172-11 |
172-08 |
| PP |
172-07 |
172-01 |
| S1 |
172-03 |
171-26 |
|