ECBOT 30 Year Treasury Bond Future December 2020
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 18-Dec-2020 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 17-Dec-2020 | 18-Dec-2020 | Change | Change % | Previous Week |  
                        | Open | 171-24 | 171-26 | 0-02 | 0.0% | 172-11 |  
                        | High | 172-18 | 172-01 | -0-17 | -0.3% | 172-30 |  
                        | Low | 171-13 | 171-06 | -0-07 | -0.1% | 171-06 |  
                        | Close | 171-23 | 171-06 | -0-17 | -0.3% | 171-06 |  
                        | Range | 1-05 | 0-27 | -0-10 | -27.0% | 1-24 |  
                        | ATR | 1-09 | 1-08 | -0-01 | -2.4% | 0-00 |  
                        | Volume | 4,439 | 12,608 | 8,169 | 184.0% | 36,296 |  | 
    
| 
        
            | Daily Pivots for day following 18-Dec-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 174-00 | 173-14 | 171-21 |  |  
                | R3 | 173-05 | 172-19 | 171-13 |  |  
                | R2 | 172-10 | 172-10 | 171-11 |  |  
                | R1 | 171-24 | 171-24 | 171-08 | 171-20 |  
                | PP | 171-15 | 171-15 | 171-15 | 171-13 |  
                | S1 | 170-29 | 170-29 | 171-04 | 170-24 |  
                | S2 | 170-20 | 170-20 | 171-01 |  |  
                | S3 | 169-25 | 170-02 | 170-31 |  |  
                | S4 | 168-30 | 169-07 | 170-23 |  |  | 
        
            | Weekly Pivots for week ending 18-Dec-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 177-01 | 175-27 | 172-05 |  |  
                | R3 | 175-09 | 174-03 | 171-21 |  |  
                | R2 | 173-17 | 173-17 | 171-16 |  |  
                | R1 | 172-11 | 172-11 | 171-11 | 172-02 |  
                | PP | 171-25 | 171-25 | 171-25 | 171-20 |  
                | S1 | 170-19 | 170-19 | 171-01 | 170-10 |  
                | S2 | 170-01 | 170-01 | 170-28 |  |  
                | S3 | 168-09 | 168-27 | 170-23 |  |  
                | S4 | 166-17 | 167-03 | 170-07 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 172-30 | 171-06 | 1-24 | 1.0% | 1-02 | 0.6% | 0% | False | True | 7,259 |  
                | 10 | 173-06 | 170-11 | 2-27 | 1.7% | 1-01 | 0.6% | 30% | False | False | 5,423 |  
                | 20 | 174-09 | 170-09 | 4-00 | 2.3% | 1-05 | 0.7% | 23% | False | False | 154,043 |  
                | 40 | 175-27 | 169-16 | 6-11 | 3.7% | 1-14 | 0.8% | 27% | False | False | 279,579 |  
                | 60 | 177-12 | 169-16 | 7-28 | 4.6% | 1-11 | 0.8% | 21% | False | False | 293,651 |  
                | 80 | 178-17 | 169-16 | 9-01 | 5.3% | 1-11 | 0.8% | 19% | False | False | 299,256 |  
                | 100 | 181-17 | 169-16 | 12-01 | 7.0% | 1-11 | 0.8% | 14% | False | False | 253,615 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 175-20 |  
            | 2.618 | 174-08 |  
            | 1.618 | 173-13 |  
            | 1.000 | 172-28 |  
            | 0.618 | 172-18 |  
            | HIGH | 172-01 |  
            | 0.618 | 171-23 |  
            | 0.500 | 171-20 |  
            | 0.382 | 171-16 |  
            | LOW | 171-06 |  
            | 0.618 | 170-21 |  
            | 1.000 | 170-11 |  
            | 1.618 | 169-26 |  
            | 2.618 | 168-31 |  
            | 4.250 | 167-19 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 18-Dec-2020 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 171-20 | 171-28 |  
                                | PP | 171-15 | 171-21 |  
                                | S1 | 171-11 | 171-13 |  |