ECBOT 30 Year Treasury Bond Future December 2020
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 21-Dec-2020 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 18-Dec-2020 | 21-Dec-2020 | Change | Change % | Previous Week |  
                        | Open | 171-26 | 171-20 | -0-06 | -0.1% | 172-11 |  
                        | High | 172-01 | 172-21 | 0-20 | 0.4% | 172-30 |  
                        | Low | 171-06 | 171-16 | 0-10 | 0.2% | 171-06 |  
                        | Close | 171-06 | 171-16 | 0-10 | 0.2% | 171-06 |  
                        | Range | 0-27 | 1-05 | 0-10 | 37.0% | 1-24 |  
                        | ATR | 1-08 | 1-08 | 0-01 | 1.3% | 0-00 |  
                        | Volume | 12,608 | 1,990 | -10,618 | -84.2% | 36,296 |  | 
    
| 
        
            | Daily Pivots for day following 21-Dec-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 175-11 | 174-19 | 172-04 |  |  
                | R3 | 174-06 | 173-14 | 171-26 |  |  
                | R2 | 173-01 | 173-01 | 171-23 |  |  
                | R1 | 172-09 | 172-09 | 171-19 | 172-03 |  
                | PP | 171-28 | 171-28 | 171-28 | 171-25 |  
                | S1 | 171-04 | 171-04 | 171-13 | 170-29 |  
                | S2 | 170-23 | 170-23 | 171-09 |  |  
                | S3 | 169-18 | 169-31 | 171-06 |  |  
                | S4 | 168-13 | 168-26 | 170-28 |  |  | 
        
            | 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% | 18% | False | False | 6,571 |  
                | 10 | 173-06 | 171-02 | 2-04 | 1.2% | 1-00 | 0.6% | 21% | False | False | 5,256 |  
                | 20 | 174-08 | 170-09 | 3-31 | 2.3% | 1-05 | 0.7% | 31% | False | False | 129,960 |  
                | 40 | 175-27 | 169-16 | 6-11 | 3.7% | 1-14 | 0.8% | 32% | False | False | 271,913 |  
                | 60 | 177-12 | 169-16 | 7-28 | 4.6% | 1-11 | 0.8% | 25% | False | False | 289,980 |  
                | 80 | 178-17 | 169-16 | 9-01 | 5.3% | 1-10 | 0.8% | 22% | False | False | 292,344 |  
                | 100 | 181-17 | 169-16 | 12-01 | 7.0% | 1-11 | 0.8% | 17% | False | False | 253,627 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 177-18 |  
            | 2.618 | 175-22 |  
            | 1.618 | 174-17 |  
            | 1.000 | 173-26 |  
            | 0.618 | 173-12 |  
            | HIGH | 172-21 |  
            | 0.618 | 172-07 |  
            | 0.500 | 172-03 |  
            | 0.382 | 171-30 |  
            | LOW | 171-16 |  
            | 0.618 | 170-25 |  
            | 1.000 | 170-11 |  
            | 1.618 | 169-20 |  
            | 2.618 | 168-15 |  
            | 4.250 | 166-19 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 21-Dec-2020 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 172-03 | 171-30 |  
                                | PP | 171-28 | 171-25 |  
                                | S1 | 171-22 | 171-21 |  |