ECBOT 30 Year Treasury Bond Future March 2021
| Trading Metrics calculated at close of trading on 09-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2020 |
09-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
172-20 |
172-27 |
0-07 |
0.1% |
175-00 |
| High |
173-16 |
172-28 |
-0-20 |
-0.4% |
175-10 |
| Low |
172-08 |
171-30 |
-0-10 |
-0.2% |
171-04 |
| Close |
173-02 |
172-15 |
-0-19 |
-0.3% |
171-21 |
| Range |
1-08 |
0-30 |
-0-10 |
-25.0% |
4-06 |
| ATR |
1-16 |
1-15 |
-0-01 |
-1.7% |
0-00 |
| Volume |
278,948 |
306,644 |
27,696 |
9.9% |
2,086,678 |
|
| Daily Pivots for day following 09-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
175-08 |
174-25 |
173-00 |
|
| R3 |
174-10 |
173-27 |
172-23 |
|
| R2 |
173-12 |
173-12 |
172-21 |
|
| R1 |
172-29 |
172-29 |
172-18 |
172-22 |
| PP |
172-14 |
172-14 |
172-14 |
172-10 |
| S1 |
171-31 |
171-31 |
172-12 |
171-24 |
| S2 |
171-16 |
171-16 |
172-10 |
|
| S3 |
170-18 |
171-01 |
172-07 |
|
| S4 |
169-20 |
170-03 |
171-31 |
|
|
| Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
185-08 |
182-21 |
173-31 |
|
| R3 |
181-02 |
178-15 |
172-26 |
|
| R2 |
176-28 |
176-28 |
172-14 |
|
| R1 |
174-09 |
174-09 |
172-01 |
173-16 |
| PP |
172-22 |
172-22 |
172-22 |
172-10 |
| S1 |
170-03 |
170-03 |
171-09 |
169-10 |
| S2 |
168-16 |
168-16 |
170-28 |
|
| S3 |
164-10 |
165-29 |
170-16 |
|
| S4 |
160-04 |
161-23 |
169-11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
173-16 |
171-04 |
2-12 |
1.4% |
1-14 |
0.8% |
57% |
False |
False |
327,062 |
| 10 |
175-10 |
171-04 |
4-06 |
2.4% |
1-14 |
0.8% |
32% |
False |
False |
358,846 |
| 20 |
175-21 |
170-20 |
5-01 |
2.9% |
1-11 |
0.8% |
37% |
False |
False |
264,056 |
| 40 |
177-23 |
170-20 |
7-03 |
4.1% |
1-15 |
0.8% |
26% |
False |
False |
132,952 |
| 60 |
178-29 |
170-20 |
8-09 |
4.8% |
1-09 |
0.7% |
22% |
False |
False |
88,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
176-28 |
|
2.618 |
175-11 |
|
1.618 |
174-13 |
|
1.000 |
173-26 |
|
0.618 |
173-15 |
|
HIGH |
172-28 |
|
0.618 |
172-17 |
|
0.500 |
172-13 |
|
0.382 |
172-09 |
|
LOW |
171-30 |
|
0.618 |
171-11 |
|
1.000 |
171-00 |
|
1.618 |
170-13 |
|
2.618 |
169-15 |
|
4.250 |
167-30 |
|
|
| Fisher Pivots for day following 09-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
172-14 |
172-14 |
| PP |
172-14 |
172-12 |
| S1 |
172-13 |
172-11 |
|