ECBOT 30 Year Treasury Bond Future March 2021
            
            
                
    
    
        | 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 | 172-16 | 172-09 | -0-07 | -0.1% | 173-16 |  
                        | High | 173-01 | 173-24 | 0-23 | 0.4% | 173-31 |  
                        | Low | 172-02 | 172-05 | 0-03 | 0.1% | 172-02 |  
                        | Close | 172-04 | 172-12 | 0-08 | 0.1% | 172-04 |  
                        | Range | 0-31 | 1-19 | 0-20 | 64.5% | 1-29 |  
                        | ATR | 1-11 | 1-12 | 0-01 | 1.5% | 0-00 |  
                        | Volume | 260,539 | 397,352 | 136,813 | 52.5% | 1,644,947 |  | 
    
| 
        
            | Daily Pivots for day following 21-Dec-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 177-17 | 176-18 | 173-08 |  |  
                | R3 | 175-30 | 174-31 | 172-26 |  |  
                | R2 | 174-11 | 174-11 | 172-21 |  |  
                | R1 | 173-12 | 173-12 | 172-17 | 173-27 |  
                | PP | 172-24 | 172-24 | 172-24 | 173-00 |  
                | S1 | 171-25 | 171-25 | 172-07 | 172-09 |  
                | S2 | 171-05 | 171-05 | 172-03 |  |  
                | S3 | 169-18 | 170-06 | 171-30 |  |  
                | S4 | 167-31 | 168-19 | 171-16 |  |  | 
        
            | Weekly Pivots for week ending 18-Dec-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 178-14 | 177-06 | 173-06 |  |  
                | R3 | 176-17 | 175-09 | 172-21 |  |  
                | R2 | 174-20 | 174-20 | 172-15 |  |  
                | R1 | 173-12 | 173-12 | 172-10 | 173-02 |  
                | PP | 172-23 | 172-23 | 172-23 | 172-18 |  
                | S1 | 171-15 | 171-15 | 171-30 | 171-04 |  
                | S2 | 170-26 | 170-26 | 171-25 |  |  
                | S3 | 168-29 | 169-18 | 171-19 |  |  
                | S4 | 167-00 | 167-21 | 171-02 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 173-31 | 172-02 | 1-29 | 1.1% | 1-09 | 0.7% | 16% | False | False | 347,454 |  
                | 10 | 174-09 | 171-30 | 2-11 | 1.4% | 1-06 | 0.7% | 19% | False | False | 328,278 |  
                | 20 | 175-20 | 171-04 | 4-16 | 2.6% | 1-10 | 0.8% | 28% | False | False | 378,006 |  
                | 40 | 177-07 | 170-20 | 6-19 | 3.8% | 1-16 | 0.9% | 27% | False | False | 200,255 |  
                | 60 | 178-29 | 170-20 | 8-09 | 4.8% | 1-11 | 0.8% | 21% | False | False | 133,591 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 180-17 |  
            | 2.618 | 177-30 |  
            | 1.618 | 176-11 |  
            | 1.000 | 175-11 |  
            | 0.618 | 174-24 |  
            | HIGH | 173-24 |  
            | 0.618 | 173-05 |  
            | 0.500 | 172-31 |  
            | 0.382 | 172-24 |  
            | LOW | 172-05 |  
            | 0.618 | 171-05 |  
            | 1.000 | 170-18 |  
            | 1.618 | 169-18 |  
            | 2.618 | 167-31 |  
            | 4.250 | 165-12 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 21-Dec-2020 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 172-31 | 172-29 |  
                                | PP | 172-24 | 172-23 |  
                                | S1 | 172-18 | 172-18 |  |