ECBOT 30 Year Treasury Bond Future March 2021
| Trading Metrics calculated at close of trading on 31-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2020 |
31-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
172-18 |
172-28 |
0-10 |
0.2% |
172-09 |
| High |
172-29 |
173-08 |
0-11 |
0.2% |
173-24 |
| Low |
172-01 |
172-18 |
0-17 |
0.3% |
171-16 |
| Close |
172-27 |
173-06 |
0-11 |
0.2% |
172-24 |
| Range |
0-28 |
0-22 |
-0-06 |
-21.4% |
2-08 |
| ATR |
1-08 |
1-06 |
-0-01 |
-3.2% |
0-00 |
| Volume |
227,287 |
213,618 |
-13,669 |
-6.0% |
1,079,597 |
|
| Daily Pivots for day following 31-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
175-02 |
174-26 |
173-18 |
|
| R3 |
174-12 |
174-04 |
173-12 |
|
| R2 |
173-22 |
173-22 |
173-10 |
|
| R1 |
173-14 |
173-14 |
173-08 |
173-18 |
| PP |
173-00 |
173-00 |
173-00 |
173-02 |
| S1 |
172-24 |
172-24 |
173-04 |
172-28 |
| S2 |
172-10 |
172-10 |
173-02 |
|
| S3 |
171-20 |
172-02 |
173-00 |
|
| S4 |
170-30 |
171-12 |
172-26 |
|
|
| Weekly Pivots for week ending 25-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
179-13 |
178-11 |
174-00 |
|
| R3 |
177-05 |
176-03 |
173-12 |
|
| R2 |
174-29 |
174-29 |
173-05 |
|
| R1 |
173-27 |
173-27 |
172-31 |
174-12 |
| PP |
172-21 |
172-21 |
172-21 |
172-30 |
| S1 |
171-19 |
171-19 |
172-17 |
172-04 |
| S2 |
170-13 |
170-13 |
172-11 |
|
| S3 |
168-05 |
169-11 |
172-04 |
|
| S4 |
165-29 |
167-03 |
171-16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
173-08 |
171-27 |
1-13 |
0.8% |
0-27 |
0.5% |
96% |
True |
False |
193,001 |
| 10 |
173-24 |
171-16 |
2-08 |
1.3% |
1-02 |
0.6% |
75% |
False |
False |
257,122 |
| 20 |
174-09 |
171-04 |
3-05 |
1.8% |
1-06 |
0.7% |
65% |
False |
False |
293,520 |
| 40 |
177-07 |
170-20 |
6-19 |
3.8% |
1-14 |
0.8% |
39% |
False |
False |
238,393 |
| 60 |
177-23 |
170-20 |
7-03 |
4.1% |
1-10 |
0.8% |
36% |
False |
False |
159,221 |
| 80 |
178-29 |
170-20 |
8-09 |
4.8% |
1-06 |
0.7% |
31% |
False |
False |
119,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
176-06 |
|
2.618 |
175-02 |
|
1.618 |
174-12 |
|
1.000 |
173-30 |
|
0.618 |
173-22 |
|
HIGH |
173-08 |
|
0.618 |
173-00 |
|
0.500 |
172-29 |
|
0.382 |
172-26 |
|
LOW |
172-18 |
|
0.618 |
172-04 |
|
1.000 |
171-28 |
|
1.618 |
171-14 |
|
2.618 |
170-24 |
|
4.250 |
169-20 |
|
|
| Fisher Pivots for day following 31-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
173-03 |
173-00 |
| PP |
173-00 |
172-26 |
| S1 |
172-29 |
172-21 |
|