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 | 
                             
             
         |