Statistics of Price Movements of Fidelity Ltd Term Bond ETF (FLTB)

The price movements of Fidelity Ltd Term Bond ETF (ticker FLTB) are summarized in five ways:

• Table 1. Statistics of daily price changes using the closing prices
• Table 2. Statistics of daily price changes using the closing and opening prices
• Table 3 – 7. Statistics of daily price changes when FLTB opened with an increase of 1%, 2%, 3%, 4%, or more than 5%
• Table 8 – 10. Statistics of stock price changes in the 20 days after FLTB had a big price move
• Table 11. Statistics of daily price changes in the 20 days after FLTB moved 5% with twice the 30-day average volume

The statistics are calculated using FLTB's price data across 1,551 trading days from 2015 to 2020.

Table 1. Statistics of FLTB one-day price changes

In this table, the one-day price change is calculated using the closing price and the previous day's closing price.

In the past 1,551 trading days, 47.6% of the time (738 days), FLTB closed above the previous day's closing price. 43.2% of the time (669 days), it closed below the previous day's closing price. 9.2% of the time (143 days), it did not change.

Also see: VIX price movement study.

FLTB Price Change (%)	Number of Days	% of Total Sessions
1 – 2%	4	0.26%
0 – 1%	734	47.35%
0%	143	9.23%
0 – -1%	665	42.90%
-1 – -2%	2	0.13%
-2 – -3%	1	0.06%
-3 – -4%	1	0.06%

Table 2. Statistics of FLTB: Closing vs. Open

In this table, instead of using the closing price of the previous day, the opening price is used to calculate the one-day price change of FLTB.

41.5% of the time (644 days), FLTB closed above the opening price. 48.9% of the time (758 days), it closed below the opening price. 9.6% of the time (149 days), it closed where it started.

Closing - Open (%)	Number of Days	% of Total Sessions
4 – 5%	1	0.06%
3 – 4%	1	0.06%
2 – 3%	2	0.13%
1 – 2%	1	0.06%
0 – 1%	639	41.20%
0%	149	9.61%
0 – -1%	753	48.55%
-1 – -2%	4	0.26%
-3 – -4%	1	0.06%

Table 3. One-day performance when FLTB opened 5% higher than previous close

In the past 1,551 trading days, FLTB opened more than 5% higher than the previous day's closing price 0 times. Of these days, NaN% (0 days) had closing prices above the opening price, and NaN% (0 days) had closing prices below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions

Table 4. Closing vs. open when FLTB opened 4–5% higher

On 0 days, FLTB opened 4–5% higher than the previous day's closing price. Of these days, NaN% (0 days) had closing prices above the opening price, and NaN% (0 days) had closing prices below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions

Table 5. Closing vs. open when FLTB open 3 – 4% higher

0 times FLTB opened 3 – 4% higher than the previous day's closing price. Among these days, NaN% (0 days) closed above the opening price, NaN% (0 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions

Table 6. Closing vs. open when FLTB open 2 – 3% higher

0 times FLTB opened 2 – 3% higher than the previous day's closing price. Among these days, NaN% (0 days) closed above the opening price, NaN% (0 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions

Table 7. Closing vs. open when FLTB open 1 – 2% higher

1 times FLTB opened 1 – 2% higher than the previous day's closing price. Among these days, 0.0% (0 days) closed above the opening price, 100.0% (1 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
-1 – -2%	1	100.00%

Table 8. Periods when FLTB moved 15% or more

In this table, we track the price movements in the 20 days after FLTB had a one-day price change of at least 15%.

Date	Price Change	Price Change after 15% Move
Days after:		1	4	7	10	13	16	19

Table 9. Periods when FLTB moved 10% or more

In this table, we track the price movements in the 20 days after FLTB had a one-day price change of at least 10%.

Date	Price Change	Price Change after 10% Move
Days after:		1	4	7	10	13	16	19

Table 10. Periods when FLTB moved 5% or more

In this table, we track the price movements in the 20 days after FLTB had a one-day price change of at least 5%.

Date	Price Change	Price Change after 5% Move
Days after:		1	4	7	10	13	16	19

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Also see: VIX price movement study.