ECBOT 30 Year Treasury Bond Future December 2020


Trading Metrics calculated at close of trading on 16-Oct-2020
Day Change Summary
Previous Current
15-Oct-2020 16-Oct-2020 Change Change % Previous Week
Open 175-08 175-03 -0-05 -0.1% 174-03
High 176-10 175-18 -0-24 -0.4% 176-10
Low 175-00 174-16 -0-16 -0.3% 174-00
Close 175-08 174-29 -0-11 -0.2% 174-29
Range 1-10 1-02 -0-08 -19.0% 2-10
ATR 1-05 1-05 0-00 -0.6% 0-00
Volume 331,640 301,587 -30,053 -9.1% 1,214,213
Daily Pivots for day following 16-Oct-2020
Classic Woodie Camarilla DeMark
R4 178-06 177-19 175-16
R3 177-04 176-17 175-06
R2 176-02 176-02 175-03
R1 175-15 175-15 175-00 175-08
PP 175-00 175-00 175-00 174-28
S1 174-13 174-13 174-26 174-06
S2 173-30 173-30 174-23
S3 172-28 173-11 174-20
S4 171-26 172-09 174-10
Weekly Pivots for week ending 16-Oct-2020
Classic Woodie Camarilla DeMark
R4 182-00 180-25 176-06
R3 179-22 178-15 175-17
R2 177-12 177-12 175-11
R1 176-05 176-05 175-04 176-25
PP 175-02 175-02 175-02 175-12
S1 173-27 173-27 174-22 174-15
S2 172-24 172-24 174-15
S3 170-14 171-17 174-09
S4 168-04 169-07 173-20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 176-10 174-00 2-10 1.3% 0-29 0.5% 39% False False 242,842
10 176-10 173-10 3-00 1.7% 1-06 0.7% 53% False False 306,605
20 177-12 173-10 4-02 2.3% 1-02 0.6% 39% False False 305,424
40 178-17 173-10 5-07 3.0% 1-08 0.7% 31% False False 316,080
60 181-17 173-10 8-07 4.7% 1-08 0.7% 19% False False 212,819
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 180-02
2.618 178-11
1.618 177-09
1.000 176-20
0.618 176-07
HIGH 175-18
0.618 175-05
0.500 175-01
0.382 174-29
LOW 174-16
0.618 173-27
1.000 173-14
1.618 172-25
2.618 171-23
4.250 170-00
Fisher Pivots for day following 16-Oct-2020
Pivot 1 day 3 day
R1 175-01 175-13
PP 175-00 175-08
S1 174-30 175-02

These figures are updated between 7pm and 10pm EST after a trading day.

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