ECBOT 30 Year Treasury Bond Future December 2020


Trading Metrics calculated at close of trading on 21-Oct-2020
Day Change Summary
Previous Current
20-Oct-2020 21-Oct-2020 Change Change % Previous Week
Open 174-08 173-21 -0-19 -0.3% 174-03
High 174-14 173-24 -0-22 -0.4% 176-10
Low 173-12 172-17 -0-27 -0.5% 174-00
Close 173-16 173-03 -0-13 -0.2% 174-29
Range 1-02 1-07 0-05 14.7% 2-10
ATR 1-04 1-05 0-00 0.5% 0-00
Volume 329,992 423,394 93,402 28.3% 1,214,213
Daily Pivots for day following 21-Oct-2020
Classic Woodie Camarilla DeMark
R4 176-25 176-05 173-24
R3 175-18 174-30 173-14
R2 174-11 174-11 173-10
R1 173-23 173-23 173-07 173-14
PP 173-04 173-04 173-04 172-31
S1 172-16 172-16 172-31 172-07
S2 171-29 171-29 172-28
S3 170-22 171-09 172-24
S4 169-15 170-02 172-14
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
5 176-10 172-17 3-25 2.2% 1-04 0.6% 15% False True 337,484
10 176-10 172-17 3-25 2.2% 0-30 0.5% 15% False True 289,630
20 177-12 172-17 4-27 2.8% 1-03 0.6% 12% False True 318,355
40 178-17 172-17 6-00 3.5% 1-08 0.7% 9% False True 322,574
60 181-17 172-17 9-00 5.2% 1-08 0.7% 6% False True 230,162
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-06
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 178-30
2.618 176-30
1.618 175-23
1.000 174-31
0.618 174-16
HIGH 173-24
0.618 173-09
0.500 173-05
0.382 173-00
LOW 172-17
0.618 171-25
1.000 171-10
1.618 170-18
2.618 169-11
4.250 167-11
Fisher Pivots for day following 21-Oct-2020
Pivot 1 day 3 day
R1 173-05 173-22
PP 173-04 173-16
S1 173-04 173-09

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

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