ECBOT 30 Year Treasury Bond Future December 2020


Trading Metrics calculated at close of trading on 23-Oct-2020
Day Change Summary
Previous Current
22-Oct-2020 23-Oct-2020 Change Change % Previous Week
Open 172-29 171-31 -0-30 -0.5% 174-24
High 173-15 172-25 -0-22 -0.4% 174-27
Low 171-25 171-22 -0-03 -0.1% 171-22
Close 172-11 172-19 0-08 0.1% 172-19
Range 1-22 1-03 -0-19 -35.2% 3-05
ATR 1-06 1-06 0-00 -0.5% 0-00
Volume 368,728 308,617 -60,111 -16.3% 1,731,538
Daily Pivots for day following 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 175-20 175-07 173-06
R3 174-17 174-04 172-29
R2 173-14 173-14 172-25
R1 173-01 173-01 172-22 173-08
PP 172-11 172-11 172-11 172-15
S1 171-30 171-30 172-16 172-05
S2 171-08 171-08 172-13
S3 170-05 170-27 172-09
S4 169-02 169-24 172-00
Weekly Pivots for week ending 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 182-16 180-23 174-11
R3 179-11 177-18 173-15
R2 176-06 176-06 173-06
R1 174-13 174-13 172-28 173-23
PP 173-01 173-01 173-01 172-23
S1 171-08 171-08 172-10 170-18
S2 169-28 169-28 172-00
S3 166-23 168-03 171-23
S4 163-18 164-30 170-27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 174-27 171-22 3-05 1.8% 1-06 0.7% 29% False True 346,307
10 176-10 171-22 4-20 2.7% 1-01 0.6% 20% False True 294,575
20 177-12 171-22 5-22 3.3% 1-05 0.7% 16% False True 326,115
40 178-17 171-22 6-27 4.0% 1-07 0.7% 13% False True 312,775
60 181-17 171-22 9-27 5.7% 1-09 0.7% 9% False True 241,436
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 3 trading days
Fibonacci Retracements and Extensions
4.250 177-14
2.618 175-21
1.618 174-18
1.000 173-28
0.618 173-15
HIGH 172-25
0.618 172-12
0.500 172-08
0.382 172-03
LOW 171-22
0.618 171-00
1.000 170-19
1.618 169-29
2.618 168-26
4.250 167-01
Fisher Pivots for day following 23-Oct-2020
Pivot 1 day 3 day
R1 172-15 172-23
PP 172-11 172-22
S1 172-08 172-20

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

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