ECBOT 30 Year Treasury Bond Future December 2020


Trading Metrics calculated at close of trading on 28-Oct-2020
Day Change Summary
Previous Current
27-Oct-2020 28-Oct-2020 Change Change % Previous Week
Open 173-17 174-12 0-27 0.5% 174-24
High 174-13 174-29 0-16 0.3% 174-27
Low 173-12 173-30 0-18 0.3% 171-22
Close 174-03 174-01 -0-02 0.0% 172-19
Range 1-01 0-31 -0-02 -6.1% 3-05
ATR 1-06 1-05 0-00 -1.3% 0-00
Volume 275,064 383,142 108,078 39.3% 1,731,538
Daily Pivots for day following 28-Oct-2020
Classic Woodie Camarilla DeMark
R4 177-06 176-19 174-18
R3 176-07 175-20 174-10
R2 175-08 175-08 174-07
R1 174-21 174-21 174-04 174-15
PP 174-09 174-09 174-09 174-07
S1 173-22 173-22 173-30 173-16
S2 173-10 173-10 173-27
S3 172-11 172-23 173-24
S4 171-12 171-24 173-16
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
5 174-29 171-22 3-07 1.8% 1-07 0.7% 73% True False 336,695
10 176-10 171-22 4-20 2.7% 1-05 0.7% 51% False False 337,089
20 177-00 171-22 5-10 3.1% 1-06 0.7% 44% False False 330,100
40 178-17 171-22 6-27 3.9% 1-06 0.7% 34% False False 309,858
60 181-17 171-22 9-27 5.7% 1-09 0.7% 24% False False 258,002
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-08
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 179-01
2.618 177-14
1.618 176-15
1.000 175-28
0.618 175-16
HIGH 174-29
0.618 174-17
0.500 174-14
0.382 174-10
LOW 173-30
0.618 173-11
1.000 172-31
1.618 172-12
2.618 171-13
4.250 169-26
Fisher Pivots for day following 28-Oct-2020
Pivot 1 day 3 day
R1 174-14 173-31
PP 174-09 173-28
S1 174-05 173-26

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

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