ECBOT 30 Year Treasury Bond Future December 2020


Trading Metrics calculated at close of trading on 30-Oct-2020
Day Change Summary
Previous Current
29-Oct-2020 30-Oct-2020 Change Change % Previous Week
Open 174-08 173-07 -1-01 -0.6% 172-23
High 174-13 173-19 -0-26 -0.5% 174-29
Low 172-20 172-00 -0-20 -0.4% 172-00
Close 172-27 172-15 -0-12 -0.2% 172-15
Range 1-25 1-19 -0-06 -10.5% 2-29
ATR 1-07 1-07 0-01 2.3% 0-00
Volume 484,603 580,589 95,986 19.8% 2,071,322
Daily Pivots for day following 30-Oct-2020
Classic Woodie Camarilla DeMark
R4 177-15 176-18 173-11
R3 175-28 174-31 172-29
R2 174-09 174-09 172-24
R1 173-12 173-12 172-20 173-01
PP 172-22 172-22 172-22 172-17
S1 171-25 171-25 172-10 171-14
S2 171-03 171-03 172-06
S3 169-16 170-06 172-01
S4 167-29 168-19 171-19
Weekly Pivots for week ending 30-Oct-2020
Classic Woodie Camarilla DeMark
R4 181-27 180-02 174-02
R3 178-30 177-05 173-09
R2 176-01 176-01 173-00
R1 174-08 174-08 172-24 173-22
PP 173-04 173-04 173-04 172-27
S1 171-11 171-11 172-06 170-25
S2 170-07 170-07 171-30
S3 167-10 168-14 171-21
S4 164-13 165-17 170-28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 174-29 172-00 2-29 1.7% 1-10 0.8% 16% False True 414,264
10 174-29 171-22 3-07 1.9% 1-08 0.7% 24% False False 380,286
20 176-10 171-22 4-20 2.7% 1-07 0.7% 17% False False 343,445
40 177-24 171-22 6-02 3.5% 1-06 0.7% 13% False False 320,247
60 181-05 171-22 9-15 5.5% 1-09 0.7% 8% False False 275,739
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 0-08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 180-12
2.618 177-25
1.618 176-06
1.000 175-06
0.618 174-19
HIGH 173-19
0.618 173-00
0.500 172-26
0.382 172-19
LOW 172-00
0.618 171-00
1.000 170-13
1.618 169-13
2.618 167-26
4.250 165-07
Fisher Pivots for day following 30-Oct-2020
Pivot 1 day 3 day
R1 172-26 173-15
PP 172-22 173-04
S1 172-19 172-26

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

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