ECBOT 30 Year Treasury Bond Future December 2020


Trading Metrics calculated at close of trading on 04-Nov-2020
Day Change Summary
Previous Current
03-Nov-2020 04-Nov-2020 Change Change % Previous Week
Open 172-26 171-05 -1-21 -1.0% 172-23
High 172-28 175-03 2-07 1.3% 174-29
Low 171-13 170-07 -1-06 -0.7% 172-00
Close 172-01 174-14 2-13 1.4% 172-15
Range 1-15 4-28 3-13 231.9% 2-29
ATR 1-08 1-16 0-08 20.7% 0-00
Volume 348,831 836,457 487,626 139.8% 2,071,322
Daily Pivots for day following 04-Nov-2020
Classic Woodie Camarilla DeMark
R4 187-28 186-01 177-04
R3 183-00 181-05 175-25
R2 178-04 178-04 175-11
R1 176-09 176-09 174-28 177-07
PP 173-08 173-08 173-08 173-23
S1 171-13 171-13 174-00 172-11
S2 168-12 168-12 173-17
S3 163-16 166-17 173-03
S4 158-20 161-21 171-24
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
5 175-03 170-07 4-28 2.8% 2-06 1.3% 87% True True 518,508
10 175-03 170-07 4-28 2.8% 1-22 1.0% 87% True True 427,601
20 176-10 170-07 6-03 3.5% 1-10 0.8% 69% False True 358,616
40 177-14 170-07 7-07 4.1% 1-07 0.7% 58% False True 333,077
60 178-17 170-07 8-10 4.8% 1-11 0.8% 51% False True 301,057
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-10
Widest range in 76 trading days
Fibonacci Retracements and Extensions
4.250 195-26
2.618 187-27
1.618 182-31
1.000 179-31
0.618 178-03
HIGH 175-03
0.618 173-07
0.500 172-21
0.382 172-03
LOW 170-07
0.618 167-07
1.000 165-11
1.618 162-11
2.618 157-15
4.250 149-16
Fisher Pivots for day following 04-Nov-2020
Pivot 1 day 3 day
R1 173-27 173-27
PP 173-08 173-08
S1 172-21 172-21

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

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