ECBOT 30 Year Treasury Bond Future December 2020


Trading Metrics calculated at close of trading on 06-Nov-2020
Day Change Summary
Previous Current
05-Nov-2020 06-Nov-2020 Change Change % Previous Week
Open 174-20 174-24 0-04 0.1% 172-05
High 175-27 174-31 -0-28 -0.5% 175-27
Low 173-30 172-29 -1-01 -0.6% 170-07
Close 174-11 173-10 -1-01 -0.6% 173-10
Range 1-29 2-02 0-05 8.2% 5-20
ATR 1-17 1-18 0-01 2.4% 0-00
Volume 436,107 372,348 -63,759 -14.6% 2,335,807
Daily Pivots for day following 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 179-29 178-22 174-14
R3 177-27 176-20 173-28
R2 175-25 175-25 173-22
R1 174-18 174-18 173-16 174-05
PP 173-23 173-23 173-23 173-17
S1 172-16 172-16 173-04 172-03
S2 171-21 171-21 172-30
S3 169-19 170-14 172-24
S4 167-17 168-12 172-06
Weekly Pivots for week ending 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 190-00 187-09 176-13
R3 184-12 181-21 174-28
R2 178-24 178-24 174-11
R1 176-01 176-01 173-26 177-13
PP 173-04 173-04 173-04 173-26
S1 170-13 170-13 172-26 171-25
S2 167-16 167-16 172-09
S3 161-28 164-25 171-24
S4 156-08 159-05 170-07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 175-27 170-07 5-20 3.2% 2-10 1.3% 55% False False 467,161
10 175-27 170-07 5-20 3.2% 1-26 1.0% 55% False False 440,712
20 176-10 170-07 6-03 3.5% 1-14 0.8% 51% False False 367,644
40 177-14 170-07 7-07 4.2% 1-09 0.7% 43% False False 338,894
60 178-17 170-07 8-10 4.8% 1-11 0.8% 37% False False 314,388
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 183-24
2.618 180-12
1.618 178-10
1.000 177-01
0.618 176-08
HIGH 174-31
0.618 174-06
0.500 173-30
0.382 173-22
LOW 172-29
0.618 171-20
1.000 170-27
1.618 169-18
2.618 167-16
4.250 164-05
Fisher Pivots for day following 06-Nov-2020
Pivot 1 day 3 day
R1 173-30 173-07
PP 173-23 173-04
S1 173-17 173-01

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

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