ECBOT 30 Year Treasury Bond Future December 2020


Trading Metrics calculated at close of trading on 09-Nov-2020
Day Change Summary
Previous Current
06-Nov-2020 09-Nov-2020 Change Change % Previous Week
Open 174-24 173-01 -1-23 -1.0% 172-05
High 174-31 173-24 -1-07 -0.7% 175-27
Low 172-29 169-29 -3-00 -1.7% 170-07
Close 173-10 170-06 -3-04 -1.8% 173-10
Range 2-02 3-27 1-25 86.4% 5-20
ATR 1-18 1-24 0-05 10.3% 0-00
Volume 372,348 646,818 274,470 73.7% 2,335,807
Daily Pivots for day following 09-Nov-2020
Classic Woodie Camarilla DeMark
R4 182-26 180-11 172-10
R3 178-31 176-16 171-08
R2 175-04 175-04 170-29
R1 172-21 172-21 170-17 171-31
PP 171-09 171-09 171-09 170-30
S1 168-26 168-26 169-27 168-04
S2 167-14 167-14 169-15
S3 163-19 164-31 169-04
S4 159-24 161-04 168-02
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
5 175-27 169-29 5-30 3.5% 2-27 1.7% 5% False True 528,112
10 175-27 169-29 5-30 3.5% 2-02 1.2% 5% False True 470,602
20 176-10 169-29 6-13 3.8% 1-19 0.9% 4% False True 396,801
40 177-14 169-29 7-17 4.4% 1-11 0.8% 4% False True 350,276
60 178-17 169-29 8-20 5.1% 1-12 0.8% 3% False True 325,106
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 0-13
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 190-03
2.618 183-26
1.618 179-31
1.000 177-19
0.618 176-04
HIGH 173-24
0.618 172-09
0.500 171-27
0.382 171-12
LOW 169-29
0.618 167-17
1.000 166-02
1.618 163-22
2.618 159-27
4.250 153-18
Fisher Pivots for day following 09-Nov-2020
Pivot 1 day 3 day
R1 171-27 172-28
PP 171-09 171-31
S1 170-24 171-03

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

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