ECBOT 30 Year Treasury Bond Future December 2020


Trading Metrics calculated at close of trading on 10-Nov-2020
Day Change Summary
Previous Current
09-Nov-2020 10-Nov-2020 Change Change % Previous Week
Open 173-01 171-00 -2-01 -1.2% 172-05
High 173-24 171-14 -2-10 -1.3% 175-27
Low 169-29 169-30 0-01 0.0% 170-07
Close 170-06 170-00 -0-06 -0.1% 173-10
Range 3-27 1-16 -2-11 -61.0% 5-20
ATR 1-24 1-23 -0-01 -1.0% 0-00
Volume 646,818 451,239 -195,579 -30.2% 2,335,807
Daily Pivots for day following 10-Nov-2020
Classic Woodie Camarilla DeMark
R4 174-31 173-31 170-26
R3 173-15 172-15 170-13
R2 171-31 171-31 170-09
R1 170-31 170-31 170-04 170-23
PP 170-15 170-15 170-15 170-10
S1 169-15 169-15 169-28 169-07
S2 168-31 168-31 169-23
S3 167-15 167-31 169-19
S4 165-31 166-15 169-06
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
5 175-27 169-29 5-30 3.5% 2-27 1.7% 2% False False 548,593
10 175-27 169-29 5-30 3.5% 2-04 1.2% 2% False False 488,219
20 176-10 169-29 6-13 3.8% 1-20 1.0% 1% False False 405,798
40 177-14 169-29 7-17 4.4% 1-12 0.8% 1% False False 354,678
60 178-17 169-29 8-20 5.1% 1-13 0.8% 1% False False 332,557
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-14
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 177-26
2.618 175-12
1.618 173-28
1.000 172-30
0.618 172-12
HIGH 171-14
0.618 170-28
0.500 170-22
0.382 170-16
LOW 169-30
0.618 169-00
1.000 168-14
1.618 167-16
2.618 166-00
4.250 163-18
Fisher Pivots for day following 10-Nov-2020
Pivot 1 day 3 day
R1 170-22 172-14
PP 170-15 171-20
S1 170-07 170-26

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

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