ECBOT 30 Year Treasury Bond Future December 2020


Trading Metrics calculated at close of trading on 12-Nov-2020
Day Change Summary
Previous Current
11-Nov-2020 12-Nov-2020 Change Change % Previous Week
Open 170-07 170-17 0-10 0.2% 172-05
High 170-27 172-15 1-20 1.0% 175-27
Low 169-16 170-15 0-31 0.6% 170-07
Close 170-21 172-09 1-20 1.0% 173-10
Range 1-11 2-00 0-21 48.8% 5-20
ATR 1-22 1-23 0-01 1.3% 0-00
Volume 107,138 440,703 333,565 311.3% 2,335,807
Daily Pivots for day following 12-Nov-2020
Classic Woodie Camarilla DeMark
R4 177-24 177-00 173-12
R3 175-24 175-00 172-27
R2 173-24 173-24 172-21
R1 173-00 173-00 172-15 173-12
PP 171-24 171-24 171-24 171-30
S1 171-00 171-00 172-03 171-12
S2 169-24 169-24 171-29
S3 167-24 169-00 171-23
S4 165-24 167-00 171-06
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
5 174-31 169-16 5-15 3.2% 2-05 1.2% 51% False False 403,649
10 175-27 169-16 6-11 3.7% 2-06 1.3% 44% False False 456,229
20 175-27 169-16 6-11 3.7% 1-22 1.0% 44% False False 404,307
40 177-12 169-16 7-28 4.6% 1-12 0.8% 35% False False 353,020
60 178-17 169-16 9-01 5.2% 1-13 0.8% 31% False False 341,175
80 181-17 169-16 12-01 7.0% 1-12 0.8% 23% False False 256,922
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 0-14
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 180-31
2.618 177-23
1.618 175-23
1.000 174-15
0.618 173-23
HIGH 172-15
0.618 171-23
0.500 171-15
0.382 171-07
LOW 170-15
0.618 169-07
1.000 168-15
1.618 167-07
2.618 165-07
4.250 161-31
Fisher Pivots for day following 12-Nov-2020
Pivot 1 day 3 day
R1 172-00 171-27
PP 171-24 171-13
S1 171-15 171-00

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

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