ECBOT 30 Year Treasury Bond Future December 2020


Trading Metrics calculated at close of trading on 16-Nov-2020
Day Change Summary
Previous Current
13-Nov-2020 16-Nov-2020 Change Change % Previous Week
Open 172-11 172-03 -0-08 -0.1% 173-01
High 172-27 172-22 -0-05 -0.1% 173-24
Low 172-00 171-09 -0-23 -0.4% 169-16
Close 172-06 171-29 -0-09 -0.2% 172-06
Range 0-27 1-13 0-18 66.7% 4-08
ATR 1-21 1-20 -0-01 -1.1% 0-00
Volume 248,281 311,508 63,227 25.5% 1,894,179
Daily Pivots for day following 16-Nov-2020
Classic Woodie Camarilla DeMark
R4 176-06 175-14 172-22
R3 174-25 174-01 172-09
R2 173-12 173-12 172-05
R1 172-20 172-20 172-01 172-10
PP 171-31 171-31 171-31 171-25
S1 171-07 171-07 171-25 170-29
S2 170-18 170-18 171-21
S3 169-05 169-26 171-17
S4 167-24 168-13 171-04
Weekly Pivots for week ending 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 184-18 182-20 174-17
R3 180-10 178-12 173-11
R2 176-02 176-02 172-31
R1 174-04 174-04 172-18 172-31
PP 171-26 171-26 171-26 171-08
S1 169-28 169-28 171-26 168-23
S2 167-18 167-18 171-13
S3 163-10 165-20 171-01
S4 159-02 161-12 169-27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 172-27 169-16 3-11 1.9% 1-13 0.8% 72% False False 311,773
10 175-27 169-16 6-11 3.7% 2-04 1.2% 38% False False 419,943
20 175-27 169-16 6-11 3.7% 1-23 1.0% 38% False False 402,177
40 177-12 169-16 7-28 4.6% 1-12 0.8% 31% False False 354,075
60 178-17 169-16 9-01 5.3% 1-13 0.8% 27% False False 348,333
80 181-17 169-16 12-01 7.0% 1-12 0.8% 20% False False 263,916
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 0-15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 178-21
2.618 176-12
1.618 174-31
1.000 174-03
0.618 173-18
HIGH 172-22
0.618 172-05
0.500 172-00
0.382 171-26
LOW 171-09
0.618 170-13
1.000 169-28
1.618 169-00
2.618 167-19
4.250 165-10
Fisher Pivots for day following 16-Nov-2020
Pivot 1 day 3 day
R1 172-00 171-26
PP 171-31 171-24
S1 171-30 171-21

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

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