ECBOT 30 Year Treasury Bond Future December 2020


Trading Metrics calculated at close of trading on 20-Nov-2020
Day Change Summary
Previous Current
19-Nov-2020 20-Nov-2020 Change Change % Previous Week
Open 172-25 173-29 1-04 0.7% 172-03
High 173-29 174-09 0-12 0.2% 174-09
Low 172-24 173-15 0-23 0.4% 171-09
Close 173-08 174-02 0-26 0.5% 174-02
Range 1-05 0-26 -0-11 -29.7% 3-00
ATR 1-18 1-17 -0-01 -2.5% 0-00
Volume 463,696 483,646 19,950 4.3% 1,976,045
Daily Pivots for day following 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 176-12 176-01 174-16
R3 175-18 175-07 174-09
R2 174-24 174-24 174-07
R1 174-13 174-13 174-04 174-19
PP 173-30 173-30 173-30 174-01
S1 173-19 173-19 174-00 173-25
S2 173-04 173-04 173-29
S3 172-10 172-25 173-27
S4 171-16 171-31 173-20
Weekly Pivots for week ending 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 182-07 181-04 175-23
R3 179-07 178-04 174-28
R2 176-07 176-07 174-20
R1 175-04 175-04 174-11 175-22
PP 173-07 173-07 173-07 173-15
S1 172-04 172-04 173-25 172-22
S2 170-07 170-07 173-16
S3 167-07 169-04 173-08
S4 164-07 166-04 172-13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 174-09 171-09 3-00 1.7% 1-06 0.7% 93% True False 395,209
10 174-09 169-16 4-25 2.7% 1-18 0.9% 95% True False 387,022
20 175-27 169-16 6-11 3.6% 1-22 1.0% 72% False False 413,867
40 177-12 169-16 7-28 4.5% 1-14 0.8% 58% False False 369,991
60 178-17 169-16 9-01 5.2% 1-12 0.8% 51% False False 346,473
80 181-17 169-16 12-01 6.9% 1-12 0.8% 38% False False 284,544
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-13
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 177-24
2.618 176-13
1.618 175-19
1.000 175-03
0.618 174-25
HIGH 174-09
0.618 173-31
0.500 173-28
0.382 173-25
LOW 173-15
0.618 172-31
1.000 172-21
1.618 172-05
2.618 171-11
4.250 170-01
Fisher Pivots for day following 20-Nov-2020
Pivot 1 day 3 day
R1 174-00 173-25
PP 173-30 173-16
S1 173-28 173-07

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

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