ECBOT 30 Year Treasury Bond Future December 2020


Trading Metrics calculated at close of trading on 01-Dec-2020
Day Change Summary
Previous Current
30-Nov-2020 01-Dec-2020 Change Change % Previous Week
Open 173-28 173-27 -0-01 0.0% 174-07
High 174-06 174-00 -0-06 -0.1% 174-08
Low 173-14 171-18 -1-28 -1.1% 172-17
Close 173-25 171-22 -2-03 -1.2% 173-28
Range 0-24 2-14 1-22 225.0% 1-23
ATR 1-12 1-14 0-02 5.6% 0-00
Volume 35,364 31,204 -4,160 -11.8% 2,441,217
Daily Pivots for day following 01-Dec-2020
Classic Woodie Camarilla DeMark
R4 179-23 178-05 173-01
R3 177-09 175-23 172-11
R2 174-27 174-27 172-04
R1 173-09 173-09 171-29 172-27
PP 172-13 172-13 172-13 172-06
S1 170-27 170-27 171-15 170-13
S2 169-31 169-31 171-08
S3 167-17 168-13 171-01
S4 165-03 165-31 170-11
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 178-23 178-00 174-26
R3 177-00 176-09 174-11
R2 175-09 175-09 174-06
R1 174-18 174-18 174-01 174-02
PP 173-18 173-18 173-18 173-10
S1 172-27 172-27 173-23 172-11
S2 171-27 171-27 173-18
S3 170-04 171-04 173-13
S4 168-13 169-13 172-30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 174-06 171-18 2-20 1.5% 1-09 0.7% 5% False True 336,404
10 174-09 171-18 2-23 1.6% 1-06 0.7% 5% False True 417,232
20 175-27 169-16 6-11 3.7% 1-21 1.0% 34% False False 418,587
40 176-10 169-16 6-26 4.0% 1-13 0.8% 32% False False 380,414
60 177-14 169-16 7-30 4.6% 1-10 0.8% 28% False False 352,487
80 180-10 169-16 10-26 6.3% 1-12 0.8% 20% False False 315,709
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 184-12
2.618 180-12
1.618 177-30
1.000 176-14
0.618 175-16
HIGH 174-00
0.618 173-02
0.500 172-25
0.382 172-16
LOW 171-18
0.618 170-02
1.000 169-04
1.618 167-20
2.618 165-06
4.250 161-06
Fisher Pivots for day following 01-Dec-2020
Pivot 1 day 3 day
R1 172-25 172-28
PP 172-13 172-15
S1 172-02 172-03

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

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