ECBOT 30 Year Treasury Bond Future December 2020


Trading Metrics calculated at close of trading on 15-Dec-2020
Day Change Summary
Previous Current
14-Dec-2020 15-Dec-2020 Change Change % Previous Week
Open 172-11 172-28 0-17 0.3% 170-12
High 172-23 172-30 0-07 0.1% 173-06
Low 171-19 171-29 0-10 0.2% 170-11
Close 172-21 171-29 -0-24 -0.4% 172-20
Range 1-04 1-01 -0-03 -8.3% 2-27
ATR 1-10 1-10 -0-01 -1.6% 0-00
Volume 5,427 5,422 -5 -0.1% 17,935
Daily Pivots for day following 15-Dec-2020
Classic Woodie Camarilla DeMark
R4 175-11 174-21 172-15
R3 174-10 173-20 172-06
R2 173-09 173-09 172-03
R1 172-19 172-19 172-00 172-14
PP 172-08 172-08 172-08 172-05
S1 171-18 171-18 171-26 171-13
S2 171-07 171-07 171-23
S3 170-06 170-17 171-20
S4 169-05 169-16 171-11
Weekly Pivots for week ending 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 180-19 179-14 174-06
R3 177-24 176-19 173-13
R2 174-29 174-29 173-05
R1 173-24 173-24 172-28 174-10
PP 172-02 172-02 172-02 172-11
S1 170-29 170-29 172-12 171-16
S2 169-07 169-07 172-03
S3 166-12 168-02 171-27
S4 163-17 165-07 171-02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 173-06 171-02 2-04 1.2% 0-30 0.5% 40% False False 3,066
10 173-06 170-09 2-29 1.7% 1-06 0.7% 56% False False 6,398
20 174-09 170-09 4-00 2.3% 1-06 0.7% 41% False False 211,815
40 175-27 169-16 6-11 3.7% 1-14 0.8% 38% False False 306,996
60 177-12 169-16 7-28 4.6% 1-10 0.8% 31% False False 306,655
80 178-17 169-16 9-01 5.3% 1-11 0.8% 27% False False 314,203
100 181-17 169-16 12-01 7.0% 1-11 0.8% 20% False False 253,496
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook True
Stretch 0-06
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 177-10
2.618 175-20
1.618 174-19
1.000 173-31
0.618 173-18
HIGH 172-30
0.618 172-17
0.500 172-14
0.382 172-10
LOW 171-29
0.618 171-09
1.000 170-28
1.618 170-08
2.618 169-07
4.250 167-17
Fisher Pivots for day following 15-Dec-2020
Pivot 1 day 3 day
R1 172-14 172-13
PP 172-08 172-07
S1 172-03 172-02

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

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