ECBOT 30 Year Treasury Bond Future December 2020


Trading Metrics calculated at close of trading on 21-Dec-2020
Day Change Summary
Previous Current
18-Dec-2020 21-Dec-2020 Change Change % Previous Week
Open 171-26 171-20 -0-06 -0.1% 172-11
High 172-01 172-21 0-20 0.4% 172-30
Low 171-06 171-16 0-10 0.2% 171-06
Close 171-06 171-16 0-10 0.2% 171-06
Range 0-27 1-05 0-10 37.0% 1-24
ATR 1-08 1-08 0-01 1.3% 0-00
Volume 12,608 1,990 -10,618 -84.2% 36,296
Daily Pivots for day following 21-Dec-2020
Classic Woodie Camarilla DeMark
R4 175-11 174-19 172-04
R3 174-06 173-14 171-26
R2 173-01 173-01 171-23
R1 172-09 172-09 171-19 172-03
PP 171-28 171-28 171-28 171-25
S1 171-04 171-04 171-13 170-29
S2 170-23 170-23 171-09
S3 169-18 169-31 171-06
S4 168-13 168-26 170-28
Weekly Pivots for week ending 18-Dec-2020
Classic Woodie Camarilla DeMark
R4 177-01 175-27 172-05
R3 175-09 174-03 171-21
R2 173-17 173-17 171-16
R1 172-11 172-11 171-11 172-02
PP 171-25 171-25 171-25 171-20
S1 170-19 170-19 171-01 170-10
S2 170-01 170-01 170-28
S3 168-09 168-27 170-23
S4 166-17 167-03 170-07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 172-30 171-06 1-24 1.0% 1-02 0.6% 18% False False 6,571
10 173-06 171-02 2-04 1.2% 1-00 0.6% 21% False False 5,256
20 174-08 170-09 3-31 2.3% 1-05 0.7% 31% False False 129,960
40 175-27 169-16 6-11 3.7% 1-14 0.8% 32% False False 271,913
60 177-12 169-16 7-28 4.6% 1-11 0.8% 25% False False 289,980
80 178-17 169-16 9-01 5.3% 1-10 0.8% 22% False False 292,344
100 181-17 169-16 12-01 7.0% 1-11 0.8% 17% False False 253,627
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-06
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 177-18
2.618 175-22
1.618 174-17
1.000 173-26
0.618 173-12
HIGH 172-21
0.618 172-07
0.500 172-03
0.382 171-30
LOW 171-16
0.618 170-25
1.000 170-11
1.618 169-20
2.618 168-15
4.250 166-19
Fisher Pivots for day following 21-Dec-2020
Pivot 1 day 3 day
R1 172-03 171-30
PP 171-28 171-25
S1 171-22 171-21

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

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