ECBOT 30 Year Treasury Bond Future March 2021


Trading Metrics calculated at close of trading on 29-Oct-2020
Day Change Summary
Previous Current
28-Oct-2020 29-Oct-2020 Change Change % Previous Week
Open 175-25 175-22 -0-03 -0.1% 176-08
High 176-08 175-24 -0-16 -0.3% 176-08
Low 175-11 173-31 -1-12 -0.8% 172-30
Close 175-12 174-04 -1-08 -0.7% 173-27
Range 0-29 1-25 0-28 96.6% 3-10
ATR 1-02 1-04 0-02 4.8% 0-00
Volume 3,061 830 -2,231 -72.9% 4,472
Daily Pivots for day following 29-Oct-2020
Classic Woodie Camarilla DeMark
R4 179-31 178-26 175-03
R3 178-06 177-01 174-20
R2 176-13 176-13 174-14
R1 175-08 175-08 174-09 174-30
PP 174-20 174-20 174-20 174-15
S1 173-15 173-15 173-31 173-05
S2 172-27 172-27 173-26
S3 171-02 171-22 173-20
S4 169-09 169-29 173-05
Weekly Pivots for week ending 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 184-09 182-12 175-21
R3 180-31 179-02 174-24
R2 177-21 177-21 174-14
R1 175-24 175-24 174-05 175-02
PP 174-11 174-11 174-11 174-00
S1 172-14 172-14 173-17 171-24
S2 171-01 171-01 173-08
S3 167-23 169-04 172-30
S4 164-13 165-26 172-01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 176-08 172-30 3-10 1.9% 1-05 0.7% 36% False False 1,044
10 176-30 172-30 4-00 2.3% 1-04 0.6% 30% False False 929
20 178-12 172-30 5-14 3.1% 1-04 0.6% 22% False False 493
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 0-05
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 183-10
2.618 180-13
1.618 178-20
1.000 177-17
0.618 176-27
HIGH 175-24
0.618 175-02
0.500 174-28
0.382 174-21
LOW 173-31
0.618 172-28
1.000 172-06
1.618 171-03
2.618 169-10
4.250 166-13
Fisher Pivots for day following 29-Oct-2020
Pivot 1 day 3 day
R1 174-28 175-04
PP 174-20 174-25
S1 174-12 174-15

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

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