ECBOT 30 Year Treasury Bond Future March 2021


Trading Metrics calculated at close of trading on 24-Nov-2020
Day Change Summary
Previous Current
23-Nov-2020 24-Nov-2020 Change Change % Previous Week
Open 175-19 174-28 -0-23 -0.4% 173-14
High 175-20 174-29 -0-23 -0.4% 175-21
Low 174-19 173-27 -0-24 -0.4% 172-16
Close 174-26 174-03 -0-23 -0.4% 175-14
Range 1-01 1-02 0-01 3.0% 3-05
ATR 1-16 1-15 -0-01 -2.1% 0-00
Volume 554,882 719,582 164,700 29.7% 400,414
Daily Pivots for day following 24-Nov-2020
Classic Woodie Camarilla DeMark
R4 177-15 176-27 174-22
R3 176-13 175-25 174-12
R2 175-11 175-11 174-09
R1 174-23 174-23 174-06 174-16
PP 174-09 174-09 174-09 174-06
S1 173-21 173-21 174-00 173-14
S2 173-07 173-07 173-29
S3 172-05 172-19 173-26
S4 171-03 171-17 173-16
Weekly Pivots for week ending 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 184-00 182-28 177-06
R3 180-27 179-23 176-10
R2 177-22 177-22 176-01
R1 176-18 176-18 175-23 177-04
PP 174-17 174-17 174-17 174-26
S1 173-13 173-13 175-05 173-31
S2 171-12 171-12 174-27
S3 168-07 170-08 174-18
S4 165-02 167-03 173-22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 175-21 173-15 2-06 1.3% 1-02 0.6% 29% False False 326,193
10 175-21 170-20 5-01 2.9% 1-08 0.7% 69% False False 169,267
20 177-07 170-20 6-19 3.8% 1-22 1.0% 53% False False 86,188
40 178-26 170-20 8-06 4.7% 1-13 0.8% 42% False False 43,245
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 False
Stretch 0-09
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 179-14
2.618 177-22
1.618 176-20
1.000 175-31
0.618 175-18
HIGH 174-29
0.618 174-16
0.500 174-12
0.382 174-08
LOW 173-27
0.618 173-06
1.000 172-25
1.618 172-04
2.618 171-02
4.250 169-11
Fisher Pivots for day following 24-Nov-2020
Pivot 1 day 3 day
R1 174-12 174-24
PP 174-09 174-17
S1 174-06 174-10

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

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