ECBOT 30 Year Treasury Bond Future March 2021


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 175-00 175-00 0-00 0.0% 175-19
High 175-10 175-05 -0-05 -0.1% 175-20
Low 174-18 172-16 -2-02 -1.2% 173-19
Close 174-29 172-21 -2-08 -1.3% 175-01
Range 0-24 2-21 1-29 254.2% 2-01
ATR 1-12 1-15 0-03 6.6% 0-00
Volume 450,721 463,355 12,634 2.8% 1,892,166
Daily Pivots for day following 01-Dec-2020
Classic Woodie Camarilla DeMark
R4 181-13 179-22 174-04
R3 178-24 177-01 173-12
R2 176-03 176-03 173-05
R1 174-12 174-12 172-29 173-29
PP 173-14 173-14 173-14 173-07
S1 171-23 171-23 172-13 171-08
S2 170-25 170-25 172-05
S3 168-04 169-02 171-30
S4 165-15 166-13 171-06
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 180-27 179-31 176-05
R3 178-26 177-30 175-19
R2 176-25 176-25 175-13
R1 175-29 175-29 175-07 175-11
PP 174-24 174-24 174-24 174-15
S1 173-28 173-28 174-27 173-10
S2 172-23 172-23 174-21
S3 170-22 171-27 174-15
S4 168-21 169-26 173-29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 175-10 172-16 2-26 1.6% 1-11 0.8% 6% False True 450,272
10 175-21 172-16 3-05 1.8% 1-08 0.7% 5% False True 318,755
20 177-07 170-20 6-19 3.8% 1-23 1.0% 31% False False 162,446
40 177-23 170-20 7-03 4.1% 1-13 0.8% 29% False False 81,537
60 178-29 170-20 8-09 4.8% 1-06 0.7% 25% False False 54,533
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
4.250 186-14
2.618 182-04
1.618 179-15
1.000 177-26
0.618 176-26
HIGH 175-05
0.618 174-05
0.500 173-27
0.382 173-16
LOW 172-16
0.618 170-27
1.000 169-27
1.618 168-06
2.618 165-17
4.250 161-07
Fisher Pivots for day following 01-Dec-2020
Pivot 1 day 3 day
R1 173-27 173-29
PP 173-14 173-16
S1 173-02 173-02

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

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