ECBOT 30 Year Treasury Bond Future March 2021


Trading Metrics calculated at close of trading on 03-Dec-2020
Day Change Summary
Previous Current
02-Dec-2020 03-Dec-2020 Change Change % Previous Week
Open 172-26 172-14 -0-12 -0.2% 175-19
High 173-06 173-10 0-04 0.1% 175-20
Low 171-22 172-05 0-15 0.3% 173-19
Close 172-05 172-28 0-23 0.4% 175-01
Range 1-16 1-05 -0-11 -22.9% 2-01
ATR 1-15 1-14 -0-01 -1.5% 0-00
Volume 421,370 326,784 -94,586 -22.4% 1,892,166
Daily Pivots for day following 03-Dec-2020
Classic Woodie Camarilla DeMark
R4 176-08 175-23 173-16
R3 175-03 174-18 173-06
R2 173-30 173-30 173-03
R1 173-13 173-13 172-31 173-21
PP 172-25 172-25 172-25 172-29
S1 172-08 172-08 172-25 172-17
S2 171-20 171-20 172-21
S3 170-15 171-03 172-18
S4 169-10 169-30 172-08
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
5 175-10 171-22 3-20 2.1% 1-14 0.8% 33% False False 367,754
10 175-21 171-22 3-31 2.3% 1-08 0.7% 30% False False 387,696
20 177-07 170-20 6-19 3.8% 1-17 0.9% 34% False False 199,471
40 177-23 170-20 7-03 4.1% 1-12 0.8% 32% False False 100,240
60 178-29 170-20 8-09 4.8% 1-06 0.7% 27% False False 67,002
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 178-07
2.618 176-11
1.618 175-06
1.000 174-15
0.618 174-01
HIGH 173-10
0.618 172-28
0.500 172-24
0.382 172-19
LOW 172-05
0.618 171-14
1.000 171-00
1.618 170-09
2.618 169-04
4.250 167-08
Fisher Pivots for day following 03-Dec-2020
Pivot 1 day 3 day
R1 172-27 173-14
PP 172-25 173-08
S1 172-24 173-02

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

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