ECBOT 30 Year Treasury Bond Future March 2021


Trading Metrics calculated at close of trading on 04-Dec-2020
Day Change Summary
Previous Current
03-Dec-2020 04-Dec-2020 Change Change % Previous Week
Open 172-14 173-05 0-23 0.4% 175-00
High 173-10 173-15 0-05 0.1% 175-10
Low 172-05 171-04 -1-01 -0.6% 171-04
Close 172-28 171-21 -1-07 -0.7% 171-21
Range 1-05 2-11 1-06 102.7% 4-06
ATR 1-14 1-16 0-02 4.4% 0-00
Volume 326,784 424,448 97,664 29.9% 2,086,678
Daily Pivots for day following 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 179-04 177-23 172-30
R3 176-25 175-12 172-10
R2 174-14 174-14 172-03
R1 173-01 173-01 171-28 172-18
PP 172-03 172-03 172-03 171-27
S1 170-22 170-22 171-14 170-07
S2 169-24 169-24 171-07
S3 167-13 168-11 171-00
S4 165-02 166-00 170-12
Weekly Pivots for week ending 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 185-08 182-21 173-31
R3 181-02 178-15 172-26
R2 176-28 176-28 172-14
R1 174-09 174-09 172-01 173-16
PP 172-22 172-22 172-22 172-10
S1 170-03 170-03 171-09 169-10
S2 168-16 168-16 170-28
S3 164-10 165-29 170-16
S4 160-04 161-23 169-11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 175-10 171-04 4-06 2.4% 1-22 1.0% 13% False True 417,335
10 175-21 171-04 4-17 2.6% 1-11 0.8% 12% False True 419,539
20 176-12 170-20 5-24 3.3% 1-17 0.9% 18% False False 220,438
40 177-23 170-20 7-03 4.1% 1-14 0.8% 15% False False 110,851
60 178-29 170-20 8-09 4.8% 1-08 0.7% 12% False False 74,076
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 183-14
2.618 179-19
1.618 177-08
1.000 175-26
0.618 174-29
HIGH 173-15
0.618 172-18
0.500 172-10
0.382 172-01
LOW 171-04
0.618 169-22
1.000 168-25
1.618 167-11
2.618 165-00
4.250 161-05
Fisher Pivots for day following 04-Dec-2020
Pivot 1 day 3 day
R1 172-10 172-10
PP 172-03 172-03
S1 171-28 171-28

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

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