ECBOT 30 Year Treasury Bond Future March 2021


Trading Metrics calculated at close of trading on 10-Dec-2020
Day Change Summary
Previous Current
09-Dec-2020 10-Dec-2020 Change Change % Previous Week
Open 172-27 172-20 -0-07 -0.1% 175-00
High 172-28 173-20 0-24 0.4% 175-10
Low 171-30 172-17 0-19 0.3% 171-04
Close 172-15 173-15 1-00 0.6% 171-21
Range 0-30 1-03 0-05 16.7% 4-06
ATR 1-15 1-14 -0-01 -1.5% 0-00
Volume 306,644 357,122 50,478 16.5% 2,086,678
Daily Pivots for day following 10-Dec-2020
Classic Woodie Camarilla DeMark
R4 176-16 176-02 174-02
R3 175-13 174-31 173-25
R2 174-10 174-10 173-21
R1 173-28 173-28 173-18 174-03
PP 173-07 173-07 173-07 173-10
S1 172-25 172-25 173-12 173-00
S2 172-04 172-04 173-09
S3 171-01 171-22 173-05
S4 169-30 170-19 172-28
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
5 173-20 171-04 2-16 1.4% 1-13 0.8% 94% True False 333,130
10 175-10 171-04 4-06 2.4% 1-14 0.8% 56% False False 350,442
20 175-21 171-04 4-17 2.6% 1-10 0.8% 52% False False 281,694
40 177-23 170-20 7-03 4.1% 1-15 0.9% 40% False False 141,873
60 178-29 170-20 8-09 4.8% 1-09 0.7% 34% False False 94,761
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 178-09
2.618 176-16
1.618 175-13
1.000 174-23
0.618 174-10
HIGH 173-20
0.618 173-07
0.500 173-03
0.382 172-30
LOW 172-17
0.618 171-27
1.000 171-14
1.618 170-24
2.618 169-21
4.250 167-28
Fisher Pivots for day following 10-Dec-2020
Pivot 1 day 3 day
R1 173-11 173-08
PP 173-07 173-00
S1 173-03 172-25

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

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