ECBOT 30 Year Treasury Bond Future March 2021


Trading Metrics calculated at close of trading on 14-Dec-2020
Day Change Summary
Previous Current
11-Dec-2020 14-Dec-2020 Change Change % Previous Week
Open 173-18 173-16 -0-02 0.0% 171-17
High 174-09 173-27 -0-14 -0.3% 174-09
Low 173-11 172-16 -0-27 -0.5% 171-06
Close 173-21 173-22 0-01 0.0% 173-21
Range 0-30 1-11 0-13 43.3% 3-03
ATR 1-13 1-13 0-00 -0.3% 0-00
Volume 297,776 305,026 7,250 2.4% 1,538,980
Daily Pivots for day following 14-Dec-2020
Classic Woodie Camarilla DeMark
R4 177-12 176-28 174-14
R3 176-01 175-17 174-02
R2 174-22 174-22 173-30
R1 174-06 174-06 173-26 174-14
PP 173-11 173-11 173-11 173-15
S1 172-27 172-27 173-18 173-03
S2 172-00 172-00 173-14
S3 170-21 171-16 173-10
S4 169-10 170-05 172-30
Weekly Pivots for week ending 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 182-10 181-03 175-11
R3 179-07 178-00 174-16
R2 176-04 176-04 174-07
R1 174-29 174-29 173-30 175-17
PP 173-01 173-01 173-01 173-11
S1 171-26 171-26 173-12 172-14
S2 169-30 169-30 173-03
S3 166-27 168-23 172-26
S4 163-24 165-20 171-31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 174-09 171-30 2-11 1.3% 1-04 0.6% 75% False False 309,103
10 175-05 171-04 4-01 2.3% 1-15 0.8% 64% False False 347,996
20 175-21 171-04 4-17 2.6% 1-09 0.7% 57% False False 311,163
40 177-07 170-20 6-19 3.8% 1-15 0.9% 46% False False 156,935
60 178-29 170-20 8-09 4.8% 1-10 0.7% 37% False False 104,808
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 179-18
2.618 177-12
1.618 176-01
1.000 175-06
0.618 174-22
HIGH 173-27
0.618 173-11
0.500 173-06
0.382 173-00
LOW 172-16
0.618 171-21
1.000 171-05
1.618 170-10
2.618 168-31
4.250 166-25
Fisher Pivots for day following 14-Dec-2020
Pivot 1 day 3 day
R1 173-17 173-19
PP 173-11 173-16
S1 173-06 173-13

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

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