ECBOT 30 Year Treasury Bond Future March 2021


Trading Metrics calculated at close of trading on 15-Dec-2020
Day Change Summary
Previous Current
14-Dec-2020 15-Dec-2020 Change Change % Previous Week
Open 173-16 173-20 0-04 0.1% 171-17
High 173-27 173-31 0-04 0.1% 174-09
Low 172-16 172-27 0-11 0.2% 171-06
Close 173-22 172-29 -0-25 -0.4% 173-21
Range 1-11 1-04 -0-07 -16.3% 3-03
ATR 1-13 1-12 -0-01 -1.4% 0-00
Volume 305,026 283,139 -21,887 -7.2% 1,538,980
Daily Pivots for day following 15-Dec-2020
Classic Woodie Camarilla DeMark
R4 176-20 175-28 173-17
R3 175-16 174-24 173-07
R2 174-12 174-12 173-04
R1 173-20 173-20 173-00 173-14
PP 173-08 173-08 173-08 173-05
S1 172-16 172-16 172-26 172-10
S2 172-04 172-04 172-22
S3 171-00 171-12 172-19
S4 169-28 170-08 172-09
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 1.4% 1-03 0.6% 41% False False 309,941
10 174-09 171-04 3-05 1.8% 1-10 0.8% 56% False False 329,974
20 175-21 171-04 4-17 2.6% 1-09 0.7% 39% False False 324,365
40 177-07 170-20 6-19 3.8% 1-16 0.9% 35% False False 164,003
60 178-29 170-20 8-09 4.8% 1-10 0.8% 28% False False 109,527
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 0-09
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 178-24
2.618 176-29
1.618 175-25
1.000 175-03
0.618 174-21
HIGH 173-31
0.618 173-17
0.500 173-13
0.382 173-09
LOW 172-27
0.618 172-05
1.000 171-23
1.618 171-01
2.618 169-29
4.250 168-02
Fisher Pivots for day following 15-Dec-2020
Pivot 1 day 3 day
R1 173-13 173-13
PP 173-08 173-07
S1 173-02 173-02

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

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