ECBOT 30 Year Treasury Bond Future March 2021


Trading Metrics calculated at close of trading on 16-Dec-2020
Day Change Summary
Previous Current
15-Dec-2020 16-Dec-2020 Change Change % Previous Week
Open 173-20 173-08 -0-12 -0.2% 171-17
High 173-31 173-12 -0-19 -0.3% 174-09
Low 172-27 172-04 -0-23 -0.4% 171-06
Close 172-29 172-30 0-01 0.0% 173-21
Range 1-04 1-08 0-04 11.1% 3-03
ATR 1-12 1-12 0-00 -0.7% 0-00
Volume 283,139 420,811 137,672 48.6% 1,538,980
Daily Pivots for day following 16-Dec-2020
Classic Woodie Camarilla DeMark
R4 176-18 176-00 173-20
R3 175-10 174-24 173-09
R2 174-02 174-02 173-05
R1 173-16 173-16 173-02 173-05
PP 172-26 172-26 172-26 172-20
S1 172-08 172-08 172-26 171-29
S2 171-18 171-18 172-23
S3 170-10 171-00 172-19
S4 169-02 169-24 172-08
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
5 174-09 172-04 2-05 1.2% 1-05 0.7% 38% False True 332,774
10 174-09 171-04 3-05 1.8% 1-09 0.7% 57% False False 329,918
20 175-21 171-04 4-17 2.6% 1-09 0.7% 40% False False 344,165
40 177-07 170-20 6-19 3.8% 1-16 0.9% 35% False False 174,520
60 178-29 170-20 8-09 4.8% 1-10 0.8% 28% False False 116,469
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 0-08
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 178-22
2.618 176-21
1.618 175-13
1.000 174-20
0.618 174-05
HIGH 173-12
0.618 172-29
0.500 172-24
0.382 172-19
LOW 172-04
0.618 171-11
1.000 170-28
1.618 170-03
2.618 168-27
4.250 166-26
Fisher Pivots for day following 16-Dec-2020
Pivot 1 day 3 day
R1 172-28 173-02
PP 172-26 173-00
S1 172-24 172-31

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

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