ECBOT 30 Year Treasury Bond Future March 2021


Trading Metrics calculated at close of trading on 17-Dec-2020
Day Change Summary
Previous Current
16-Dec-2020 17-Dec-2020 Change Change % Previous Week
Open 173-08 172-31 -0-09 -0.2% 171-17
High 173-12 173-22 0-10 0.2% 174-09
Low 172-04 172-09 0-05 0.1% 171-06
Close 172-30 172-21 -0-09 -0.2% 173-21
Range 1-08 1-13 0-05 12.5% 3-03
ATR 1-12 1-12 0-00 0.2% 0-00
Volume 420,811 375,432 -45,379 -10.8% 1,538,980
Daily Pivots for day following 17-Dec-2020
Classic Woodie Camarilla DeMark
R4 177-03 176-09 173-14
R3 175-22 174-28 173-01
R2 174-09 174-09 172-29
R1 173-15 173-15 172-25 173-06
PP 172-28 172-28 172-28 172-23
S1 172-02 172-02 172-17 171-25
S2 171-15 171-15 172-13
S3 170-02 170-21 172-09
S4 168-21 169-08 171-28
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% 1-07 0.7% 25% False False 336,436
10 174-09 171-04 3-05 1.8% 1-10 0.8% 49% False False 334,783
20 175-21 171-04 4-17 2.6% 1-09 0.7% 34% False False 361,240
40 177-07 170-20 6-19 3.8% 1-16 0.9% 31% False False 183,900
60 178-29 170-20 8-09 4.8% 1-11 0.8% 25% False False 122,626
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-09
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 179-21
2.618 177-12
1.618 175-31
1.000 175-03
0.618 174-18
HIGH 173-22
0.618 173-05
0.500 173-00
0.382 172-26
LOW 172-09
0.618 171-13
1.000 170-28
1.618 170-00
2.618 168-19
4.250 166-10
Fisher Pivots for day following 17-Dec-2020
Pivot 1 day 3 day
R1 173-00 173-02
PP 172-28 172-29
S1 172-25 172-25

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

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