ECBOT 30 Year Treasury Bond Future March 2021


Trading Metrics calculated at close of trading on 21-Dec-2020
Day Change Summary
Previous Current
18-Dec-2020 21-Dec-2020 Change Change % Previous Week
Open 172-16 172-09 -0-07 -0.1% 173-16
High 173-01 173-24 0-23 0.4% 173-31
Low 172-02 172-05 0-03 0.1% 172-02
Close 172-04 172-12 0-08 0.1% 172-04
Range 0-31 1-19 0-20 64.5% 1-29
ATR 1-11 1-12 0-01 1.5% 0-00
Volume 260,539 397,352 136,813 52.5% 1,644,947
Daily Pivots for day following 21-Dec-2020
Classic Woodie Camarilla DeMark
R4 177-17 176-18 173-08
R3 175-30 174-31 172-26
R2 174-11 174-11 172-21
R1 173-12 173-12 172-17 173-27
PP 172-24 172-24 172-24 173-00
S1 171-25 171-25 172-07 172-09
S2 171-05 171-05 172-03
S3 169-18 170-06 171-30
S4 167-31 168-19 171-16
Weekly Pivots for week ending 18-Dec-2020
Classic Woodie Camarilla DeMark
R4 178-14 177-06 173-06
R3 176-17 175-09 172-21
R2 174-20 174-20 172-15
R1 173-12 173-12 172-10 173-02
PP 172-23 172-23 172-23 172-18
S1 171-15 171-15 171-30 171-04
S2 170-26 170-26 171-25
S3 168-29 169-18 171-19
S4 167-00 167-21 171-02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 173-31 172-02 1-29 1.1% 1-09 0.7% 16% False False 347,454
10 174-09 171-30 2-11 1.4% 1-06 0.7% 19% False False 328,278
20 175-20 171-04 4-16 2.6% 1-10 0.8% 28% False False 378,006
40 177-07 170-20 6-19 3.8% 1-16 0.9% 27% False False 200,255
60 178-29 170-20 8-09 4.8% 1-11 0.8% 21% False False 133,591
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-09
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 180-17
2.618 177-30
1.618 176-11
1.000 175-11
0.618 174-24
HIGH 173-24
0.618 173-05
0.500 172-31
0.382 172-24
LOW 172-05
0.618 171-05
1.000 170-18
1.618 169-18
2.618 167-31
4.250 165-12
Fisher Pivots for day following 21-Dec-2020
Pivot 1 day 3 day
R1 172-31 172-29
PP 172-24 172-23
S1 172-18 172-18

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

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