ECBOT 30 Year Treasury Bond Future March 2021


Trading Metrics calculated at close of trading on 22-Dec-2020
Day Change Summary
Previous Current
21-Dec-2020 22-Dec-2020 Change Change % Previous Week
Open 172-09 172-19 0-10 0.2% 173-16
High 173-24 173-03 -0-21 -0.4% 173-31
Low 172-05 172-14 0-09 0.2% 172-02
Close 172-12 173-01 0-21 0.4% 172-04
Range 1-19 0-21 -0-30 -58.8% 1-29
ATR 1-12 1-10 -0-01 -3.4% 0-00
Volume 397,352 225,565 -171,787 -43.2% 1,644,947
Daily Pivots for day following 22-Dec-2020
Classic Woodie Camarilla DeMark
R4 174-26 174-19 173-13
R3 174-05 173-30 173-07
R2 173-16 173-16 173-05
R1 173-09 173-09 173-03 173-13
PP 172-27 172-27 172-27 172-29
S1 172-20 172-20 172-31 172-24
S2 172-06 172-06 172-29
S3 171-17 171-31 172-27
S4 170-28 171-10 172-21
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
5 173-24 172-02 1-22 1.0% 1-06 0.7% 57% False False 335,939
10 174-09 171-30 2-11 1.4% 1-04 0.7% 47% False False 322,940
20 175-10 171-04 4-06 2.4% 1-09 0.7% 46% False False 361,540
40 177-07 170-20 6-19 3.8% 1-16 0.9% 36% False False 205,878
60 178-29 170-20 8-09 4.8% 1-11 0.8% 29% False False 137,350
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Narrowest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 175-28
2.618 174-26
1.618 174-05
1.000 173-24
0.618 173-16
HIGH 173-03
0.618 172-27
0.500 172-25
0.382 172-22
LOW 172-14
0.618 172-01
1.000 171-25
1.618 171-12
2.618 170-23
4.250 169-21
Fisher Pivots for day following 22-Dec-2020
Pivot 1 day 3 day
R1 172-30 173-00
PP 172-27 172-30
S1 172-25 172-29

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

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