ECBOT 30 Year Treasury Bond Future March 2021


Trading Metrics calculated at close of trading on 23-Dec-2020
Day Change Summary
Previous Current
22-Dec-2020 23-Dec-2020 Change Change % Previous Week
Open 172-19 173-02 0-15 0.3% 173-16
High 173-03 173-14 0-11 0.2% 173-31
Low 172-14 171-16 -0-30 -0.5% 172-02
Close 173-01 172-02 -0-31 -0.6% 172-04
Range 0-21 1-30 1-09 195.2% 1-29
ATR 1-10 1-12 0-01 3.3% 0-00
Volume 225,565 347,329 121,764 54.0% 1,644,947
Daily Pivots for day following 23-Dec-2020
Classic Woodie Camarilla DeMark
R4 178-05 177-01 173-04
R3 176-07 175-03 172-19
R2 174-09 174-09 172-13
R1 173-05 173-05 172-08 172-24
PP 172-11 172-11 172-11 172-04
S1 171-07 171-07 171-28 170-26
S2 170-13 170-13 171-23
S3 168-15 169-09 171-17
S4 166-17 167-11 171-00
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
5 173-24 171-16 2-08 1.3% 1-10 0.8% 25% False True 321,243
10 174-09 171-16 2-25 1.6% 1-07 0.7% 20% False True 327,009
20 175-10 171-04 4-06 2.4% 1-11 0.8% 22% False False 342,927
40 177-07 170-20 6-19 3.8% 1-17 0.9% 22% False False 214,557
60 178-26 170-20 8-06 4.8% 1-12 0.8% 18% False False 143,139
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-09
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 181-22
2.618 178-16
1.618 176-18
1.000 175-12
0.618 174-20
HIGH 173-14
0.618 172-22
0.500 172-15
0.382 172-08
LOW 171-16
0.618 170-10
1.000 169-18
1.618 168-12
2.618 166-14
4.250 163-08
Fisher Pivots for day following 23-Dec-2020
Pivot 1 day 3 day
R1 172-15 172-20
PP 172-11 172-14
S1 172-06 172-08

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

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