ECBOT 30 Year Treasury Bond Future March 2021


Trading Metrics calculated at close of trading on 29-Dec-2020
Day Change Summary
Previous Current
28-Dec-2020 29-Dec-2020 Change Change % Previous Week
Open 172-30 172-28 -0-02 0.0% 172-09
High 172-30 172-28 -0-02 0.0% 173-24
Low 171-27 172-05 0-10 0.2% 171-16
Close 172-24 172-21 -0-03 -0.1% 172-24
Range 1-03 0-23 -0-12 -34.3% 2-08
ATR 1-10 1-09 -0-01 -3.2% 0-00
Volume 191,816 222,934 31,118 16.2% 1,079,597
Daily Pivots for day following 29-Dec-2020
Classic Woodie Camarilla DeMark
R4 174-23 174-13 173-02
R3 174-00 173-22 172-27
R2 173-09 173-09 172-25
R1 172-31 172-31 172-23 172-25
PP 172-18 172-18 172-18 172-15
S1 172-08 172-08 172-19 172-02
S2 171-27 171-27 172-17
S3 171-04 171-17 172-15
S4 170-13 170-26 172-08
Weekly Pivots for week ending 25-Dec-2020
Classic Woodie Camarilla DeMark
R4 179-13 178-11 174-00
R3 177-05 176-03 173-12
R2 174-29 174-29 173-05
R1 173-27 173-27 172-31 174-12
PP 172-21 172-21 172-21 172-30
S1 171-19 171-19 172-17 172-04
S2 170-13 170-13 172-11
S3 168-05 169-11 172-04
S4 165-29 167-03 171-16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 173-14 171-16 1-30 1.1% 1-02 0.6% 60% False False 219,399
10 173-31 171-16 2-15 1.4% 1-05 0.7% 47% False False 283,426
20 175-05 171-04 4-01 2.3% 1-10 0.8% 38% False False 315,711
40 177-07 170-20 6-19 3.8% 1-15 0.9% 31% False False 227,536
60 177-23 170-20 7-03 4.1% 1-12 0.8% 29% False False 151,873
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 175-30
2.618 174-24
1.618 174-01
1.000 173-19
0.618 173-10
HIGH 172-28
0.618 172-19
0.500 172-17
0.382 172-14
LOW 172-05
0.618 171-23
1.000 171-14
1.618 171-00
2.618 170-09
4.250 169-03
Fisher Pivots for day following 29-Dec-2020
Pivot 1 day 3 day
R1 172-20 172-18
PP 172-18 172-15
S1 172-17 172-13

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

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