ECBOT 30 Year Treasury Bond Future March 2021


Trading Metrics calculated at close of trading on 30-Dec-2020
Day Change Summary
Previous Current
29-Dec-2020 30-Dec-2020 Change Change % Previous Week
Open 172-28 172-18 -0-10 -0.2% 172-09
High 172-28 172-29 0-01 0.0% 173-24
Low 172-05 172-01 -0-04 -0.1% 171-16
Close 172-21 172-27 0-06 0.1% 172-24
Range 0-23 0-28 0-05 21.7% 2-08
ATR 1-09 1-08 -0-01 -2.2% 0-00
Volume 222,934 227,287 4,353 2.0% 1,079,597
Daily Pivots for day following 30-Dec-2020
Classic Woodie Camarilla DeMark
R4 175-07 174-29 173-10
R3 174-11 174-01 173-03
R2 173-15 173-15 173-00
R1 173-05 173-05 172-30 173-10
PP 172-19 172-19 172-19 172-22
S1 172-09 172-09 172-24 172-14
S2 171-23 171-23 172-22
S3 170-27 171-13 172-19
S4 169-31 170-17 172-12
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% 1-03 0.6% 69% False False 219,743
10 173-24 171-16 2-08 1.3% 1-04 0.7% 60% False False 277,841
20 174-09 171-04 3-05 1.8% 1-07 0.7% 54% False False 303,908
40 177-07 170-20 6-19 3.8% 1-15 0.8% 34% False False 233,177
60 177-23 170-20 7-03 4.1% 1-11 0.8% 31% False False 155,661
80 178-29 170-20 8-09 4.8% 1-06 0.7% 27% False False 116,877
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 176-20
2.618 175-06
1.618 174-10
1.000 173-25
0.618 173-14
HIGH 172-29
0.618 172-18
0.500 172-15
0.382 172-12
LOW 172-01
0.618 171-16
1.000 171-05
1.618 170-20
2.618 169-24
4.250 168-10
Fisher Pivots for day following 30-Dec-2020
Pivot 1 day 3 day
R1 172-23 172-22
PP 172-19 172-17
S1 172-15 172-13

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

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