ECBOT 30 Year Treasury Bond Future March 2021


Trading Metrics calculated at close of trading on 31-Dec-2020
Day Change Summary
Previous Current
30-Dec-2020 31-Dec-2020 Change Change % Previous Week
Open 172-18 172-28 0-10 0.2% 172-30
High 172-29 173-08 0-11 0.2% 173-08
Low 172-01 172-18 0-17 0.3% 171-27
Close 172-27 173-06 0-11 0.2% 173-06
Range 0-28 0-22 -0-06 -21.4% 1-13
ATR 1-08 1-06 -0-01 -3.2% 0-00
Volume 227,287 213,618 -13,669 -6.0% 855,655
Daily Pivots for day following 31-Dec-2020
Classic Woodie Camarilla DeMark
R4 175-02 174-26 173-18
R3 174-12 174-04 173-12
R2 173-22 173-22 173-10
R1 173-14 173-14 173-08 173-18
PP 173-00 173-00 173-00 173-02
S1 172-24 172-24 173-04 172-28
S2 172-10 172-10 173-02
S3 171-20 172-02 173-00
S4 170-30 171-12 172-26
Weekly Pivots for week ending 31-Dec-2020
Classic Woodie Camarilla DeMark
R4 176-31 176-16 173-31
R3 175-18 175-03 173-18
R2 174-05 174-05 173-14
R1 173-22 173-22 173-10 173-29
PP 172-24 172-24 172-24 172-28
S1 172-09 172-09 173-02 172-17
S2 171-11 171-11 172-30
S3 169-30 170-28 172-26
S4 168-17 169-15 172-13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 173-08 171-27 1-13 0.8% 0-27 0.5% 96% True False 193,001
10 173-24 171-16 2-08 1.3% 1-02 0.6% 75% False False 257,122
20 174-09 171-04 3-05 1.8% 1-06 0.7% 65% False False 293,520
40 177-07 170-20 6-19 3.8% 1-14 0.8% 39% False False 238,393
60 177-23 170-20 7-03 4.1% 1-10 0.8% 36% False False 159,221
80 178-29 170-20 8-09 4.8% 1-06 0.7% 31% False False 119,547
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-09
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 176-06
2.618 175-02
1.618 174-12
1.000 173-30
0.618 173-22
HIGH 173-08
0.618 173-00
0.500 172-29
0.382 172-26
LOW 172-18
0.618 172-04
1.000 171-28
1.618 171-14
2.618 170-24
4.250 169-20
Fisher Pivots for day following 31-Dec-2020
Pivot 1 day 3 day
R1 173-03 173-00
PP 173-00 172-26
S1 172-29 172-21

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

View Archives - Comment on this page... - Back to Index of Symbols