ECBOT 30 Year Treasury Bond Future December 2020


Trading Metrics calculated at close of trading on 25-Nov-2020
Day Change Summary
Previous Current
24-Nov-2020 25-Nov-2020 Change Change % Previous Week
Open 173-16 172-31 -0-17 -0.3% 172-03
High 173-18 173-21 0-03 0.1% 174-09
Low 172-20 172-17 -0-03 -0.1% 171-09
Close 172-29 172-28 -0-01 0.0% 174-02
Range 0-30 1-04 0-06 20.0% 3-00
ATR 1-15 1-14 -0-01 -1.6% 0-00
Volume 956,028 513,226 -442,802 -46.3% 1,976,045
Daily Pivots for day following 25-Nov-2020
Classic Woodie Camarilla DeMark
R4 176-13 175-24 173-16
R3 175-09 174-20 173-06
R2 174-05 174-05 173-03
R1 173-16 173-16 172-31 173-09
PP 173-01 173-01 173-01 172-29
S1 172-12 172-12 172-25 172-05
S2 171-29 171-29 172-21
S3 170-25 171-08 172-18
S4 169-21 170-04 172-08
Weekly Pivots for week ending 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 182-07 181-04 175-23
R3 179-07 178-04 174-28
R2 176-07 176-07 174-20
R1 175-04 175-04 174-11 175-22
PP 173-07 173-07 173-07 173-15
S1 172-04 172-04 173-25 172-22
S2 170-07 170-07 173-16
S3 167-07 169-04 173-08
S4 164-07 166-04 172-13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 174-09 172-17 1-24 1.0% 1-00 0.6% 20% False True 648,472
10 174-09 170-15 3-26 2.2% 1-06 0.7% 63% False False 496,004
20 175-27 169-16 6-11 3.7% 1-22 1.0% 53% False False 478,312
40 177-00 169-16 7-16 4.3% 1-14 0.8% 45% False False 404,206
60 178-17 169-16 9-01 5.2% 1-11 0.8% 37% False False 366,009
80 181-17 169-16 12-01 7.0% 1-12 0.8% 28% False False 313,080
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
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 4 trading days
Fibonacci Retracements and Extensions
4.250 178-14
2.618 176-19
1.618 175-15
1.000 174-25
0.618 174-11
HIGH 173-21
0.618 173-07
0.500 173-03
0.382 172-31
LOW 172-17
0.618 171-27
1.000 171-13
1.618 170-23
2.618 169-19
4.250 167-24
Fisher Pivots for day following 25-Nov-2020
Pivot 1 day 3 day
R1 173-03 173-13
PP 173-01 173-07
S1 172-30 173-02

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

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