ECBOT 30 Year Treasury Bond Future December 2020


Trading Metrics calculated at close of trading on 12-Oct-2020
Day Change Summary
Previous Current
09-Oct-2020 12-Oct-2020 Change Change % Previous Week
Open 173-24 174-03 0-11 0.2% 175-22
High 174-12 174-14 0-02 0.0% 175-25
Low 173-11 174-00 0-21 0.4% 173-10
Close 174-01 174-12 0-11 0.2% 174-01
Range 1-01 0-14 -0-19 -57.6% 2-15
ATR 1-08 1-06 -0-02 -4.7% 0-00
Volume 314,066 63,664 -250,402 -79.7% 1,851,837
Daily Pivots for day following 12-Oct-2020
Classic Woodie Camarilla DeMark
R4 175-19 175-13 174-20
R3 175-05 174-31 174-16
R2 174-23 174-23 174-15
R1 174-17 174-17 174-13 174-20
PP 174-09 174-09 174-09 174-10
S1 174-03 174-03 174-11 174-06
S2 173-27 173-27 174-09
S3 173-13 173-21 174-08
S4 172-31 173-07 174-04
Weekly Pivots for week ending 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 181-25 180-12 175-12
R3 179-10 177-29 174-23
R2 176-27 176-27 174-15
R1 175-14 175-14 174-08 174-29
PP 174-12 174-12 174-12 174-04
S1 172-31 172-31 173-26 172-14
S2 171-29 171-29 173-19
S3 169-14 170-16 173-11
S4 166-31 168-01 172-22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 175-03 173-10 1-25 1.0% 1-04 0.6% 60% False False 309,872
10 177-12 173-10 4-02 2.3% 1-09 0.7% 26% False False 346,877
20 177-14 173-10 4-04 2.4% 1-03 0.6% 26% False False 303,751
40 178-17 173-10 5-07 3.0% 1-09 0.7% 20% False False 289,258
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-08
Narrowest range in 59 trading days
Fibonacci Retracements and Extensions
4.250 176-10
2.618 175-19
1.618 175-05
1.000 174-28
0.618 174-23
HIGH 174-14
0.618 174-09
0.500 174-07
0.382 174-05
LOW 174-00
0.618 173-23
1.000 173-18
1.618 173-09
2.618 172-27
4.250 172-04
Fisher Pivots for day following 12-Oct-2020
Pivot 1 day 3 day
R1 174-10 174-07
PP 174-09 174-02
S1 174-07 173-29

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

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