ECBOT 30 Year Treasury Bond Future December 2020


Trading Metrics calculated at close of trading on 15-Oct-2020
Day Change Summary
Previous Current
14-Oct-2020 15-Oct-2020 Change Change % Previous Week
Open 175-05 175-08 0-03 0.1% 175-22
High 175-22 176-10 0-20 0.4% 175-25
Low 175-01 175-00 -0-01 0.0% 173-10
Close 175-12 175-08 -0-04 -0.1% 174-01
Range 0-21 1-10 0-21 100.0% 2-15
ATR 1-05 1-05 0-00 1.0% 0-00
Volume 246,009 331,640 85,631 34.8% 1,851,837
Daily Pivots for day following 15-Oct-2020
Classic Woodie Camarilla DeMark
R4 179-15 178-21 175-31
R3 178-05 177-11 175-20
R2 176-27 176-27 175-16
R1 176-01 176-01 175-12 175-29
PP 175-17 175-17 175-17 175-14
S1 174-23 174-23 175-04 174-19
S2 174-07 174-07 175-00
S3 172-29 173-13 174-28
S4 171-19 172-03 174-17
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
5 176-10 173-11 2-31 1.7% 0-28 0.5% 64% True False 245,338
10 177-00 173-10 3-22 2.1% 1-07 0.7% 53% False False 317,088
20 177-12 173-10 4-02 2.3% 1-02 0.6% 48% False False 301,733
40 178-17 173-10 5-07 3.0% 1-09 0.7% 37% False False 309,609
60 181-17 173-10 8-07 4.7% 1-08 0.7% 24% False False 207,793
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 181-28
2.618 179-24
1.618 178-14
1.000 177-20
0.618 177-04
HIGH 176-10
0.618 175-26
0.500 175-21
0.382 175-16
LOW 175-00
0.618 174-06
1.000 173-22
1.618 172-28
2.618 171-18
4.250 169-14
Fisher Pivots for day following 15-Oct-2020
Pivot 1 day 3 day
R1 175-21 175-09
PP 175-17 175-09
S1 175-12 175-08

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

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