ECBOT 30 Year Treasury Bond Future December 2020


Trading Metrics calculated at close of trading on 19-Oct-2020
Day Change Summary
Previous Current
16-Oct-2020 19-Oct-2020 Change Change % Previous Week
Open 175-03 174-24 -0-11 -0.2% 174-03
High 175-18 174-27 -0-23 -0.4% 176-10
Low 174-16 173-30 -0-18 -0.3% 174-00
Close 174-29 174-16 -0-13 -0.2% 174-29
Range 1-02 0-29 -0-05 -14.7% 2-10
ATR 1-05 1-04 0-00 -1.1% 0-00
Volume 301,587 300,807 -780 -0.3% 1,214,213
Daily Pivots for day following 19-Oct-2020
Classic Woodie Camarilla DeMark
R4 177-05 176-23 175-00
R3 176-08 175-26 174-24
R2 175-11 175-11 174-21
R1 174-29 174-29 174-19 174-22
PP 174-14 174-14 174-14 174-10
S1 174-00 174-00 174-13 173-24
S2 173-17 173-17 174-11
S3 172-20 173-03 174-08
S4 171-23 172-06 174-00
Weekly Pivots for week ending 16-Oct-2020
Classic Woodie Camarilla DeMark
R4 182-00 180-25 176-06
R3 179-22 178-15 175-17
R2 177-12 177-12 175-11
R1 176-05 176-05 175-04 176-25
PP 175-02 175-02 175-02 175-12
S1 173-27 173-27 174-22 174-15
S2 172-24 172-24 174-15
S3 170-14 171-17 174-09
S4 168-04 169-07 173-20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 176-10 173-30 2-12 1.4% 1-00 0.6% 24% False True 290,271
10 176-10 173-10 3-00 1.7% 1-02 0.6% 40% False False 300,072
20 177-12 173-10 4-02 2.3% 1-02 0.6% 29% False False 305,973
40 178-17 173-10 5-07 3.0% 1-08 0.7% 23% False False 321,411
60 181-17 173-10 8-07 4.7% 1-08 0.7% 14% False False 217,829
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-07
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 178-22
2.618 177-07
1.618 176-10
1.000 175-24
0.618 175-13
HIGH 174-27
0.618 174-16
0.500 174-13
0.382 174-09
LOW 173-30
0.618 173-12
1.000 173-01
1.618 172-15
2.618 171-18
4.250 170-03
Fisher Pivots for day following 19-Oct-2020
Pivot 1 day 3 day
R1 174-15 175-04
PP 174-14 174-29
S1 174-13 174-23

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

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