ECBOT 30 Year Treasury Bond Future December 2020


Trading Metrics calculated at close of trading on 20-Oct-2020
Day Change Summary
Previous Current
19-Oct-2020 20-Oct-2020 Change Change % Previous Week
Open 174-24 174-08 -0-16 -0.3% 174-03
High 174-27 174-14 -0-13 -0.2% 176-10
Low 173-30 173-12 -0-18 -0.3% 174-00
Close 174-16 173-16 -1-00 -0.6% 174-29
Range 0-29 1-02 0-05 17.2% 2-10
ATR 1-04 1-04 0-00 -0.1% 0-00
Volume 300,807 329,992 29,185 9.7% 1,214,213
Daily Pivots for day following 20-Oct-2020
Classic Woodie Camarilla DeMark
R4 176-31 176-09 174-03
R3 175-29 175-07 173-25
R2 174-27 174-27 173-22
R1 174-05 174-05 173-19 173-31
PP 173-25 173-25 173-25 173-22
S1 173-03 173-03 173-13 172-29
S2 172-23 172-23 173-10
S3 171-21 172-01 173-07
S4 170-19 170-31 172-29
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
5 176-10 173-12 2-30 1.7% 1-00 0.6% 4% False True 302,007
10 176-10 173-10 3-00 1.7% 1-00 0.6% 6% False False 283,442
20 177-12 173-10 4-02 2.3% 1-03 0.6% 5% False False 310,919
40 178-17 173-10 5-07 3.0% 1-09 0.7% 4% False False 324,747
60 181-17 173-10 8-07 4.7% 1-08 0.7% 2% False False 223,326
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-06
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 178-30
2.618 177-07
1.618 176-05
1.000 175-16
0.618 175-03
HIGH 174-14
0.618 174-01
0.500 173-29
0.382 173-25
LOW 173-12
0.618 172-23
1.000 172-10
1.618 171-21
2.618 170-19
4.250 168-28
Fisher Pivots for day following 20-Oct-2020
Pivot 1 day 3 day
R1 173-29 174-15
PP 173-25 174-05
S1 173-20 173-26

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

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