ECBOT 30 Year Treasury Bond Future December 2020


Trading Metrics calculated at close of trading on 22-Oct-2020
Day Change Summary
Previous Current
21-Oct-2020 22-Oct-2020 Change Change % Previous Week
Open 173-21 172-29 -0-24 -0.4% 174-03
High 173-24 173-15 -0-09 -0.2% 176-10
Low 172-17 171-25 -0-24 -0.4% 174-00
Close 173-03 172-11 -0-24 -0.4% 174-29
Range 1-07 1-22 0-15 38.5% 2-10
ATR 1-05 1-06 0-01 3.4% 0-00
Volume 423,394 368,728 -54,666 -12.9% 1,214,213
Daily Pivots for day following 22-Oct-2020
Classic Woodie Camarilla DeMark
R4 177-19 176-21 173-09
R3 175-29 174-31 172-26
R2 174-07 174-07 172-21
R1 173-09 173-09 172-16 172-29
PP 172-17 172-17 172-17 172-11
S1 171-19 171-19 172-06 171-07
S2 170-27 170-27 172-01
S3 169-05 169-29 171-28
S4 167-15 168-07 171-13
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
5 175-18 171-25 3-25 2.2% 1-06 0.7% 15% False True 344,901
10 176-10 171-25 4-17 2.6% 1-01 0.6% 12% False True 295,120
20 177-12 171-25 5-19 3.2% 1-05 0.7% 10% False True 321,794
40 178-17 171-25 6-24 3.9% 1-09 0.7% 8% False True 318,933
60 181-17 171-25 9-24 5.7% 1-08 0.7% 6% False True 236,305
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 180-21
2.618 177-28
1.618 176-06
1.000 175-05
0.618 174-16
HIGH 173-15
0.618 172-26
0.500 172-20
0.382 172-14
LOW 171-25
0.618 170-24
1.000 170-03
1.618 169-02
2.618 167-12
4.250 164-20
Fisher Pivots for day following 22-Oct-2020
Pivot 1 day 3 day
R1 172-20 173-04
PP 172-17 172-27
S1 172-14 172-19

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

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