ECBOT 30 Year Treasury Bond Future December 2020


Trading Metrics calculated at close of trading on 26-Oct-2020
Day Change Summary
Previous Current
23-Oct-2020 26-Oct-2020 Change Change % Previous Week
Open 171-31 172-23 0-24 0.4% 174-24
High 172-25 173-30 1-05 0.7% 174-27
Low 171-22 172-22 1-00 0.6% 171-22
Close 172-19 173-19 1-00 0.6% 172-19
Range 1-03 1-08 0-05 14.3% 3-05
ATR 1-06 1-06 0-00 1.0% 0-00
Volume 308,617 347,924 39,307 12.7% 1,731,538
Daily Pivots for day following 26-Oct-2020
Classic Woodie Camarilla DeMark
R4 177-05 176-20 174-09
R3 175-29 175-12 173-30
R2 174-21 174-21 173-26
R1 174-04 174-04 173-23 174-13
PP 173-13 173-13 173-13 173-17
S1 172-28 172-28 173-15 173-05
S2 172-05 172-05 173-12
S3 170-29 171-20 173-08
S4 169-21 170-12 172-29
Weekly Pivots for week ending 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 182-16 180-23 174-11
R3 179-11 177-18 173-15
R2 176-06 176-06 173-06
R1 174-13 174-13 172-28 173-23
PP 173-01 173-01 173-01 172-23
S1 171-08 171-08 172-10 170-18
S2 169-28 169-28 172-00
S3 166-23 168-03 171-23
S4 163-18 164-30 170-27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 174-14 171-22 2-24 1.6% 1-08 0.7% 69% False False 355,731
10 176-10 171-22 4-20 2.7% 1-04 0.6% 41% False False 323,001
20 177-12 171-22 5-22 3.3% 1-06 0.7% 34% False False 334,939
40 178-17 171-22 6-27 3.9% 1-07 0.7% 28% False False 313,344
60 181-17 171-22 9-27 5.7% 1-09 0.7% 19% False False 247,220
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 0-07
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 179-08
2.618 177-07
1.618 175-31
1.000 175-06
0.618 174-23
HIGH 173-30
0.618 173-15
0.500 173-10
0.382 173-05
LOW 172-22
0.618 171-29
1.000 171-14
1.618 170-21
2.618 169-13
4.250 167-12
Fisher Pivots for day following 26-Oct-2020
Pivot 1 day 3 day
R1 173-16 173-11
PP 173-13 173-02
S1 173-10 172-26

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

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