ECBOT 30 Year Treasury Bond Future December 2020


Trading Metrics calculated at close of trading on 29-Oct-2020
Day Change Summary
Previous Current
28-Oct-2020 29-Oct-2020 Change Change % Previous Week
Open 174-12 174-08 -0-04 -0.1% 174-24
High 174-29 174-13 -0-16 -0.3% 174-27
Low 173-30 172-20 -1-10 -0.8% 171-22
Close 174-01 172-27 -1-06 -0.7% 172-19
Range 0-31 1-25 0-26 83.9% 3-05
ATR 1-05 1-07 0-01 3.8% 0-00
Volume 383,142 484,603 101,461 26.5% 1,731,538
Daily Pivots for day following 29-Oct-2020
Classic Woodie Camarilla DeMark
R4 178-20 177-17 173-26
R3 176-27 175-24 173-11
R2 175-02 175-02 173-05
R1 173-31 173-31 173-00 173-20
PP 173-09 173-09 173-09 173-04
S1 172-06 172-06 172-22 171-27
S2 171-16 171-16 172-17
S3 169-23 170-13 172-11
S4 167-30 168-20 171-28
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
5 174-29 171-22 3-07 1.9% 1-07 0.7% 36% False False 359,870
10 175-18 171-22 3-28 2.2% 1-07 0.7% 30% False False 352,385
20 177-00 171-22 5-10 3.1% 1-07 0.7% 22% False False 334,737
40 178-17 171-22 6-27 4.0% 1-06 0.7% 17% False False 314,276
60 181-17 171-22 9-27 5.7% 1-09 0.7% 12% False False 266,067
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 18 trading days
Fibonacci Retracements and Extensions
4.250 181-31
2.618 179-02
1.618 177-09
1.000 176-06
0.618 175-16
HIGH 174-13
0.618 173-23
0.500 173-17
0.382 173-10
LOW 172-20
0.618 171-17
1.000 170-27
1.618 169-24
2.618 167-31
4.250 165-02
Fisher Pivots for day following 29-Oct-2020
Pivot 1 day 3 day
R1 173-17 173-25
PP 173-09 173-15
S1 173-02 173-05

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

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