ECBOT 30 Year Treasury Bond Future December 2020


Trading Metrics calculated at close of trading on 13-Nov-2020
Day Change Summary
Previous Current
12-Nov-2020 13-Nov-2020 Change Change % Previous Week
Open 170-17 172-11 1-26 1.1% 173-01
High 172-15 172-27 0-12 0.2% 173-24
Low 170-15 172-00 1-17 0.9% 169-16
Close 172-09 172-06 -0-03 -0.1% 172-06
Range 2-00 0-27 -1-05 -57.8% 4-08
ATR 1-23 1-21 -0-02 -3.6% 0-00
Volume 440,703 248,281 -192,422 -43.7% 1,894,179
Daily Pivots for day following 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 174-28 174-12 172-21
R3 174-01 173-17 172-13
R2 173-06 173-06 172-11
R1 172-22 172-22 172-08 172-17
PP 172-11 172-11 172-11 172-08
S1 171-27 171-27 172-04 171-21
S2 171-16 171-16 172-01
S3 170-21 171-00 171-31
S4 169-26 170-05 171-23
Weekly Pivots for week ending 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 184-18 182-20 174-17
R3 180-10 178-12 173-11
R2 176-02 176-02 172-31
R1 174-04 174-04 172-18 172-31
PP 171-26 171-26 171-26 171-08
S1 169-28 169-28 171-26 168-23
S2 167-18 167-18 171-13
S3 163-10 165-20 171-01
S4 159-02 161-12 169-27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 173-24 169-16 4-08 2.5% 1-29 1.1% 63% False False 378,835
10 175-27 169-16 6-11 3.7% 2-03 1.2% 42% False False 422,998
20 175-27 169-16 6-11 3.7% 1-22 1.0% 42% False False 401,642
40 177-12 169-16 7-28 4.6% 1-12 0.8% 34% False False 353,533
60 178-17 169-16 9-01 5.2% 1-13 0.8% 30% False False 344,601
80 181-17 169-16 12-01 7.0% 1-12 0.8% 22% False False 260,025
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-14
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 176-14
2.618 175-02
1.618 174-07
1.000 173-22
0.618 173-12
HIGH 172-27
0.618 172-17
0.500 172-14
0.382 172-10
LOW 172-00
0.618 171-15
1.000 171-05
1.618 170-20
2.618 169-25
4.250 168-13
Fisher Pivots for day following 13-Nov-2020
Pivot 1 day 3 day
R1 172-14 171-27
PP 172-11 171-16
S1 172-09 171-06

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

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