ECBOT 30 Year Treasury Bond Future December 2020


Trading Metrics calculated at close of trading on 17-Nov-2020
Day Change Summary
Previous Current
16-Nov-2020 17-Nov-2020 Change Change % Previous Week
Open 172-03 171-28 -0-07 -0.1% 173-01
High 172-22 172-29 0-07 0.1% 173-24
Low 171-09 171-19 0-10 0.2% 169-16
Close 171-29 172-18 0-21 0.4% 172-06
Range 1-13 1-10 -0-03 -6.7% 4-08
ATR 1-20 1-20 -0-01 -1.4% 0-00
Volume 311,508 327,789 16,281 5.2% 1,894,179
Daily Pivots for day following 17-Nov-2020
Classic Woodie Camarilla DeMark
R4 176-09 175-24 173-09
R3 174-31 174-14 172-30
R2 173-21 173-21 172-26
R1 173-04 173-04 172-22 173-13
PP 172-11 172-11 172-11 172-16
S1 171-26 171-26 172-14 172-03
S2 171-01 171-01 172-10
S3 169-23 170-16 172-06
S4 168-13 169-06 171-27
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
5 172-29 169-16 3-13 2.0% 1-12 0.8% 90% True False 287,083
10 175-27 169-16 6-11 3.7% 2-04 1.2% 48% False False 417,838
20 175-27 169-16 6-11 3.7% 1-23 1.0% 48% False False 402,067
40 177-12 169-16 7-28 4.6% 1-13 0.8% 39% False False 356,493
60 178-17 169-16 9-01 5.2% 1-13 0.8% 34% False False 350,520
80 181-17 169-16 12-01 7.0% 1-12 0.8% 25% False False 268,011
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 178-16
2.618 176-11
1.618 175-01
1.000 174-07
0.618 173-23
HIGH 172-29
0.618 172-13
0.500 172-08
0.382 172-03
LOW 171-19
0.618 170-25
1.000 170-09
1.618 169-15
2.618 168-05
4.250 166-01
Fisher Pivots for day following 17-Nov-2020
Pivot 1 day 3 day
R1 172-15 172-13
PP 172-11 172-08
S1 172-08 172-03

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.