ECBOT 30 Year Treasury Bond Future December 2020


Trading Metrics calculated at close of trading on 18-Nov-2020
Day Change Summary
Previous Current
17-Nov-2020 18-Nov-2020 Change Change % Previous Week
Open 171-28 172-29 1-01 0.6% 173-01
High 172-29 173-15 0-18 0.3% 173-24
Low 171-19 172-05 0-18 0.3% 169-16
Close 172-18 172-17 -0-01 0.0% 172-06
Range 1-10 1-10 0-00 0.0% 4-08
ATR 1-20 1-19 -0-01 -1.3% 0-00
Volume 327,789 389,406 61,617 18.8% 1,894,179
Daily Pivots for day following 18-Nov-2020
Classic Woodie Camarilla DeMark
R4 176-21 175-29 173-08
R3 175-11 174-19 172-29
R2 174-01 174-01 172-25
R1 173-09 173-09 172-21 173-00
PP 172-23 172-23 172-23 172-19
S1 171-31 171-31 172-13 171-22
S2 171-13 171-13 172-09
S3 170-03 170-21 172-05
S4 168-25 169-11 171-26
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
5 173-15 170-15 3-00 1.7% 1-12 0.8% 69% True False 343,537
10 175-27 169-16 6-11 3.7% 1-24 1.0% 48% False False 373,133
20 175-27 169-16 6-11 3.7% 1-23 1.0% 48% False False 400,367
40 177-12 169-16 7-28 4.6% 1-13 0.8% 38% False False 359,361
60 178-17 169-16 9-01 5.2% 1-13 0.8% 34% False False 348,505
80 181-17 169-16 12-01 7.0% 1-12 0.8% 25% False False 272,714
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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
Fibonacci Retracements and Extensions
4.250 179-02
2.618 176-29
1.618 175-19
1.000 174-25
0.618 174-09
HIGH 173-15
0.618 172-31
0.500 172-26
0.382 172-21
LOW 172-05
0.618 171-11
1.000 170-27
1.618 170-01
2.618 168-23
4.250 166-19
Fisher Pivots for day following 18-Nov-2020
Pivot 1 day 3 day
R1 172-26 172-15
PP 172-23 172-14
S1 172-20 172-12

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

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