ECBOT 30 Year Treasury Bond Future December 2020


Trading Metrics calculated at close of trading on 23-Nov-2020
Day Change Summary
Previous Current
20-Nov-2020 23-Nov-2020 Change Change % Previous Week
Open 173-29 174-07 0-10 0.2% 172-03
High 174-09 174-08 -0-01 0.0% 174-09
Low 173-15 173-09 -0-06 -0.1% 171-09
Close 174-02 173-15 -0-19 -0.3% 174-02
Range 0-26 0-31 0-05 19.2% 3-00
ATR 1-17 1-16 -0-01 -2.6% 0-00
Volume 483,646 825,765 342,119 70.7% 1,976,045
Daily Pivots for day following 23-Nov-2020
Classic Woodie Camarilla DeMark
R4 176-18 176-00 174-00
R3 175-19 175-01 173-24
R2 174-20 174-20 173-21
R1 174-02 174-02 173-18 173-28
PP 173-21 173-21 173-21 173-18
S1 173-03 173-03 173-12 172-29
S2 172-22 172-22 173-09
S3 171-23 172-04 173-06
S4 170-24 171-05 172-30
Weekly Pivots for week ending 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 182-07 181-04 175-23
R3 179-07 178-04 174-28
R2 176-07 176-07 174-20
R1 175-04 175-04 174-11 175-22
PP 173-07 173-07 173-07 173-15
S1 172-04 172-04 173-25 172-22
S2 170-07 170-07 173-16
S3 167-07 169-04 173-08
S4 164-07 166-04 172-13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 174-09 171-19 2-22 1.5% 1-04 0.6% 70% False False 498,060
10 174-09 169-16 4-25 2.8% 1-09 0.7% 83% False False 404,917
20 175-27 169-16 6-11 3.7% 1-21 1.0% 63% False False 437,759
40 177-12 169-16 7-28 4.5% 1-14 0.8% 50% False False 386,349
60 178-17 169-16 9-01 5.2% 1-12 0.8% 44% False False 354,816
80 181-17 169-16 12-01 6.9% 1-12 0.8% 33% False False 294,855
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-11
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 178-12
2.618 176-25
1.618 175-26
1.000 175-07
0.618 174-27
HIGH 174-08
0.618 173-28
0.500 173-25
0.382 173-21
LOW 173-09
0.618 172-22
1.000 172-10
1.618 171-23
2.618 170-24
4.250 169-05
Fisher Pivots for day following 23-Nov-2020
Pivot 1 day 3 day
R1 173-25 173-17
PP 173-21 173-16
S1 173-18 173-16

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

View Archives - Comment on this page... - Back to Index of Symbols