ECBOT 30 Year Treasury Bond Future December 2020


Trading Metrics calculated at close of trading on 24-Nov-2020
Day Change Summary
Previous Current
23-Nov-2020 24-Nov-2020 Change Change % Previous Week
Open 174-07 173-16 -0-23 -0.4% 172-03
High 174-08 173-18 -0-22 -0.4% 174-09
Low 173-09 172-20 -0-21 -0.4% 171-09
Close 173-15 172-29 -0-18 -0.3% 174-02
Range 0-31 0-30 -0-01 -3.2% 3-00
ATR 1-16 1-15 -0-01 -2.7% 0-00
Volume 825,765 956,028 130,263 15.8% 1,976,045
Daily Pivots for day following 24-Nov-2020
Classic Woodie Camarilla DeMark
R4 175-27 175-10 173-14
R3 174-29 174-12 173-05
R2 173-31 173-31 173-03
R1 173-14 173-14 173-00 173-08
PP 173-01 173-01 173-01 172-30
S1 172-16 172-16 172-26 172-10
S2 172-03 172-03 172-24
S3 171-05 171-18 172-21
S4 170-07 170-20 172-13
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
5 174-09 172-05 2-04 1.2% 1-01 0.6% 35% False False 623,708
10 174-09 169-16 4-25 2.8% 1-07 0.7% 71% False False 455,396
20 175-27 169-16 6-11 3.7% 1-21 1.0% 54% False False 471,807
40 177-09 169-16 7-25 4.5% 1-14 0.8% 44% False False 404,587
60 178-17 169-16 9-01 5.2% 1-11 0.8% 38% False False 363,327
80 181-17 169-16 12-01 7.0% 1-12 0.8% 28% False False 306,673
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 False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-09
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 177-18
2.618 176-01
1.618 175-03
1.000 174-16
0.618 174-05
HIGH 173-18
0.618 173-07
0.500 173-03
0.382 172-31
LOW 172-20
0.618 172-01
1.000 171-22
1.618 171-03
2.618 170-05
4.250 168-20
Fisher Pivots for day following 24-Nov-2020
Pivot 1 day 3 day
R1 173-03 173-15
PP 173-01 173-09
S1 172-31 173-03

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

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