ECBOT 30 Year Treasury Bond Future December 2020


Trading Metrics calculated at close of trading on 27-Nov-2020
Day Change Summary
Previous Current
25-Nov-2020 27-Nov-2020 Change Change % Previous Week
Open 172-31 172-28 -0-03 -0.1% 174-07
High 173-21 173-30 0-09 0.2% 174-08
Low 172-17 172-27 0-10 0.2% 172-17
Close 172-28 173-28 1-00 0.6% 173-28
Range 1-04 1-03 -0-01 -2.8% 1-23
ATR 1-14 1-13 -0-01 -1.7% 0-00
Volume 546,549 112,875 -433,674 -79.3% 2,441,217
Daily Pivots for day following 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 176-27 176-14 174-15
R3 175-24 175-11 174-06
R2 174-21 174-21 174-02
R1 174-08 174-08 173-31 174-14
PP 173-18 173-18 173-18 173-21
S1 173-05 173-05 173-25 173-12
S2 172-15 172-15 173-22
S3 171-12 172-02 173-18
S4 170-09 170-31 173-09
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 178-23 178-00 174-26
R3 177-00 176-09 174-11
R2 175-09 175-09 174-06
R1 174-18 174-18 174-01 174-02
PP 173-18 173-18 173-18 173-10
S1 172-27 172-27 173-23 172-11
S2 171-27 171-27 173-18
S3 170-04 171-04 173-13
S4 168-13 169-13 172-30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 174-09 172-17 1-24 1.0% 1-00 0.6% 77% False False 584,972
10 174-09 171-09 3-00 1.7% 1-03 0.6% 86% False False 466,554
20 175-27 169-16 6-11 3.6% 1-20 0.9% 69% False False 461,391
40 177-00 169-16 7-16 4.3% 1-14 0.8% 58% False False 398,064
60 178-17 169-16 9-01 5.2% 1-11 0.8% 48% False False 363,315
80 181-17 169-16 12-01 6.9% 1-12 0.8% 36% False False 314,898
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 0-09
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 178-19
2.618 176-26
1.618 175-23
1.000 175-01
0.618 174-20
HIGH 173-30
0.618 173-17
0.500 173-13
0.382 173-08
LOW 172-27
0.618 172-05
1.000 171-24
1.618 171-02
2.618 169-31
4.250 168-06
Fisher Pivots for day following 27-Nov-2020
Pivot 1 day 3 day
R1 173-23 173-21
PP 173-18 173-14
S1 173-13 173-08

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

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