ECBOT 30 Year Treasury Bond Future December 2020


Trading Metrics calculated at close of trading on 30-Nov-2020
Day Change Summary
Previous Current
27-Nov-2020 30-Nov-2020 Change Change % Previous Week
Open 172-28 173-28 1-00 0.6% 174-07
High 173-30 174-06 0-08 0.1% 174-08
Low 172-27 173-14 0-19 0.3% 172-17
Close 173-28 173-25 -0-03 -0.1% 173-28
Range 1-03 0-24 -0-11 -31.4% 1-23
ATR 1-13 1-12 -0-02 -3.3% 0-00
Volume 112,875 35,364 -77,511 -68.7% 2,441,217
Daily Pivots for day following 30-Nov-2020
Classic Woodie Camarilla DeMark
R4 176-02 175-21 174-06
R3 175-10 174-29 174-00
R2 174-18 174-18 173-29
R1 174-05 174-05 173-27 174-00
PP 173-26 173-26 173-26 173-23
S1 173-13 173-13 173-23 173-08
S2 173-02 173-02 173-21
S3 172-10 172-21 173-18
S4 171-18 171-29 173-12
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
5 174-08 172-17 1-23 1.0% 0-31 0.6% 73% False False 495,316
10 174-09 171-09 3-00 1.7% 1-03 0.6% 83% False False 445,262
20 175-27 169-16 6-11 3.7% 1-19 0.9% 67% False False 434,130
40 176-10 169-16 6-26 3.9% 1-13 0.8% 63% False False 388,788
60 177-24 169-16 8-08 4.7% 1-10 0.8% 52% False False 358,208
80 181-05 169-16 11-21 6.7% 1-11 0.8% 37% False False 315,337
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-09
Narrowest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 177-12
2.618 176-05
1.618 175-13
1.000 174-30
0.618 174-21
HIGH 174-06
0.618 173-29
0.500 173-26
0.382 173-23
LOW 173-14
0.618 172-31
1.000 172-22
1.618 172-07
2.618 171-15
4.250 170-08
Fisher Pivots for day following 30-Nov-2020
Pivot 1 day 3 day
R1 173-26 173-21
PP 173-26 173-16
S1 173-25 173-12

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

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