ECBOT 30 Year Treasury Bond Future December 2020


Trading Metrics calculated at close of trading on 02-Dec-2020
Day Change Summary
Previous Current
01-Dec-2020 02-Dec-2020 Change Change % Previous Week
Open 173-27 171-31 -1-28 -1.1% 174-07
High 174-00 172-06 -1-26 -1.0% 174-08
Low 171-18 170-25 -0-25 -0.5% 172-17
Close 171-22 171-07 -0-15 -0.3% 173-28
Range 2-14 1-13 -1-01 -42.3% 1-23
ATR 1-14 1-14 0-00 -0.2% 0-00
Volume 31,204 17,979 -13,225 -42.4% 2,441,217
Daily Pivots for day following 02-Dec-2020
Classic Woodie Camarilla DeMark
R4 175-20 174-26 172-00
R3 174-07 173-13 171-19
R2 172-26 172-26 171-15
R1 172-00 172-00 171-11 171-23
PP 171-13 171-13 171-13 171-08
S1 170-19 170-19 171-03 170-10
S2 170-00 170-00 170-31
S3 168-19 169-06 170-27
S4 167-06 167-25 170-14
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
5 174-06 170-25 3-13 2.0% 1-12 0.8% 13% False True 148,794
10 174-09 170-25 3-16 2.0% 1-06 0.7% 13% False True 386,251
20 175-27 169-16 6-11 3.7% 1-21 1.0% 27% False False 402,045
40 176-10 169-16 6-26 4.0% 1-13 0.8% 25% False False 368,457
60 177-14 169-16 7-30 4.6% 1-10 0.8% 22% False False 347,169
80 179-20 169-16 10-04 5.9% 1-12 0.8% 17% False False 315,900
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 178-05
2.618 175-28
1.618 174-15
1.000 173-19
0.618 173-02
HIGH 172-06
0.618 171-21
0.500 171-16
0.382 171-10
LOW 170-25
0.618 169-29
1.000 169-12
1.618 168-16
2.618 167-03
4.250 164-26
Fisher Pivots for day following 02-Dec-2020
Pivot 1 day 3 day
R1 171-16 172-16
PP 171-13 172-02
S1 171-10 171-21

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

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