ECBOT 30 Year Treasury Bond Future December 2020


Trading Metrics calculated at close of trading on 14-Dec-2020
Day Change Summary
Previous Current
11-Dec-2020 14-Dec-2020 Change Change % Previous Week
Open 173-00 172-11 -0-21 -0.4% 170-12
High 173-06 172-23 -0-15 -0.3% 173-06
Low 172-12 171-19 -0-25 -0.5% 170-11
Close 172-20 172-21 0-01 0.0% 172-20
Range 0-26 1-04 0-10 38.5% 2-27
ATR 1-11 1-10 0-00 -1.1% 0-00
Volume 1,562 5,427 3,865 247.4% 17,935
Daily Pivots for day following 14-Dec-2020
Classic Woodie Camarilla DeMark
R4 175-22 175-10 173-09
R3 174-18 174-06 172-31
R2 173-14 173-14 172-28
R1 173-02 173-02 172-24 173-08
PP 172-10 172-10 172-10 172-14
S1 171-30 171-30 172-18 172-04
S2 171-06 171-06 172-14
S3 170-02 170-26 172-11
S4 168-30 169-22 172-01
Weekly Pivots for week ending 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 180-19 179-14 174-06
R3 177-24 176-19 173-13
R2 174-29 174-29 173-05
R1 173-24 173-24 172-28 174-10
PP 172-02 172-02 172-02 172-11
S1 170-29 170-29 172-12 171-16
S2 169-07 169-07 172-03
S3 166-12 168-02 171-27
S4 163-17 165-07 171-02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 173-06 171-02 2-04 1.2% 0-31 0.6% 75% False False 3,940
10 174-00 170-09 3-23 2.2% 1-10 0.8% 64% False False 8,976
20 174-09 170-09 4-00 2.3% 1-06 0.7% 59% False False 227,119
40 175-27 169-16 6-11 3.7% 1-14 0.8% 50% False False 314,380
60 177-12 169-16 7-28 4.6% 1-10 0.8% 40% False False 311,395
80 178-17 169-16 9-01 5.2% 1-11 0.8% 35% False False 315,230
100 181-17 169-16 12-01 7.0% 1-11 0.8% 26% False False 253,444
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-06
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 177-16
2.618 175-21
1.618 174-17
1.000 173-27
0.618 173-13
HIGH 172-23
0.618 172-09
0.500 172-05
0.382 172-01
LOW 171-19
0.618 170-29
1.000 170-15
1.618 169-25
2.618 168-21
4.250 166-26
Fisher Pivots for day following 14-Dec-2020
Pivot 1 day 3 day
R1 172-16 172-18
PP 172-10 172-15
S1 172-05 172-13

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

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