ECBOT 30 Year Treasury Bond Future December 2020


Trading Metrics calculated at close of trading on 17-Dec-2020
Day Change Summary
Previous Current
16-Dec-2020 17-Dec-2020 Change Change % Previous Week
Open 172-08 171-24 -0-16 -0.3% 170-12
High 172-10 172-18 0-08 0.1% 173-06
Low 171-07 171-13 0-06 0.1% 170-11
Close 171-31 171-23 -0-08 -0.1% 172-20
Range 1-03 1-05 0-02 5.7% 2-27
ATR 1-09 1-09 0-00 -0.7% 0-00
Volume 8,400 4,439 -3,961 -47.2% 17,935
Daily Pivots for day following 17-Dec-2020
Classic Woodie Camarilla DeMark
R4 175-12 174-22 172-11
R3 174-07 173-17 172-01
R2 173-02 173-02 171-30
R1 172-12 172-12 171-26 172-05
PP 171-29 171-29 171-29 171-25
S1 171-07 171-07 171-20 171-00
S2 170-24 170-24 171-16
S3 169-19 170-02 171-13
S4 168-14 168-29 171-03
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
5 173-06 171-07 1-31 1.1% 1-01 0.6% 25% False False 5,050
10 173-06 170-09 2-29 1.7% 1-05 0.7% 49% False False 5,301
20 174-09 170-09 4-00 2.3% 1-05 0.7% 36% False False 176,597
40 175-27 169-16 6-11 3.7% 1-14 0.8% 35% False False 288,482
60 177-12 169-16 7-28 4.6% 1-10 0.8% 28% False False 298,440
80 178-17 169-16 9-01 5.3% 1-11 0.8% 25% False False 305,528
100 181-17 169-16 12-01 7.0% 1-10 0.8% 18% False False 253,490
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-06
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 177-15
2.618 175-19
1.618 174-14
1.000 173-23
0.618 173-09
HIGH 172-18
0.618 172-04
0.500 172-00
0.382 171-27
LOW 171-13
0.618 170-22
1.000 170-08
1.618 169-17
2.618 168-12
4.250 166-16
Fisher Pivots for day following 17-Dec-2020
Pivot 1 day 3 day
R1 172-00 172-03
PP 171-29 171-31
S1 171-26 171-27

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

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